# EDGAR Filing Document

**Accession Number:** 0000723620
**File Stem:** 0001410368-26-067197
**Filing Date:** 2026-6
**Character Count:** 1313171
**Document Hash:** a681b7e8ea2d283268c452bb751262ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067197.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067197

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **CENTRAL INDEX KEY:** 0000723620

**ORGANIZATION NAME:**
- **EIN:** 133179654
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03802
- **FILM NUMBER:** 261126692

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** (212) 476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INCOME FUNDS
- **DATE OF NAME CHANGE:** 20070601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19981105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER & BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19930701

## Series and Classes Contracts Data

### Neuberger Strategic Income Fund (Series ID: S000007834)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000021324 | Institutional Class | NSTLX           |
| C000044074 | Trust Class         | NSTTX           |
| C000057302 | Class A             | NSTAX           |
| C000057303 | Class C             | NSTCX           |
| C000125076 | Class R6            | NRSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEUBERGER BERMAN INCOME FUNDS

- **b. Investment Company Act file number:** 811-03802

- **c. CIK number of Registrant:** 0000723620

- **d. LEI of Registrant:** 54930087F7MMJ21RIJ90

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-476-8800

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

- **a. Name of Series:** Neuberger Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000007834

- **c. LEI of Series:** 549300J7BX0YC0GM5Q87

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $9611457807.27

**Total Liabilities:** $1535001252.39

**Net Assets:** $8076456554.88

**Delayed Delivery Securities:** $1461749485.63

**Cash Not Reported:** $65339016.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1868631.00000000 | **1-Year:** -60213.00000000 | **5-Year:** -608827.00000000 | **10-Year:** -2871272.00000000 | **30-Year:** -5144965.00000000

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

- **3-Month:** -894692.00000000 | **1-Year:** -350953.00000000 | **5-Year:** -1538100.00000000 | **10-Year:** -861301.00000000 | **30-Year:** -861029.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000057303 | 1.03%                | -2.26%               | 0.87%                |
| Class ID C000057302 | 1.09%                | -2.19%               | 0.93%                |
| Class ID C000021324 | 1.12%                | -2.16%               | 0.96%                |
| Class ID C000044074 | 1.09%                | -2.29%               | 1.04%                |
| Class ID C000125076 | 1.03%                | -2.16%               | 0.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9515031.95              | $32385950.23                               |
| Month 2  | $2079977.63              | $-196482936.35                             |
| Month 3  | $-7492901.41             | $60927396.48                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      135000 | PA      | $133930.80    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1849159.80   | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2025-48 Ltd                                                              | CUSIP: 67122YAG2<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2994006.90   | 0.04%             | 2038-12-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1460264.52   | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AU9<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     1032638 | PA      | $1044382.04   | 0.01%             | 2055-11-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                          | TKO Worldwide Holdings LLC 2025 Term Loan                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     3950150 | PA      | $3959156.34   | 0.05%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $287800.40    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4880000 | PA      | $5321042.54   | 0.07%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UPCB FINANCE VII LTD                                                                | UPCB Finance VII Ltd                                                             | CUSIP: 000000000<br>LEI: 5493006V3WX8F38SQ991 | Long             | DBT              | CORP              | KY        |     1300775 | PA      | $1498410.29   | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1365000 | PA      | $1366439.65   | 0.02%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $199038.29    | 0.00%             | 2055-02-13      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3159834 | PA      | $3172867.86   | 0.04%             | 2060-03-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                            | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                                | CUSIP: 47770VCW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       35000 | PA      | $29046.51     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                                                          | Palmer Square European CLO 2023-2 DAC                                            | CUSIP: 000000000<br>LEI: 549300EVQ1VRDUGS6I93 | Long             | ABS-CBDO         | CORP              | IE        |     1875000 | PA      | $2206393.93   | 0.03%             | 2038-10-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2313017.98   | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1150000 | PA      | $1141835.00   | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3479000 | PA      | $3528227.50   | 0.04%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      395000 | PA      | $389029.58    | 0.00%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $142731.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $127017.94    | 0.00%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       39000 | PA      | $43372.79     | 0.00%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1251432 | PA      | $1274168.06   | 0.02%             | 2039-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     4275000 | PA      | $4304095.65   | 0.05%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    11945000 | PA      | $8904646.41   | 0.11%             | 2035-10-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                          | Eaton Corp                                                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3652222.06   | 0.05%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                            | Toyota Lease Owner Trust 2025-B                                                  | CUSIP: 89240NAC6<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |      501050 | PA      | $501126.89    | 0.01%             | 2028-05-22      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                                               | Supernova Invest GmbH                                                            | CUSIP: 000000000<br>LEI: 5299008Z5M2L56PLUX74 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $118828.16    | 0.00%             | 2030-06-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1406888.28   | 0.02%             | 2027-06-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $85.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      740000 | PA      | $707823.69    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHOL AVIATION CAPITAL                                                               | CHOL AVIATION CAPITAL FIXED DELAYED DRAW TERM LOAN                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    12940350 | PA      | $12645448.84  | 0.16%             | 2033-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      605000 | PA      | $626936.09    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      418977 | PA      | $413111.32    | 0.01%             | 2030-09-09      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |     1651000 | PA      | $1969929.86   | 0.02%             | 2029-12-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                            | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      615000 | PA      | $623407.05    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                         | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    32534000 | PA      | $31575014.80  | 0.39%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1384000 | PA      | $1394230.80   | 0.02%             | 2069-10-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1051364.00   | 0.01%             | 2028-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7012841 | PA      | $6771401.27   | 0.08%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2784145.62   | 0.03%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1255000 | PA      | $1436720.20   | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                   | Republic of Poland Government International Bonds                                | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       95000 | PA      | $96134.14     | 0.00%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      243000 | PA      | $210170.13    | 0.00%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8300159 | PA      | $8376624.92   | 0.10%             | 2055-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     9375000 | PA      | $9672262.88   | 0.12%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                             | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3251503.20   | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2710416.63   | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NB Global Monthly Income Fund Ltd                                                   | NB Global Monthly Income Fund Ltd                                                | CUSIP: 000000000<br>LEI: 549300P4FSBHZFALLG04 | Long             | EC               | RF                | GG        |       48204 | NS      | $5024.47      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                            | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1502455.83   | 0.02%             | 2027-05-14      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust Series 2026-NQM2                                 | CUSIP: 105934AG8<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |     4359548 | PA      | $4308217.11   | 0.05%             | 2065-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FCA US LLC LB PTT                                                                   | FCA US LLC Lease-Backed Pass-Through Trust                                       | CUSIP: 3130MBAA1<br>LEI: ZTC508ZLTU6TYD5R7A85 | Long             | DBT              | CORP              | US        |     6327273 | PA      | $6393368.33   | 0.08%             | 2047-03-10      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $943398.82    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1404404 | PA      | $1320361.74   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9534552 | PA      | $9391858.36   | 0.12%             | 2041-06-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3090000 | PA      | $3448316.40   | 0.04%             | 2029-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                                      | Chase Auto Credit Linked Notes Series 2025-1                                     | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      262495 | PA      | $263210.08    | 0.00%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11758000 | PA      | $11528758.98  | 0.14%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                  | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      120000 | PA      | $136766.06    | 0.00%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       24920 | PA      | $15060.25     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                                    | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |     2385000 | PA      | $2908435.54   | 0.04%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 779926WD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     7460000 | PA      | $5514089.74   | 0.07%             | 2030-03-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3383066.90   | 0.04%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     9920000 | PA      | $9879242.69   | 0.12%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      102001 | PA      | $90900.79     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51185000 | PA      | $47995941.61  | 0.59%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                 | PayPal Holdings Inc                                                              | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      615000 | PA      | $616016.51    | 0.01%             | 2028-03-06      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1294785 | PA      | $1136087.53   | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                     | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $206680.15    | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC                                                          | CUSIP: 15201EAR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3834753.60   | 0.05%             | 2055-12-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754QAF5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5975000 | PA      | $6399291.92   | 0.08%             | 2043-05-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                            | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     7755000 | PA      | $8207969.55   | 0.10%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                             | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $229903.27    | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                                               | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $921630.15    | 0.01%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     2977442 | PA      | $3012129.97   | 0.04%             | 2037-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-1 Ltd                                                            | CUSIP: 138920AA1<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | KY        |     1125000 | PA      | $1106635.16   | 0.01%             | 2038-04-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117611.59    | 0.00%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     1399000 | PA      | $1686877.68   | 0.02%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3797121 | PA      | $3853602.86   | 0.05%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1536986 | PA      | $1352969.08   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                                   | iShares J.P. Morgan USD Emerging Markets Bond ETF                                | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      284986 | NS      | $27301658.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     4000000 | PA      | $4699334.99   | 0.06%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      275215 | PA      | $140081.71    | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                  | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     1520000 | PA      | $1489524.88   | 0.02%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                                  | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      800000 | PA      | $825260.80    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257000 | PA      | $221172.14    | 0.00%             | 2053-03-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES11                                                   | CUSIP: 749423AB5<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |     6067619 | PA      | $6040862.74   | 0.07%             | 2055-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BAM GLOBAL LLC                                                                      | BAM GLOBAL LLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5879963.10   | 0.07%             | 2033-04-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                                                       | Uzbekneftegaz JSC                                                                | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      400000 | PA      | $388966.30    | 0.00%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                      | Barings CLO Ltd 2025-II                                                          | CUSIP: 06764NAA0<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $3200148.80   | 0.04%             | 2038-07-20      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14793000 | PA      | $15484026.89  | 0.19%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                          | Eaton Corp                                                                       | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     3170000 | PA      | $3067168.47   | 0.04%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -31 | NC      | $73948.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAF4<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |     1733000 | PA      | $1743812.01   | 0.02%             | 2070-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2311000 | PA      | $2361347.21   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      115000 | PA      | $112587.30    | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1047022.18   | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                      | Amazon.com Inc                                                                   | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      820000 | PA      | $821701.50    | 0.01%             | 2029-03-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $2578736.08   | 0.03%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-35 Ltd                                                              | CUSIP: 671060AJ0<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |     3000000 | PA      | $3015039.00   | 0.04%             | 2037-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                             | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      500000 | PA      | $496484.15    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    69620000 | PA      | $3649046.90   | 0.05%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                            | First Quantum Minerals Ltd                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2020000 | PA      | $1985796.96   | 0.02%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO 31 Ltd                                                          | CUSIP: 83014AAA5<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |     3100000 | PA      | $3049581.60   | 0.04%             | 2039-01-17      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD NGN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $6793.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                            | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2981350.08   | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   288975000 | PA      | $284666452.10 | 3.52%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GRDR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2344734 | PA      | $2402237.33   | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUXN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1488892 | PA      | $1467648.04   | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BU2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      588647 | PA      | $594157.08    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                          | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $2035813.93   | 0.03%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1711758.29   | 0.02%             | 2045-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2231000 | PA      | $2247105.59   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2968885.44   | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                          | Federal National Mortgage Association                                            | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     2030000 | PA      | $2203841.06   | 0.03%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      150000 | PA      | $152687.19    | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                            | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2840455.42   | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPCDX--2I65BRAE1-20310620                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   110600000 | OU      | $8532937.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                             | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      710000 | PA      | $930918.63    | 0.01%             | 2040-07-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                            | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      910000 | PA      | $1090584.03   | 0.01%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       33223 | PA      | $31721.52     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                              | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     1545000 | PA      | $1528052.28   | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         481 | NC      | $-202000.76   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MOBICO GROUP PLC                                                                    | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $89191.41     | 0.00%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GSRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5008768 | PA      | $5124530.16   | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2229967.74   | 0.03%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                             | Wintershall Dea Finance 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119113.04    | 0.00%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3114074 | PA      | $3229439.48   | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAW8<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |     2350000 | PA      | $2339449.21   | 0.03%             | 2039-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1177765 | PA      | $1040734.50   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      420000 | PA      | $499765.50    | 0.01%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      765000 | PA      | $820734.08    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $7017467.10   | 0.09%             | 2042-08-11      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                              | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $916526.73    | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427MMF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9255428 | PA      | $9160685.83   | 0.11%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      760000 | PA      | $821548.60    | 0.01%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1252345.63   | 0.02%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2021-5                                       | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17132624 | PA      | $14668843.26  | 0.18%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                                             | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     1374259 | PA      | $1569861.35   | 0.02%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                                  | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  6128500000 | PA      | $35593579.92  | 0.44%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Highland Local School District/Medina County                                        | HIGHLAND OH LOCAL SCH DIST                                                       | CUSIP: 430416LM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1467250.89   | 0.02%             | 2049-12-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3865000 | PA      | $4026305.78   | 0.05%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BTP FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          25 | NC      | $-116237.03   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      460000 | PA      | $479627.05    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4831639 | PA      | $4783231.19   | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                           | LOS ANGELES CA CMNTY CLG DIST                                                    | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1105000 | PA      | $1216303.34   | 0.02%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5490000 | PA      | $5472784.13   | 0.07%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2988137 | PA      | $3072422.05   | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1083858.69   | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                                          | Exeter Select Automobile Receivables Trust 2025-2                                | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500090.00    | 0.01%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3039000 | PA      | $3066508.72   | 0.04%             | 2057-12-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6776886 | PA      | $6173972.04   | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     6225000 | PA      | $6306734.25   | 0.08%             | 2041-11-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1226390 | PA      | $694871.40    | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2009247 | PA      | $1893313.11   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-523685.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      377118 | PA      | $377226.62    | 0.00%             | 2045-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2125646.02   | 0.03%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      287180 | PA      | $176111.00    | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMPLOT CO SERIES B SENIOR                                                          | SIMPLOT CO SERIES B SENIOR                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3939613.48   | 0.05%             | 2035-09-30      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                                                  | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14294000 | PA      | $14302364.85  | 0.18%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust Series 2025-9                                               | CUSIP: 92348KEW9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |      603000 | PA      | $603687.24    | 0.01%             | 2030-10-21      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C7J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    13440000 | PA      | $9807880.44   | 0.12%             | 2032-01-09      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJXZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    70984000 | PA      | $197612.36    | 0.00%             | 2028-10-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                   | Eversource Energy                                                                | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     9545000 | PA      | $9540725.75   | 0.12%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   168850000 | PA      | $172367572.69 | 2.13%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      211000 | PA      | $241540.05    | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                             | Fidelity National Information Services Inc                                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     7965000 | PA      | $7922433.77   | 0.10%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                        | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      671000 | PA      | $673160.62    | 0.01%             | 2026-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                               | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4400000 | PA      | $4379708.08   | 0.05%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4600836 | PA      | $4428181.04   | 0.05%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      255658 | PA      | $259322.36    | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                      | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     1235000 | PA      | $1164605.00   | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                            | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      995000 | PA      | $910687.08    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |     1200000 | PA      | $1346181.10   | 0.02%             | 2027-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      880000 | PA      | $915337.28    | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12546983 | PA      | $12625410.55  | 0.16%             | 2055-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $952468.91    | 0.01%             | 2029-08-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7046616 | PA      | $7059828.10   | 0.09%             | 2041-11-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350482 | PA      | $355158.15    | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     4686000 | PA      | $4699341.04   | 0.06%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2167000 | PA      | $2153447.15   | 0.03%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| City of Atlantic City NJ                                                            | ATLANTIC CITY NJ                                                                 | CUSIP: 048339WE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      695000 | PA      | $695438.48    | 0.01%             | 2026-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      580000 | PA      | $777296.94    | 0.01%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1477796.88   | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1395172.44   | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1014034.90   | 0.01%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                                            | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     8000000 | PA      | $10717862.83  | 0.13%             | 2033-02-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6336101 | PA      | $5553102.85   | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     7160000 | PA      | $6426071.36   | 0.08%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      675000 | PA      | $677283.53    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.                                                | Klockner-Pentaplast of America Inc 2026 USD Term Loan                            | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | LON              | CORP              | LU        |     4075312 | PA      | $3534314.77   | 0.04%             | 2031-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 44 Ltd                                                                  | Elmwood CLO 44 Ltd                                                               | CUSIP: 29004XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1244236.00   | 0.02%             | 2038-10-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-10                                                 | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |      901185 | PA      | $897778.25    | 0.01%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1695000 | PA      | $1664527.46   | 0.02%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                                       | Odido Holding BV                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     2970000 | PA      | $3467434.21   | 0.04%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4047698 | PA      | $4060537.79   | 0.05%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2225000 | PA      | $2252381.52   | 0.03%             | 2040-01-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2015-P001                             | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18835000 | PA      | $563872.81    | 0.01%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                             | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1011651.99   | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1180000 | PA      | $1145153.13   | 0.01%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-45871.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      850000 | PA      | $801812.20    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      130000 | PA      | $151975.64    | 0.00%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      570000 | PA      | $751654.79    | 0.01%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                   | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      380000 | PA      | $387426.89    | 0.00%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1395000 | PA      | $1375273.84   | 0.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9965178 | PA      | $9868061.30   | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2013-C14                                         | CUSIP: 92890PAM6<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   102868000 | PA      | $1028.68      | 0.00%             | 2046-06-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                            | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     4030000 | PA      | $3938572.16   | 0.05%             | 2031-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    13314000 | PA      | $13592795.16  | 0.17%             | 2042-02-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                                                  | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     1417000 | PA      | $2009883.87   | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10937779.40  | 0.14%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10943000 | PA      | $10976418.83  | 0.14%             | 2042-12-13      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      785000 | PA      | $900372.14    | 0.01%             | 2028-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1580000 | PA      | $1544371.00   | 0.02%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRUPO ANTOLIN IRAUSA SA                                                             | Grupo Antolin Irausa SA                                                          | CUSIP: 000000000<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $146103.55    | 0.00%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1484114.03   | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                           | OHIO ST TURNPIKE COMMISSION                                                      | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2230000 | PA      | $1602125.21   | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2087243.55   | 0.03%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                         | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1664848.86   | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM2                                    | CUSIP: 64832MAG6<br>LEI: 213800ZF5DPBUAR45104 | Long             | ABS-MBS          | CORP              | US        |    11058324 | PA      | $10932961.30  | 0.14%             | 2065-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1316.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $696167.07    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12781993 | PA      | $12852028.39  | 0.16%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                      | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     2008000 | PA      | $2805288.40   | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                                            | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $202845.40    | 0.00%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      350633 | PA      | $441426.75    | 0.01%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2024-2                                                 | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        7498 | PA      | $7503.45      | 0.00%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      230000 | PA      | $246409.64    | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                            | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1929478.65   | 0.02%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                                            | Benteler International Austria GmbH                                              | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     3445000 | PA      | $4282614.13   | 0.05%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                                                         | Harvest Clo XXXVIII DAC                                                          | CUSIP: 000000000<br>LEI: 635400SQO9Z739OLXU08 | Long             | ABS-CBDO         | CORP              | IE        |     1500000 | PA      | $1759301.17   | 0.02%             | 2039-01-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                                            | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      170301 | PA      | $168705.34    | 0.00%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| KENYA INFRASTUCTURE BOND                                                            | Republic of Kenya Infrastructure Bond                                            | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   210000000 | PA      | $1675296.47   | 0.02%             | 2041-01-28      | Fixed         | 12.97%                | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                            | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2147019.38   | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                            | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205818.60    | 0.00%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                             | Sasol Financing USA LLC                                                          | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      230000 | PA      | $242900.70    | 0.00%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                                              | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |      690000 | PA      | $927496.38    | 0.01%             | 2034-09-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1204245.22   | 0.01%             | 2029-03-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1341969.65   | 0.02%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc                                                                  | Galaxy US Opco Inc Term Loan                                                     | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1919217 | PA      | $1652925.47   | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                                                         | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589DAE6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     3104000 | PA      | $3095531.67   | 0.04%             | 2033-06-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                                                   | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |     2200000 | PA      | $2588635.35   | 0.03%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      803627 | PA      | $817345.03    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      126000 | PA      | $142006.59    | 0.00%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-824.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       60000 | PA      | $67751.15     | 0.00%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BUXL 30Y BND JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          14 | NC      | $-42050.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4340000 | PA      | $4508292.18   | 0.06%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2025-3                                         | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      447135 | PA      | $447340.31    | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAC3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     3965208 | PA      | $3491883.81   | 0.04%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5189000 | PA      | $5205215.63   | 0.06%             | 2039-12-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| KENYA INFRASTUCTURE BOND                                                            | Republic of Kenya Infrastructure Bond                                            | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   500000000 | PA      | $3908169.76   | 0.05%             | 2033-01-10      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                        | Metinvest BV                                                                     | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $229275.36    | 0.00%             | 2027-10-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                                | Chile Government International Bonds                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     9370000 | PA      | $8539818.00   | 0.11%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                     | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                       | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2120000 | PA      | $1645226.85   | 0.02%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $117720.64    | 0.00%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9516158.62   | 0.12%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     8407200 | PA      | $8848578.00   | 0.11%             | 2042-07-25      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                           | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     3715000 | PA      | $3724216.92   | 0.05%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      600000 | PA      | $589056.95    | 0.01%             | 2028-08-03      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GUPY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4563893 | PA      | $4659465.59   | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50650000 | PA      | $46098406.13  | 0.57%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      655000 | PA      | $659706.83    | 0.01%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHDF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4503147 | PA      | $4526153.69   | 0.06%             | 2054-11-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $114392.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2425000 | PA      | $2470122.95   | 0.03%             | 2028-07-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2362410.30   | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-3829.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $7581860.52   | 0.09%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MA        |           1 | NC      | $46437.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                                         | Ally Auto Receivables Trust 2026-1                                               | CUSIP: 02008PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $169742.96    | 0.00%             | 2028-11-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUXF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2502904 | PA      | $2534264.77   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334000 | PA      | $335194.68    | 0.00%             | 2029-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-44942.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754YAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3650000 | PA      | $3656496.64   | 0.05%             | 2045-09-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                                            | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |      940000 | PA      | $937214.59    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite LV Ltd                                                                 | CUSIP: 55956RAJ7<br>LEI: 529900Y11QGJ7NJFMY63 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6039162.60   | 0.07%             | 2039-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                             | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $207600.00    | 0.00%             | 2030-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $6569.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      750000 | PA      | $688660.58    | 0.01%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1068066.48   | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2840000 | PA      | $2705389.68   | 0.03%             | 2037-12-11      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                                 | Province of Alberta Canada                                                       | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     8505000 | PA      | $4848103.58   | 0.06%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $120748.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348KCR2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |      274000 | PA      | $274501.78    | 0.00%             | 2030-04-22      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6350000 | PA      | $6395758.10   | 0.08%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CJY8 T-LOCK @ 100.2029 05/28/2026                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     6000000 | OU      | $-6809.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     9125000 | PA      | $8345361.92   | 0.10%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1331493.51   | 0.02%             | 2026-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       91000 | PA      | $105860.34    | 0.00%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAC5<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     4480114 | PA      | $4494575.63   | 0.06%             | 2069-06-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                                     | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $204593.36    | 0.00%             | 2029-11-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     5239784 | PA      | $5420818.58   | 0.07%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                              | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3485000 | PA      | $3546991.18   | 0.04%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                               | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   400000000 | PA      | $7402977.17   | 0.09%             | 2027-12-02      | Fixed         | 22.70%                | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                              | Brazilian Government International Bond                                          | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1900000 | PA      | $1889550.00   | 0.02%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust 2026-2                                                   | CUSIP: 142935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      183000 | PA      | $183104.93    | 0.00%             | 2029-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD UZS                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $4123.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-1 Ltd                                                            | CUSIP: 138919AJ4<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502308.65    | 0.01%             | 2038-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                 | Muthoot Finance Ltd                                                              | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $203037.96    | 0.00%             | 2028-02-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    10620000 | PA      | $10833472.62  | 0.13%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2026-1                                 | CUSIP: 81885FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      685000 | PA      | $685394.22    | 0.01%             | 2029-08-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1835000 | PA      | $1877140.59   | 0.02%             | 2042-04-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1835000 | PA      | $1852633.21   | 0.02%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12455000 | PA      | $7277408.55   | 0.09%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2550000 | PA      | $2500402.50   | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO 47 Ltd                                               | CUSIP: 08186BAG9<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4500225.45   | 0.06%             | 2039-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3566313 | PA      | $4110312.93   | 0.05%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $967.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0FZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      935159 | PA      | $925495.74    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $67624.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4358013 | PA      | $4373235.93   | 0.05%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9005000 | PA      | $9287432.82   | 0.11%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1170000 | PA      | $1094321.48   | 0.01%             | 2031-03-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W2KH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3836374 | PA      | $3944611.26   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427PHD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7750877 | PA      | $7840578.27   | 0.10%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $1925544.98   | 0.02%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1777389 | PA      | $1792713.51   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FT64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8865880 | PA      | $8914502.23   | 0.11%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $479783.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2020-RR03                             | CUSIP: 3137FQXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    61820000 | PA      | $1868800.05   | 0.02%             | 2028-07-27      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755TAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3776000 | PA      | $3779232.26   | 0.05%             | 2045-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWHM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3059982 | PA      | $2787275.87   | 0.03%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $275935.00    | 0.00%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                            | Enterprise Products Operating LLC                                                | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      750000 | PA      | $752307.72    | 0.01%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                    | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    10267000 | PA      | $2963053.62   | 0.04%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $339898.07    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    22085000 | PA      | $21856415.83  | 0.27%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2588363 | PA      | $2612350.07   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1298499.81   | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2045401 | PA      | $1720133.76   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7992592 | PA      | $7977606.12   | 0.10%             | 2030-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                                  | CT Investment GmbH                                                               | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |     1429000 | PA      | $1713390.76   | 0.02%             | 2030-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                 | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      970000 | PA      | $995376.17    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     2812000 | PA      | $2665234.77   | 0.03%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                             | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     3245000 | PA      | $3789527.77   | 0.05%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753CAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    10556000 | PA      | $10576509.25  | 0.13%             | 2045-07-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2026-1                                     | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $495536.45    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2025-C                                              | CUSIP: 34535LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      603000 | PA      | $602771.82    | 0.01%             | 2028-09-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                     | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4641000 | PA      | $4755901.88   | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754NAQ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11495000 | PA      | $12091360.60  | 0.15%             | 2042-05-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $2006640.62   | 0.02%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                                | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2354886.73   | 0.03%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                               | Time Warner Cable LLC                                                            | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      860000 | PA      | $923698.01    | 0.01%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    63020000 | PA      | $10826794.77  | 0.13%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      350000 | PA      | $343642.58    | 0.00%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2025-HE3                                                | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |     1901441 | PA      | $1907433.29   | 0.02%             | 2056-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1498602 | PA      | $1511247.90   | 0.02%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAF1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5220300.00   | 0.06%             | 2042-03-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                             | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2961432.72   | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                             | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2625000 | PA      | $2514772.05   | 0.03%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $164801.43    | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2873752.97   | 0.04%             | 2041-08-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1243341.46   | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1564510.50   | 0.02%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     1005058 | PA      | $1012873.45   | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |     1730000 | PA      | $1686681.67   | 0.02%             | 2049-11-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3659069 | PA      | $3661356.22   | 0.05%             | 2042-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CMA CGM SA                                                                          | CMA CGM SA                                                                       | CUSIP: 000000000<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |     1831000 | PA      | $2135940.84   | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                              | UTAH ST TRANSIT AUTH SALES TAX REVENUE                                           | CUSIP: 917567FQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1655815.22   | 0.02%             | 2038-12-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $664716.93    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                                            | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      101000 | PA      | $116268.58    | 0.00%             | 2046-02-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                                             | Gatwick Airport Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |     1604000 | PA      | $2144754.26   | 0.03%             | 2030-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KRCK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5454017 | PA      | $5601255.48   | 0.07%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                            | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      280000 | PA      | $300616.15    | 0.00%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $2061000.00   | 0.03%             | 2032-01-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1942445 | PA      | $1963633.42   | 0.02%             | 2054-08-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                             | National Bank of Canada                                                          | CUSIP: 63306AJG2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     7460000 | PA      | $5445110.76   | 0.07%             | 2031-01-13      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                             | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $864025.91    | 0.01%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                                              | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      217000 | PA      | $221943.39    | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     6890000 | PA      | $7107796.55   | 0.09%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                                              | Trident Energy Finance PLC                                                       | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213525.84    | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAC9<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     1378768 | PA      | $1387506.86   | 0.02%             | 2054-08-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1195000 | PA      | $1073399.42   | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      815000 | PA      | $814044.92    | 0.01%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       39872 | PA      | $30965.55     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| RR 36 LTD                                                                           | RR 36 Ltd                                                                        | CUSIP: 74989BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $997812.60    | 0.01%             | 2040-01-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                                     | Nigeria OMO Bill                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   775000000 | PA      | $521580.48    | 0.01%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1725.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3050478 | PA      | $2799271.05   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                                                    | Dexko Global Inc                                                                 | CUSIP: 252142AB0<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |     1035150 | PA      | $931396.92    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382HKR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6193923 | PA      | $4744071.09   | 0.06%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1598014 | PA      | $1605973.23   | 0.02%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5557000 | PA      | $5179358.51   | 0.06%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2850000 | PA      | $2373323.25   | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                                                 | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1148599.34   | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      345000 | PA      | $365709.20    | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED LKR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LK        |           1 | NC      | $8596.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 44 Ltd                                                                        | CUSIP: 78109WAJ4<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6025962.60   | 0.07%             | 2041-04-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                       | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     1130000 | PA      | $1287539.84   | 0.02%             | 2035-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2251706.74   | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XLVIII Ltd                                                             | CUSIP: 55956FAA2<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1244248.25   | 0.02%             | 2038-10-15      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                                   | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     5605000 | PA      | $5702033.76   | 0.07%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1160000 | PA      | $1151345.31   | 0.01%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2523858.64   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    12919000 | PA      | $13324568.75  | 0.16%             | 2042-04-25      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $3723721.46   | 0.05%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAU3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $988744.00    | 0.01%             | 2037-07-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2195000 | PA      | $2180369.23   | 0.03%             | 2069-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                             | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1234899.60   | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464287242-USD-SOFR-COMPOUND-20260721                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    61702977 | OU      | $-480228.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAB8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $199344.56    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      936391 | PA      | $931671.72    | 0.01%             | 2037-01-25      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1080558 | PA      | $919082.72    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-797361.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $3766.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED RON / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-5963.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5807980 | PA      | $5641134.12   | 0.07%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET HOLDINGS                                                               | Clear Street Holdings LLC                                                        | CUSIP: 18469LAE9<br>LEI: 254900NQWA30C6L3G919 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11665100.04  | 0.14%             | 2030-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      520000 | PA      | $514129.69    | 0.01%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 44 Ltd                                                                  | Elmwood CLO 44 Ltd                                                               | CUSIP: 29004VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1256971.63   | 0.02%             | 2038-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2682540 | PA      | $2713894.63   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                                           | Wellington Management Clo 3 Ltd                                                  | CUSIP: 949575AG9<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |     1750000 | PA      | $1755510.75   | 0.02%             | 2037-07-18      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2646794 | PA      | $2198285.49   | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                                            | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117025.90    | 0.00%             | 2027-12-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                         | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2937907.07   | 0.04%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                             | Wintershall Dea Finance 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2940884.91   | 0.04%             | 2028-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $4059806.80   | 0.05%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                            | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 173074ZH1<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   874000000 | PA      | $6956713.40   | 0.09%             | 2031-08-27      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                                  | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      800000 | PA      | $825464.00    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust 2025-OANA                                                              | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1342000 | PA      | $1345355.00   | 0.02%             | 2040-06-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2025-1 Ltd                                                     | CUSIP: 69703YAJ9<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5986039.20   | 0.07%             | 2038-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1300000 | PA      | $1396243.78   | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $238190.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                             | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $327326.61    | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1585000 | PA      | $1519943.83   | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      986427 | PA      | $996778.23    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAF0<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |     2796000 | PA      | $2816033.90   | 0.03%             | 2065-05-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1                                                             | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3515000 | PA      | $3484116.82   | 0.04%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-4382.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2488073.52   | 0.03%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-11078.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2608022 | PA      | $2590106.24   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     5315000 | PA      | $5452924.25   | 0.07%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     6232443 | PA      | $6226273.20   | 0.08%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12820946 | PA      | $12935041.83  | 0.16%             | 2054-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3287775 | PA      | $3338050.71   | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $389.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      116667 | PA      | $120090.84    | 0.00%             | 2027-04-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| KIER GROUP PLC                                                                      | Kier Group PLC                                                                   | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | DBT              | CORP              | GB        |     1046000 | PA      | $1481741.56   | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2531821.05   | 0.03%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                                                    | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      740000 | PA      | $956658.82    | 0.01%             | 2045-11-18      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7926044 | PA      | $7919875.16   | 0.10%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8294267 | PA      | $8392570.94   | 0.10%             | 2055-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                     | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1163744.44   | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-1758.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-6417.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $12916.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1605000 | PA      | $1619858.79   | 0.02%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2239509.16   | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3479974 | PA      | $3465014.11   | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2083753.27   | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                             | Meridian Arc Holdco LLC                                                          | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8254000 | PA      | $8252121.31   | 0.10%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                                     | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120478.61    | 0.00%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830KBA1<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $848776.94    | 0.01%             | 2030-01-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1025935.81   | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1206924.39   | 0.01%             | 2028-05-26      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPITRAXX--2I667ECK6-20310620                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |     1030000 | OU      | $330.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2025-3 Ltd                                                              | CUSIP: 92891YAA2<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001209.00   | 0.01%             | 2038-07-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3650000 | PA      | $801890.01    | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                      | Mastercard Inc                                                                   | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      265000 | PA      | $265193.45    | 0.00%             | 2028-03-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF                                      | VanEck J. P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |     4155557 | NS      | $106216036.92 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-14098.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                                       | 1988 CLO 1 Ltd                                                                   | CUSIP: 653938AE0<br>LEI: 2549000NTXDB3VOXDV92 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2954353.50   | 0.04%             | 2039-10-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      720000 | PA      | $809794.08    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3597988.76   | 0.04%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLDD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3440208 | PA      | $3472652.38   | 0.04%             | 2055-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-PJ8                                     | CUSIP: 36272XAU6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     2791532 | PA      | $2804289.78   | 0.03%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                             | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2120740.19   | 0.03%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                            | United Airlines Holdings Inc                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1226401.68   | 0.02%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                    | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |      905000 | PA      | $900475.00    | 0.01%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6000000 | PA      | $6246300.00   | 0.08%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QSAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8121923 | PA      | $7843963.81   | 0.10%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                                        | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      893509 | PA      | $1056174.23   | 0.01%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      688574 | PA      | $638753.14    | 0.01%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                      | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116478.72    | 0.00%             | 2032-03-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                            | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $215451.94    | 0.00%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust                                                               | Aspire Mortgage Trust 2026-1                                                     | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4857128 | PA      | $4827878.02   | 0.06%             | 2066-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                        | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     1805144 | PA      | $1539535.15   | 0.02%             | 2028-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     1607000 | PA      | $1882131.65   | 0.02%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                        | AGL CLO 15 Ltd                                                                   | CUSIP: 00121GAS7<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5982660.60   | 0.07%             | 2039-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                           | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1625000 | PA      | $1786200.00   | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                            | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3035409.67   | 0.04%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $16611.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      458308 | PA      | $458946.28    | 0.01%             | 2032-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                 | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     1870000 | PA      | $2154156.94   | 0.03%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |      748354 | PA      | $749730.34    | 0.01%             | 2069-10-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1155000 | PA      | $1018024.22   | 0.01%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                      | Crown City CLO III                                                               | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2909126.70   | 0.04%             | 2034-07-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      968000 | PA      | $1229698.35   | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9889627 | PA      | $9754619.01   | 0.12%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1508658.03   | 0.02%             | 2057-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1876344.81   | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES11                                                   | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |     6190318 | PA      | $6161688.83   | 0.08%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    10210000 | PA      | $5641488.20   | 0.07%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L+M COMPANIES SERIES A NOTES                                                        | L+M COMPANIES SERIES A NOTES                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9783785.40   | 0.12%             | 2030-11-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4132932 | PA      | $3626920.15   | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2026-49 Ltd                                                              | CUSIP: 67570WAJ7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4740015.98   | 0.06%             | 2039-04-16      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO Ltd                                                                      | AB BSL CLO 5 Ltd                                                                 | CUSIP: 00038HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $983109.70    | 0.01%             | 2038-01-20      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6600000 | PA      | $6916008.00   | 0.09%             | 2055-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $15309.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1284000 | PA      | $1381365.18   | 0.02%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       29000 | PA      | $22279.35     | 0.00%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2069000 | PA      | $2072907.72   | 0.03%             | 2043-06-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      487500 | PA      | $411227.98    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                      | CUSIP: 30023JCL0<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |      560000 | PA      | $560490.90    | 0.01%             | 2028-07-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| INFRACO SPA                                                                         | INFRACO SPA                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1985414.18   | 0.02%             | 2033-04-07      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPCDX--2I65BZFJ6-20310620                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   133740000 | OU      | $-3553115.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       47800 | PA      | $44880.85     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                                                 | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      148000 | PA      | $171117.33    | 0.00%             | 2036-03-12      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                   | Eversource Energy                                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     4290000 | PA      | $4272609.63   | 0.05%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3072703.02   | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1290.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2190000 | PA      | $2225330.85   | 0.03%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       20347 | PA      | $9632.60      | 0.00%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                                            | Korea Housing Finance Corp                                                       | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $403059.43    | 0.00%             | 2028-02-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753DAF5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3083000 | PA      | $3306112.09   | 0.04%             | 2042-09-25      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                               | Costa Rica Government International Bond                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     4810000 | PA      | $5411250.00   | 0.07%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2905000 | PA      | $2910673.81   | 0.04%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     7323000 | PA      | $7563033.29   | 0.09%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $148031.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       43000 | PA      | $57105.93     | 0.00%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                                                | Constellation Oil Services Holding SA                                            | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $210000.00    | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     3105000 | PA      | $3371261.23   | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      890000 | PA      | $574501.95    | 0.01%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     6646965 | PA      | $5478938.29   | 0.07%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      235000 | PA      | $231145.55    | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                 | Silgan Holdings Inc                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     1491000 | PA      | $1729460.91   | 0.02%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                             | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     1961000 | PA      | $2324337.08   | 0.03%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1975000 | PA      | $2026801.29   | 0.03%             | 2044-01-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      210000 | PA      | $205679.63    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2580000 | PA      | $2584035.12   | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810SB5 T-LOCK @ 72.6907 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     2000000 | OU      | $-17903.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2315205 | PA      | $2369983.59   | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1624591.56   | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5215202 | PA      | $4371499.62   | 0.05%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                    | CMWLTH FING AUTH PA                                                              | CUSIP: 20281PMV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1689133.76   | 0.02%             | 2042-06-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7182000 | PA      | $7183689.92   | 0.09%             | 2056-03-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11344044 | PA      | $11507049.83  | 0.14%             | 2055-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     3733234 | PA      | $3722989.46   | 0.05%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30550000 | PA      | $1467382.86   | 0.02%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                         | PNC Bank NA                                                                      | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1185900.60   | 0.01%             | 2028-07-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-801624.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      779000 | PA      | $781490.46    | 0.01%             | 2028-04-28      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                                                   | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |     3636000 | PA      | $4310089.90   | 0.05%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      395000 | PA      | $75075.85     | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3236000 | PA      | $2926658.79   | 0.04%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AJ8<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |     4427437 | PA      | $4401412.43   | 0.05%             | 2070-11-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     6253000 | PA      | $6320977.61   | 0.08%             | 2041-10-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CTEC II GMBH                                                                        | CTEC II GmbH                                                                     | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |     2253000 | PA      | $2508868.75   | 0.03%             | 2030-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                           | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200545.50    | 0.00%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1710000 | PA      | $1727100.00   | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-55469.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1312152.71   | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                            | Azul Secured Finance LLP                                                         | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $178000.00    | 0.00%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-506.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3088000 | PA      | $3518423.44   | 0.04%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BXQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    37103471 | PA      | $1707898.73   | 0.02%             | 2055-10-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-272645.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1793000 | PA      | $1788248.25   | 0.02%             | 2026-05-30      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSFC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3624354 | PA      | $3726765.29   | 0.05%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4090000 | PA      | $3545358.99   | 0.04%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DP5B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2462520 | PA      | $2495640.73   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                                                     | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      700000 | PA      | $811032.11    | 0.01%             | 2030-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3899000 | PA      | $3937071.79   | 0.05%             | 2042-06-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                             | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   250000000 | PA      | $4576074.67   | 0.06%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       66000 | PA      | $57815.58     | 0.00%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-21387.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                               | Georgetown University/The                                                        | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $1295381.13   | 0.02%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                  | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     2120000 | PA      | $2035338.86   | 0.03%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8909230 | PA      | $9882398.20   | 0.12%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      559883 | PA      | $556533.52    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXXVII Ltd                                                          | CUSIP: 89643RAJ5<br>LEI: 254900WMOQBUJPZCJS73 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3014899.50   | 0.04%             | 2039-01-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                        | Metinvest BV                                                                     | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     1990000 | PA      | $1754462.41   | 0.02%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1231834.03   | 0.02%             | 2029-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2949267 | PA      | $2838588.17   | 0.04%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                                                    | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     1860000 | PA      | $2485337.92   | 0.03%             | 2027-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $19205.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1395000 | PA      | $1466633.25   | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-3 Receivables Funding LLC                                  | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      193448 | PA      | $198745.75    | 0.00%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CMHI FINANCE BVI CO LTD                                                             | CMHI Finance BVI Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KTVUL1BXLNPZ11 | Long             | DBT              | CORP              | VG        |      247000 | PA      | $246334.09    | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       63000 | PA      | $75945.17     | 0.00%             | 2038-03-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1940192 | PA      | $1701352.18   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2505123.33   | 0.03%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                                            | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3387345.80   | 0.04%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2010163.20   | 0.02%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     6269743 | PA      | $3987323.31   | 0.05%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      480000 | PA      | $532577.06    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                                 | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $116992.12    | 0.00%             | 2027-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKJG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    77922000 | PA      | $201420.58    | 0.00%             | 2028-10-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $506277.70    | 0.01%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX                                                                           | Aegis Lux 1a Sarl                                                                | CUSIP: 000000000<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |     1405000 | PA      | $1653023.17   | 0.02%             | 2031-10-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6DH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5407200 | PA      | $5436854.37   | 0.07%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $479701.44    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2148961.82   | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISSE D'EPARGNE                                                             | Banque et Caisse d'Epargne de l'Etat                                             | CUSIP: 000000000<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |      100000 | PA      | $116673.75    | 0.00%             | 2031-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1750000 | PA      | $1754812.50   | 0.02%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3220000 | PA      | $3497015.96   | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     1600000 | PA      | $1899766.54   | 0.02%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAD0<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |     5255000 | PA      | $5256022.10   | 0.07%             | 2069-10-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 34 LTD                                                                        | CUSIP: 74988XAA6<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2493558.25   | 0.03%             | 2039-10-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3513000 | PA      | $3502400.23   | 0.04%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                                             | Romanian Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      384000 | PA      | $461293.96    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $5559008.95   | 0.07%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      113000 | PA      | $142578.27    | 0.00%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     5420000 | PA      | $4698869.00   | 0.06%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                                           | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4042000 | PA      | $3907393.72   | 0.05%             | 2041-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4469141 | PA      | $4589119.53   | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                             | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      715000 | PA      | $718314.74    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CAN 5YR BOND FUT JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -706 | NC      | $314815.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1235249.90   | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                  | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $945898.68    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1742823 | PA      | $1730851.91   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1803267 | PA      | $1744719.08   | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                                             | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112974.62    | 0.00%             | 2030-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                            | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     2325000 | PA      | $2671669.55   | 0.03%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TBS3<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3492149.85   | 0.04%             | 2039-01-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-4252.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BXU93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    53599175 | PA      | $3005595.17   | 0.04%             | 2055-11-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                        | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      277000 | PA      | $279104.49    | 0.00%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2026-1                             | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $496744.00    | 0.01%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2024-2 Ltd                                                              | CUSIP: 92920JAA0<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1402192.54   | 0.02%             | 2037-07-20      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                            | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AS0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      600000 | PA      | $617659.55    | 0.01%             | 2029-04-04      | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                             | Sierra Pacific Power Co                                                          | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $9610561.42   | 0.12%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6017000 | PA      | $6096433.43   | 0.08%             | 2042-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                                            | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1296555.15   | 0.02%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| HOLDCO INFRACO SPA                                                                  | HOLDCO INFRACO SPA                                                               | CUSIP: 000000000<br>LEI: 984500D756A5A1383E51 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4975374.05   | 0.06%             | 2033-04-07      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3280962 | PA      | $3351497.76   | 0.04%             | 2042-03-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3060000 | PA      | $2956485.95   | 0.04%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QUD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4078703 | PA      | $4199851.42   | 0.05%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                     | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1118886.53   | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2276377 | PA      | $2260740.23   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $1106.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1272817.09   | 0.02%             | 2028-03-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2398058.42   | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3856960 | PA      | $3514979.93   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                                                         | 3R Lux SARL                                                                      | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |     2555000 | PA      | $2684794.00   | 0.03%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1260147.52   | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAG0<br>LEI: 254900XFNEJEC9OBKH62 | Long             | ABS-MBS          | CORP              | US        |     5259500 | PA      | $5223812.94   | 0.06%             | 2070-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                      | Grupo Aval Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $188600.00    | 0.00%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3863016 | PA      | $3825964.37   | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CAN 2YR BOND FUT JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        5980 | NC      | $-1124341.65  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      695000 | PA      | $700049.80    | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDING                                                            | Chinalco Capital Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $199624.13    | 0.00%             | 2026-06-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                                                        | Gabx Leasing LLC                                                                 | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |     2045000 | PA      | $2018721.69   | 0.02%             | 2031-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CGK1 T-LOCK @ 96.7624 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     4750000 | OU      | $9930.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7769900 | PA      | $7693377.42   | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                            | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2392825.13   | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJLE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8836851 | PA      | $8307843.94   | 0.10%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $50108.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                                 | CNH Equipment Trust 2024-C                                                       | CUSIP: 18978GAC8<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |       59125 | PA      | $59131.54     | 0.00%             | 2028-02-18      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx USD High Yield Corporate Bond ETF                                     | iShares iBoxx USD High Yield Corporate Bond ETF                                  | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      195792 | NS      | $15737760.96  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMAD FOODS BONDCO PLC                                                              | Nomad Foods Bondco PLC                                                           | CUSIP: 000000000<br>LEI: 213800BPK5X4TY4RZ619 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $502464.23    | 0.01%             | 2028-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     4960000 | PA      | $5080061.76   | 0.06%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      220000 | PA      | $200489.17    | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                          | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      640000 | PA      | $743834.43    | 0.01%             | 2042-09-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                                                       | Uzbekneftegaz JSC                                                                | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $214979.24    | 0.00%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      545886 | PA      | $544262.26    | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                     | CUSIP: 22757GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1252779.00   | 0.02%             | 2069-12-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10842000 | PA      | $10797954.38  | 0.13%             | 2044-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                               | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      946000 | PA      | $1134368.37   | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                              | Kazakhstan Government International Bond                                         | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     9880000 | PA      | $10094509.62  | 0.12%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                                            | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $119477.87    | 0.00%             | 2030-03-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      760000 | PA      | $754799.09    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1560.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      390000 | PA      | $213890.63    | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos Clo Lii                                                                   | CUSIP: 03771NAJ9<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1996760.20   | 0.02%             | 2038-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5755000 | PA      | $5555148.65   | 0.07%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                            | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1605194.04   | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1025000 | PA      | $957267.31    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1679498.31   | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAM3<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |     7658845 | PA      | $7629108.62   | 0.09%             | 2071-01-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                               | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1715645.57   | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                 | SA Global Sukuk Ltd                                                              | CUSIP: 78397PAE1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |      227000 | PA      | $223301.48    | 0.00%             | 2029-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2023-1                                                     | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19936 | PA      | $19973.31     | 0.00%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Honey Hill Park CLO, Ltd                                                            | Honey Hill Park CLO Ltd                                                          | CUSIP: 438453AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6032034.60   | 0.07%             | 2039-04-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11229027 | PA      | $11364678.92  | 0.14%             | 2055-03-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9761000 | PA      | $9748798.75   | 0.12%             | 2044-07-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     1000000 | PA      | $1093352.79   | 0.01%             | 2082-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3303241 | PA      | $3347110.86   | 0.04%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2190000 | PA      | $2197139.40   | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO 44 Ltd                                               | CUSIP: 08187UAA9<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $986487.40    | 0.01%             | 2039-01-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                            | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 90015WAP8<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     1750000 | PA      | $1819508.08   | 0.02%             | 2034-10-05      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                      | Crown City CLO VI                                                                | CUSIP: 22823EAJ7<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1508700.15   | 0.02%             | 2037-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NM97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9727405 | PA      | $9797876.83   | 0.12%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-2848.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8322259 | PA      | $8203500.00   | 0.10%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                                   | GreatAmerica Leasing Receivables Funding LLC                                     | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |       29879 | PA      | $29943.01     | 0.00%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1390550.98   | 0.02%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                                | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 10070000000 | PA      | $846116.94    | 0.01%             | 2029-04-13      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAC3<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     3615696 | PA      | $3630883.68   | 0.04%             | 2070-04-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      840000 | PA      | $881655.60    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                 | Nissan Auto Receivables 2025-B Owner Trust                                       | CUSIP: 65490DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      603000 | PA      | $603065.49    | 0.01%             | 2028-07-17      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     6880000 | PA      | $7368504.70   | 0.09%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-97874.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $2015089.26   | 0.02%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5704896 | PA      | $5704896.13   | 0.07%             | 2034-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2240000 | PA      | $2369164.47   | 0.03%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                                             | Bahamas Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      200000 | PA      | $223400.00    | 0.00%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2076562.25   | 0.03%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                             | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                             | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5526956.60   | 0.07%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                                                   | Punch Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1372721.20   | 0.02%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2025-46 Ltd                                                              | CUSIP: 671004AA7<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1973825.00   | 0.02%             | 2038-10-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1940000 | PA      | $1860353.90   | 0.02%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1160000 | PA      | $1094460.00   | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-36301.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4358800 | PA      | $4326397.61   | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2258310.61   | 0.03%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 25 Ltd                                                                        | CUSIP: 75000KBG1<br>LEI: 254900FV8ZM4T7O1K491 | Long             | ABS-CBDO         | CORP              | BM        |     6000000 | PA      | $6028882.20   | 0.07%             | 2041-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       17194 | PA      | $8757.72      | 0.00%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $2052.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6582392 | PA      | $6614437.92   | 0.08%             | 2053-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $16985.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1071474 | PA      | $939589.57    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $9985.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAJ5<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |     4948624 | PA      | $4844647.97   | 0.06%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   134350000 | PA      | $2689489.43   | 0.03%             | 2033-02-03      | Fixed         | 13.63%                | No            |                  2 | On Loan: No      |
| TAP SA                                                                              | Transportes Aereos Portugueses SA                                                | CUSIP: 000000000<br>LEI: 213800XBTDYWRYHKH878 | Long             | DBT              | CORP              | PT        |     2900000 | PA      | $3388285.90   | 0.04%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Water District                                                   | SANTA CLARA VLY CA WTR DIST WTR SYS REVENUE                                      | CUSIP: 80168AKA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1260000 | PA      | $1264759.78   | 0.02%             | 2043-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1176000 | PA      | $1120745.11   | 0.01%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $896323.78    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8650974 | PA      | $8380972.50   | 0.10%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1170000 | PA      | $990660.94    | 0.01%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          17 | NC      | $-19022.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-3 Ltd                                                            | CUSIP: 13875HAA5<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3229936.05   | 0.04%             | 2039-01-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     3535000 | PA      | $3709982.50   | 0.05%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JBA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     2504550 | PA      | $2381450.62   | 0.03%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                                             | Guggenheim Partners LLC 2024 Term Loan B                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3950000 | PA      | $3954937.50   | 0.05%             | 2031-11-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5058000 | PA      | $1353384.79   | 0.02%             | 2031-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $16426.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3404746 | PA      | $3482745.11   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      200000 | PA      | $204000.00    | 0.00%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |      763813 | PA      | $767573.34    | 0.01%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MA        |           1 | NC      | $6137.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 26 Ltd                                                             | CUSIP: 05876PAA2<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $985584.60    | 0.01%             | 2037-07-25      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      535000 | PA      | $537760.73    | 0.01%             | 2028-01-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     1160000 | PA      | $1352036.51   | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                               | SAN ANTONIO TX ELEC & GAS REVENUE                                                | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1992123.00   | 0.02%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                             | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                       | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1410000 | PA      | $1108619.69   | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                            | OHA Credit Funding 17-R Ltd                                                      | CUSIP: 676920AC5<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1998321.40   | 0.02%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      659869 | PA      | $659533.81    | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      276343 | PA      | $280568.41    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                                        | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     1030000 | PA      | $1253450.42   | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                            | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1164859.70   | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1087793.26   | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                  | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     1330000 | PA      | $1479359.00   | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     7180000 | PA      | $7499992.50   | 0.09%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3970000 | PA      | $4048505.28   | 0.05%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                                                                    | Dominican Republic Central Bank Notes                                            | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    42000000 | PA      | $693485.34    | 0.01%             | 2027-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1843328.76   | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2025-1                                              | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       74260 | PA      | $74416.17     | 0.00%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9990529 | PA      | $9709602.32   | 0.12%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     1650000 | PA      | $1712646.97   | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2026-NQM5 Mortgage Trust                                                   | CUSIP: 22759BAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      805000 | PA      | $802117.38    | 0.01%             | 2071-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MNT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MN        |           1 | NC      | $-60381.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO IX Ltd                                                              | CUSIP: 894932AL6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1502044.65   | 0.02%             | 2039-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    13105000 | PA      | $2532053.37   | 0.03%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAB2<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |     1874000 | PA      | $1884595.22   | 0.02%             | 2055-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2025-10                                        | CUSIP: 16160BAW7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |     6558067 | PA      | $6515288.34   | 0.08%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1230000 | PA      | $1422168.07   | 0.02%             | 2030-02-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1115663 | PA      | $1100776.60   | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                                                   | Pension Insurance Corp PLC                                                       | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $748371.01    | 0.01%             | 2034-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1065973.06   | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3617.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1798626.38   | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                          | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $2041403.04   | 0.03%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                                  | Siemens Funding BV                                                               | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      725000 | PA      | $726811.05    | 0.01%             | 2028-05-26      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSV58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2317245 | PA      | $2401291.44   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $465814.65    | 0.01%             | 2032-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1313508 | PA      | $1005114.20   | 0.01%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                                                     | DC Office Trust 2019-MTC                                                         | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4793000 | PA      | $4140338.63   | 0.05%             | 2045-09-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                           | DLLAD 2025-1 LLC                                                                 | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      144823 | PA      | $145243.02    | 0.00%             | 2028-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $239.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                                                | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     2025034 | PA      | $2681768.65   | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                         | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1808362.80   | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                               | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     2745000 | PA      | $2800011.06   | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |     6208000 | PA      | $6208285.57   | 0.08%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6315000 | PA      | $6064599.45   | 0.08%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                       | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     8340000 | PA      | $5641802.63   | 0.07%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4700958 | PA      | $4299329.80   | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      390805 | PA      | $184833.44    | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BSBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2200137 | PA      | $288309.02    | 0.00%             | 2046-10-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3201718.58   | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    17795000 | PA      | $18101411.22  | 0.22%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2776000 | PA      | $2790272.80   | 0.03%             | 2040-06-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HK4B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11938168 | PA      | $12081707.76  | 0.15%             | 2055-03-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                                             | WE Soda Investments Holding PLC                                                  | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201966.98    | 0.00%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     5730000 | PA      | $5831312.13   | 0.07%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     3205000 | PA      | $3178438.56   | 0.04%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     1975000 | PA      | $2050595.10   | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron CLO 20 Ltd                                                              | CUSIP: 33883MBC7<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2998821.30   | 0.04%             | 2038-11-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                          | Lightpath Fiber Issuer LLC                                                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8908000 | PA      | $8929379.20   | 0.11%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AD6<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |     4975000 | PA      | $5028392.70   | 0.06%             | 2070-05-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                               | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1271181.10   | 0.02%             | 2027-10-22      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705041 | PA      | $737132.01    | 0.01%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| DOMAIN BURLEWOOD HOLDCO                                                             | DOMAIN BURLEWOOD HOLDCO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1975384.60   | 0.02%             | 2031-02-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPNDFPREDISWAP--BRL-CDI-20310102                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   133875000 | OU      | $-366459.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP FIN C                                                      | NATIONAL RURAL UTIL COOP FIN C                                                   | CUSIP: 000000000<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9847390.10   | 0.12%             | 2056-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $672089.36    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      655000 | PA      | $608571.98    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -1002 | NC      | $-201318.84   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14657000 | PA      | $4155047.05   | 0.05%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-1 Receivables Funding LLC                                  | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      424290 | PA      | $433601.70    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                                     | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     1600000 | PA      | $1850375.53   | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3379999.49   | 0.04%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $20724.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3330718 | PA      | $3306242.41   | 0.04%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $6258.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                                                  | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      108000 | PA      | $125515.18    | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $575632.44    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                   | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      585000 | PA      | $611304.53    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LAKEVIEW LOAN SR NOTES                                                              | LAKEVIEW LOAN SR NOTES                                                           | CUSIP: 000000000<br>LEI: 549300NOCASXPA34X033 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7878425.68   | 0.10%             | 2030-12-02      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| XP INC                                                                              | XP Inc                                                                           | CUSIP: 98379XAB0<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |     2158000 | PA      | $2180005.13   | 0.03%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                              | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |     3332000 | PA      | $4076697.12   | 0.05%             | 2028-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                              | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1055000 | PA      | $985293.48    | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140Y8GZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7283115 | PA      | $7179184.51   | 0.09%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      104581 | PA      | $66198.87     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7161556 | PA      | $7188412.21   | 0.09%             | 2039-02-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      845000 | PA      | $960623.65    | 0.01%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                               | KKR CLO 62 Ltd                                                                   | CUSIP: 48190FAG0<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | KY        |     5125000 | PA      | $5106202.53   | 0.06%             | 2039-04-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                      | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      640000 | PA      | $656303.86    | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER CORP SERIES II                                                           | CLIFFWATER CORP SERIES II                                                        | CUSIP: 000000000<br>LEI: 549300H513RTF4I5T758 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4885260.80   | 0.06%             | 2028-12-22      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      386218 | PA      | $393034.80    | 0.00%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 11060000000 | PA      | $1839040.89   | 0.02%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8426722 | PA      | $8494453.85   | 0.11%             | 2054-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1339301.20   | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                                 | Sri Lanka Government Bonds                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   800000000 | PA      | $2463057.10   | 0.03%             | 2030-03-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                             | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2414592.57   | 0.03%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HFDE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    37287070 | PA      | $1983679.57   | 0.02%             | 2054-08-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570000 | PA      | $2428650.00   | 0.03%             | 2037-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1890000 | PA      | $1718792.57   | 0.02%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1625000 | PA      | $1533492.58   | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                                                                  | Abertis Infraestructuras Finance BV                                              | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2962086.93   | 0.04%             | 2029-11-28      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos Clo LV                                                                    | CUSIP: 03771VAA0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3502377.90   | 0.04%             | 2039-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3697460 | PA      | $3798529.73   | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAB                                                                                 | CAB SELAS                                                                        | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     2015000 | PA      | $2337320.56   | 0.03%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      655000 | PA      | $694893.88    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                                             | DXC Capital Funding DAC                                                          | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $114595.38    | 0.00%             | 2030-12-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1086566.66   | 0.01%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12380000 | PA      | $12478638.02  | 0.15%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HM5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8454538 | PA      | $8565057.21   | 0.11%             | 2055-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                                 | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    30675000 | PA      | $17521570.84  | 0.22%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9455000 | PA      | $9398268.11   | 0.12%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    12380000 | PA      | $12904293.00  | 0.16%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD                                                                 | STC Sukuk Co II Ltd                                                              | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $197448.28    | 0.00%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                             | John Deere Capital Corp                                                          | CUSIP: 24422EYJ2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      395000 | PA      | $395064.14    | 0.00%             | 2029-03-09      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     1131000 | PA      | $1129893.55   | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-17926.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      635000 | PA      | $609133.85    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     3495000 | PA      | $3608587.50   | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                             | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      795000 | PA      | $822762.99    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1906.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $19055.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO                                                                           | Avoca Clo Xxxv DAC                                                               | CUSIP: 000000000<br>LEI: 2549001OJJFYJBR62C20 | Long             | ABS-CBDO         | CORP              | IE        |     4400000 | PA      | $5146500.82   | 0.06%             | 2039-04-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7372676 | PA      | $6214718.05   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4793082 | PA      | $4630051.80   | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CBA5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     1341000 | PA      | $1274512.55   | 0.02%             | 2050-05-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                             | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1399476.89   | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XD6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1439320 | PA      | $1314551.86   | 0.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-846950.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      900000 | PA      | $665933.87    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        5008 | NC      | $-3780011.50  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     3715000 | PA      | $3526346.80   | 0.04%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $1760.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2018-15 Ltd                                                              | CUSIP: 67112QAE6<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3392480.00   | 0.04%             | 2038-01-20      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3880000 | PA      | $3936253.83   | 0.05%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                                | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAC6<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     1597000 | PA      | $1441049.12   | 0.02%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      650000 | PA      | $632849.75    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3116000 | PA      | $3207780.85   | 0.04%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                           | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      320000 | PA      | $317248.00    | 0.00%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                                                      | Spain Government Inflation Linked Bond                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      316105 | PA      | $381090.06    | 0.00%             | 2030-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                   | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1726325.22   | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-55090.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4755000 | PA      | $4554769.90   | 0.06%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1914764 | PA      | $1378487.23   | 0.02%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                                                       | Synthomer PLC                                                                    | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $85989.02     | 0.00%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      475000 | PA      | $498477.83    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAC0<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     1813759 | PA      | $1816994.18   | 0.02%             | 2065-05-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                                               | PK Alift Loan Funding 8 LP                                                       | CUSIP: 72585CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8850000 | PA      | $8670246.77   | 0.11%             | 2043-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    24241794 | PA      | $1445903.41   | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     2520000 | PA      | $2907456.91   | 0.04%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       50000 | PA      | $57678.63     | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Stannaway Park CLO                                                                  | Stannaway Park Clo DAC                                                           | CUSIP: 000000000<br>LEI: 635400TBHSZX5TTCNO91 | Long             | ABS-CBDO         | CORP              | IE        |     3000000 | PA      | $3509803.14   | 0.04%             | 2038-01-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                             | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7576000 | PA      | $7686516.95   | 0.10%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6104461 | PA      | $6176379.62   | 0.08%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                                            | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117705.08    | 0.00%             | 2028-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6935110 | PA      | $6701359.97   | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3689950.81   | 0.05%             | 2028-11-22      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4790000 | PA      | $4945675.00   | 0.06%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $280234.16    | 0.00%             | 2028-07-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7940000 | PA      | $7728464.66   | 0.10%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KBD6<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     1496269 | PA      | $232.07       | 0.00%             | 2057-09-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0GP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1569020 | PA      | $1551159.41   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      335000 | PA      | $350739.64    | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140AQQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1184225 | PA      | $1167482.60   | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED RON / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-39786.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207942AC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    12168000 | PA      | $12931427.62  | 0.16%             | 2043-06-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND2                                          | CUSIP: 05556WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8003000 | PA      | $8018005.63   | 0.10%             | 2042-12-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2158236 | PA      | $2116568.02   | 0.03%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    44241583 | PA      | $2299788.11   | 0.03%             | 2055-01-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                       | Amphenol Corp                                                                    | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      900000 | PA      | $899007.09    | 0.01%             | 2027-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $197636.54    | 0.00%             | 2029-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS PASS THRU TR                                                         | AMERICAN AIRLS PASS THRU TR                                                      | CUSIP: 02376EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $2966571.90   | 0.04%             | 2031-04-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W23V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1150544 | PA      | $1009737.47   | 0.01%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                       | AIA Group Ltd                                                                    | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $203982.10    | 0.00%             | 2027-10-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                                                       | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |     2600000 | PA      | $3054873.13   | 0.04%             | 2031-07-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                                 | Volkswagen Auto Loan Enhanced Trust 2025-2                                       | CUSIP: 92869QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      603000 | PA      | $602998.49    | 0.01%             | 2028-08-21      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      416348 | PA      | $416476.89    | 0.01%             | 2045-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5327464 | PA      | $5278007.62   | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1185804.62   | 0.01%             | 2031-08-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                   | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      346000 | PA      | $421401.91    | 0.01%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1858739 | PA      | $1852200.87   | 0.02%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      210000 | PA      | $250859.32    | 0.00%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HMVL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    45172400 | PA      | $2907824.17   | 0.04%             | 2055-09-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4632959 | PA      | $4703787.82   | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2300759.80   | 0.03%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-98307.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAFE HARBOR MARINAS SERIES                                                          | SAFE HARBOR MARINAS SERIES                                                       | CUSIP: 000000000<br>LEI: 549300X330XWIC4C6X58 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9980419.80   | 0.12%             | 2030-11-18      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQ5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      591973 | PA      | $595489.58    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      430000 | PA      | $426884.05    | 0.01%             | 2028-09-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CFR7 T-LOCK @ 100.8954 05/28/2026                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      100000 | OU      | $609.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3836666 | PA      | $3839572.21   | 0.05%             | 2033-06-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    15550000 | PA      | $15789629.70  | 0.20%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                   | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $552380.95    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      992180 | PA      | $965039.53    | 0.01%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1188791.02   | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384VRC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    50047390 | PA      | $2284683.36   | 0.03%             | 2054-10-20      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7780000 | PA      | $7771004.76   | 0.10%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NBE0<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |     2650000 | PA      | $2650760.55   | 0.03%             | 2038-01-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      760000 | PA      | $744740.49    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8152909 | PA      | $8037202.58   | 0.10%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 36 CLO Ltd                                                                | CUSIP: 362937AA2<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2503740.50   | 0.03%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                  | Caturus Energy LLC                                                               | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1624467.77   | 0.02%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11137646 | PA      | $11301368.93  | 0.14%             | 2054-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                               | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    47000000 | PA      | $832753.92    | 0.01%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      180000 | PA      | $205584.68    | 0.00%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                                  | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      942000 | PA      | $259830.67    | 0.00%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust 2024-4                                                   | CUSIP: 14290DAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31228 | PA      | $31231.17     | 0.00%             | 2027-12-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1626597 | PA      | $1365101.26   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $667241.30    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                                      | Penta CLO 11 DAC                                                                 | CUSIP: 000000000<br>LEI: 5493006SWLDNT2XZHH97 | Long             | ABS-CBDO         | CORP              | IE        |     4875000 | PA      | $5664340.53   | 0.07%             | 2039-01-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        1600 | PA      | $1583.49      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1256006.46   | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 9128285W6 T-LOCK @ 99.1149 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     7500000 | OU      | $36232.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TILLMAN INFRASTRUCTURE                                                              | TILLMAN INFRASTRUCTURE                                                           | CUSIP: 000000000<br>LEI: 549300QY0CJBJHW55V24 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9908057.90   | 0.12%             | 2033-03-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                              | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      480000 | PA      | $460800.00    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5305511 | PA      | $5354589.16   | 0.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1030 | NC      | $-321615.88   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD BDT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1331.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                                                | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     1110000 | PA      | $1286495.79   | 0.02%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     1420000 | PA      | $1750567.10   | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AB5<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     2077505 | PA      | $2088097.68   | 0.03%             | 2054-05-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                                            | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |     4000000 | PA      | $4782938.61   | 0.06%             | 2033-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      259000 | PA      | $255666.69    | 0.00%             | 2030-10-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1990182.00   | 0.02%             | 2037-10-23      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1540000 | PA      | $1569278.36   | 0.02%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     1031000 | PA      | $1321906.57   | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      415000 | PA      | $428806.61    | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2029391 | PA      | $1778384.77   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      496555 | PA      | $497474.60    | 0.01%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      595000 | PA      | $716886.82    | 0.01%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      230000 | PA      | $173501.42    | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1857118 | PA      | $1872760.19   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4915000 | PA      | $4805756.46   | 0.06%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4984282 | PA      | $4810124.33   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1111216 | PA      | $974561.69    | 0.01%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                              | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     5476000 | PA      | $5507240.58   | 0.07%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                            | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1393453.21   | 0.02%             | 2030-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      745000 | PA      | $716189.45    | 0.01%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BK SCOTLAND INTL LTD                                                          | ROYAL BK SCOTLAND INTL LTD                                                       | CUSIP: 000000000<br>LEI: 21380078CCZSEEIIKA41 | Long             | DBT              | CORP              | JE        |     7000000 | PA      | $6934904.55   | 0.09%             | 2028-12-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                            | Principal Life Global Funding II                                                 | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |      525000 | PA      | $524993.25    | 0.01%             | 2028-08-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4188814.20   | 0.05%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |      660000 | PA      | $675315.30    | 0.01%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3785000 | PA      | $3911547.69   | 0.05%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140AE2X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      946461 | PA      | $975599.02    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                            | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1094836.40   | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                              | Uruguay Government International Bonds                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3500000 | PA      | $3247825.00   | 0.04%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                                                | Ooredoo International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     5515000 | PA      | $5454744.49   | 0.07%             | 2034-10-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      740000 | PA      | $681173.11    | 0.01%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $382481.64    | 0.00%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       55000 | PA      | $51495.58     | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                            | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1692437.76   | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                                | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      320000 | PA      | $337900.91    | 0.00%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5609673.77   | 0.07%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                            | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     1105000 | PA      | $1257048.69   | 0.02%             | 2031-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       31000 | PA      | $33754.65     | 0.00%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5255000 | PA      | $5205660.49   | 0.06%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1993584 | PA      | $2074545.81   | 0.03%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                                                               | UGI International LLC                                                            | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1893083.91   | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                                            | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $116448.74    | 0.00%             | 2081-03-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3820484 | PA      | $3962389.86   | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      287000 | PA      | $283223.08    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       37428 | PA      | $42839.72     | 0.00%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-1D                                             | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      573758 | PA      | $574015.74    | 0.01%             | 2034-06-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNVU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13113724 | PA      | $13174894.26  | 0.16%             | 2055-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1204771 | PA      | $639797.97    | 0.01%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3997000 | PA      | $3880551.16   | 0.05%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                               | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    21200000 | PA      | $64236.10     | 0.00%             | 2035-03-21      | Fixed         | 11.27%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6226202 | PA      | $6307780.33   | 0.08%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1026789 | PA      | $1044258.69   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3592452.92   | 0.04%             | 2031-05-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LIMITED                                                            | Skeena Resources Ltd                                                             | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |     2850000 | PA      | $2983864.19   | 0.04%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                                    | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2668358.44   | 0.03%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPNDFPREDISWAP--BRL-CDI-20310102                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   173205000 | OU      | $-509792.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite LII Ltd                                                                | CUSIP: 559929AA2<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |     1625000 | PA      | $1598651.60   | 0.02%             | 2039-01-25      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13195000 | PA      | $13118977.67  | 0.16%             | 2037-04-23      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                        | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $834038.91    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XFHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      605995 | PA      | $532120.68    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     7007000 | PA      | $7124928.51   | 0.09%             | 2042-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                                  | Province of Quebec Canada                                                        | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1175000 | PA      | $1160251.98   | 0.01%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      630000 | PA      | $670389.43    | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                     | HAWAII ST                                                                        | CUSIP: 419792C61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1100000 | PA      | $870821.93    | 0.01%             | 2039-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-6111.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      185000 | PA      | $189944.50    | 0.00%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348KDF7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |      289000 | PA      | $290292.55    | 0.00%             | 2030-08-20      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385DK54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    67225725 | PA      | $3209678.79   | 0.04%             | 2055-03-20      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-125.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7882821 | PA      | $7771755.31   | 0.10%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                                     | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     1554000 | PA      | $1886351.82   | 0.02%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     4195000 | PA      | $4631586.24   | 0.06%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                                                 | Sword Purchaser LLC                                                              | CUSIP: 87110CAA5<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1149803.53   | 0.01%             | 2034-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      985000 | PA      | $608930.07    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD                                            | GoldenTree Loan Management US CLO 19 Ltd                                         | CUSIP: 38138WAW4<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |     6000000 | PA      | $5973276.60   | 0.07%             | 2039-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                                 | Shriram Finance Ltd                                                              | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $203038.97    | 0.00%             | 2027-04-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                              | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $225693.05    | 0.00%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2310000 | PA      | $1830404.29   | 0.02%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2375000 | PA      | $2367603.06   | 0.03%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPVANILLA--EUR-EURIBOR-REUTERS-20551126                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      481020 | OU      | $10269.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1509000 | PA      | $1560680.38   | 0.02%             | 2057-01-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3631488 | PA      | $3711923.44   | 0.05%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DN4H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6168367 | PA      | $5811318.18   | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                            | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $349562.82    | 0.00%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                             | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      990000 | PA      | $998266.50    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2408000 | PA      | $2316704.29   | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WPP 2025 LLC                                                                        | WPP 2025 LLC/Delaware                                                            | CUSIP: 92944AAA1<br>LEI: 254900UMZIGDZHNI6216 | Long             | DBT              | CORP              | US        |     7641000 | PA      | $7501002.29   | 0.09%             | 2036-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     4890000 | PA      | $5098749.21   | 0.06%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                                            | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2656411.26   | 0.03%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $5793.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4280055 | PA      | $4126074.08   | 0.05%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0KH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4062247 | PA      | $3418674.00   | 0.04%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                    | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2244732.60   | 0.03%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1737509 | PA      | $1635083.92   | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2026-2                                      | CUSIP: 14855UAA8<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     5214000 | PA      | $5213936.39   | 0.06%             | 2051-04-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MNMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2653145 | PA      | $2324481.53   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   848260000 | PA      | $2096547.72   | 0.03%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8537593 | PA      | $7189140.81   | 0.09%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      880000 | PA      | $875111.43    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAB1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |     1336467 | PA      | $1341320.27   | 0.02%             | 2054-03-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       68874 | PA      | $53029.39     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      710000 | PA      | $704754.88    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      665000 | PA      | $424069.92    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                                                       | Pluspetrol SA                                                                    | CUSIP: 72942BAB1<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |       79000 | PA      | $81765.00     | 0.00%             | 2031-05-18      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4660000 | PA      | $4657641.57   | 0.06%             | 2043-06-18      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BOBL FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          33 | NC      | $-55418.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAZ7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     1291000 | PA      | $1264329.88   | 0.02%             | 2050-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9063397 | PA      | $9340900.30   | 0.12%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                 | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     4505337 | PA      | $3880039.48   | 0.05%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3375000 | PA      | $2985029.28   | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CP9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      670000 | PA      | $657479.04    | 0.01%             | 2036-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1520000 | PA      | $1887382.80   | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL 2025                                                                 | MONROE CAPITAL 2025                                                              | CUSIP: 000000000<br>LEI: 549300RZ898DGFGWKV04 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9749387.60   | 0.12%             | 2030-07-10      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                 | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $102031.29    | 0.00%             | 2062-10-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                             | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      595000 | PA      | $608954.54    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     4926000 | PA      | $6001911.12   | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CGW5 T-LOCK @ 99.8578 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     6000000 | OU      | $40030.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $606.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1586395 | PA      | $1620897.54   | 0.02%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427QPJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2517977 | PA      | $2573410.29   | 0.03%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                            | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     3361000 | PA      | $3972373.51   | 0.05%             | 2030-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |     2043626 | PA      | $2032860.53   | 0.03%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     8855000 | PA      | $9332625.42   | 0.12%             | 2042-02-25      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1389516.28   | 0.02%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2101279.51   | 0.03%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                                                  | eircom Finance DAC                                                               | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |     2390000 | PA      | $2822775.94   | 0.03%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5468547 | PA      | $5414411.91   | 0.07%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource Inc                                                                     | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8301510.60   | 0.10%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAD8<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     3015000 | PA      | $3018962.61   | 0.04%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      707000 | PA      | $735280.00    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      445000 | PA      | $446633.15    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2730000.00   | 0.03%             | 2037-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1510685.18   | 0.02%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      135000 | PA      | $152236.19    | 0.00%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                   | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     1425000 | PA      | $1632712.50   | 0.02%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                            | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $207700.00    | 0.00%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                            | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 173074ZC2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |  1200000000 | PA      | $4039513.61   | 0.05%             | 2030-07-19      | Fixed         | 9.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1420307.99   | 0.02%             | 2028-02-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3118710 | PA      | $3136997.63   | 0.04%             | 2050-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO 44 Ltd                                                              | CUSIP: 871973AA1<br>LEI: 213800MRCL5WD4V7W689 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1097107.99   | 0.01%             | 2037-07-14      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385LGG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    37820977 | PA      | $2392464.21   | 0.03%             | 2056-01-20      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1095000 | PA      | $754643.68    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    23925000 | PA      | $22049336.94  | 0.27%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4203174 | PA      | $3684889.93   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3277000 | PA      | $3320092.22   | 0.04%             | 2042-06-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAG6<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     2914000 | PA      | $2932706.71   | 0.04%             | 2035-07-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                 | Nigeria Government International Bond                                            | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2700000 | PA      | $2760778.38   | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-61285.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3050000 | PA      | $3077164.06   | 0.04%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     2256000 | PA      | $2220414.31   | 0.03%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3876766 | PA      | $3420757.82   | 0.04%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2229290 | PA      | $2153921.28   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      989216 | PA      | $931599.28    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAD6<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     1948649 | PA      | $1943600.70   | 0.02%             | 2064-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       82000 | PA      | $94694.68     | 0.00%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1333981.28   | 0.02%             | 2053-02-15      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                                                | Aramark International Finance Sarl                                               | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |     1883000 | PA      | $2146243.09   | 0.03%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2023-3 Ltd                                                        | CUSIP: 46091TAE9<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |     2800000 | PA      | $2702696.36   | 0.03%             | 2038-07-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 19 Ltd                                                                        | CUSIP: 74983AAJ2<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999415.60   | 0.04%             | 2040-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9303920 | PA      | $9375581.71   | 0.12%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3119375.06   | 0.04%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -349 | NC      | $419157.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      776000 | PA      | $812472.00    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--USA-CPI-U-20261202                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    26425000 | OU      | $-389793.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16231529 | PA      | $16313548.34  | 0.20%             | 2054-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    35638725 | PA      | $2149522.80   | 0.03%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     2243933 | PA      | $2250513.69   | 0.03%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                                                     | BofA Auto Trust 2026-1                                                           | CUSIP: 05620EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      159000 | PA      | $159031.01    | 0.00%             | 2028-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                          | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3515000 | PA      | $3594952.19   | 0.04%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427Q4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1447125 | PA      | $1455054.04   | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                               | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    57000000 | PA      | $1047569.11   | 0.01%             | 2028-12-02      | Fixed         | 21.49%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    26320000 | PA      | $25640158.35  | 0.32%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                                                  | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      123000 | PA      | $141049.50    | 0.00%             | 2035-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      154000 | PA      | $174876.63    | 0.00%             | 2036-03-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                             | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    10465000 | PA      | $10346217.75  | 0.13%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $2012709.87   | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382UP70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5738666 | PA      | $4720174.62   | 0.06%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9923864 | PA      | $9782515.60   | 0.12%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52761.53     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4029872.00   | 0.05%             | 2034-11-10      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1538.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1200000 | PA      | $995203.13    | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 3 MONTH SOFR FUT DEC26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        2645 | NC      | $-2364853.88  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3370000 | PA      | $3393455.20   | 0.04%             | 2031-01-08      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3757423 | PA      | $3954842.31   | 0.05%             | 2028-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1595000 | PA      | $1549067.88   | 0.02%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                                            | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      275000 | PA      | $315165.68    | 0.00%             | 2037-11-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1510000 | PA      | $1563247.13   | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     4985000 | PA      | $5321487.50   | 0.07%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                   | Nexa Resources SA                                                                | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      950000 | PA      | $989907.60    | 0.01%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAT7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     6330000 | PA      | $6476178.37   | 0.08%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5555166 | PA      | $5585611.07   | 0.07%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAF1<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     5090000 | PA      | $5061118.32   | 0.06%             | 2064-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464288513-USD-SOFR-COMPOUND-20260506                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    27978685 | OU      | $181988.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1318831 | PA      | $1157708.57   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                                             | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     3200000 | PA      | $3761305.34   | 0.05%             | 2030-07-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     1509000 | PA      | $2136045.25   | 0.03%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                             | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBC3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     1320000 | PA      | $1317228.00   | 0.02%             | 2031-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4150000 | PA      | $4055458.02   | 0.05%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                      | Barings CLO Ltd 2026-I                                                           | CUSIP: 06765NAJ0<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |     5200000 | PA      | $5236847.20   | 0.06%             | 2039-04-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $199181.97    | 0.00%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      585714 | PA      | $683949.38    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                                                               | Banco Santander Chile                                                            | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $198100.00    | 0.00%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAC6<br>LEI: 549300BOMGFOVRYRQK33 | Long             | ABS-MBS          | CORP              | US        |     4725000 | PA      | $4731603.66   | 0.06%             | 2039-08-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |      395000 | PA      | $405314.24    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLEN ENERGY & METALS                                                              | Metlen Energy & Metals SA                                                        | CUSIP: 000000000<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | DBT              | CORP              | GR        |     1675000 | PA      | $1840034.46   | 0.02%             | 2031-05-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                            | Azule Energy Finance Plc                                                         | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $309119.23    | 0.00%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      235000 | PA      | $137016.28    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      866050 | PA      | $868670.88    | 0.01%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2115246.73   | 0.03%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAB1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      600832 | PA      | $602457.85    | 0.01%             | 2064-01-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKSW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2343457 | PA      | $2073404.20   | 0.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALDERMORE GROUP                                                                     | Aldermore Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800JQLWHE8NQYXX31 | Long             | DBT              | CORP              | GB        |      530000 | PA      | $706588.34    | 0.01%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-11741.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                       | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1325000 | PA      | $1305987.54   | 0.02%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4413870 | PA      | $3760485.52   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1990000 | PA      | $1898041.16   | 0.02%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC                                                                 | CUSIP: 91825HAC8<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |     6532000 | PA      | $6465286.72   | 0.08%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                                                 | Sword Purchaser LLC                                                              | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2685790.20   | 0.03%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3173527 | PA      | $3205266.48   | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT 2025                                                            | TERMINAL INVESTMENT 2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5000000 | PA      | $4897404.25   | 0.06%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3833263 | PA      | $3609317.46   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                                                    | CVC Cordatus Loan Fund XXXVII DAC                                                | CUSIP: 000000000<br>LEI: 2549002OELIWX6FF2L77 | Long             | ABS-CBDO         | CORP              | IE        |     2000000 | PA      | $2355524.31   | 0.03%             | 2040-01-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4927025 | PA      | $5014295.93   | 0.06%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                                            | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | SN               | NUSS              | ES        |     4000000 | PA      | $4964115.66   | 0.06%             | 2029-05-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                            | VF Corp.                                                                         | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     1418000 | PA      | $1661917.71   | 0.02%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      242187 | PA      | $215667.88    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                                             | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $102183.53    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bridgepoint CLO                                                                     | Bridgepoint Clo VI DAC                                                           | CUSIP: 000000000<br>LEI: 635400SMEI2C85PDRY45 | Long             | ABS-CBDO         | CORP              | IE        |     2250000 | PA      | $2622638.76   | 0.03%             | 2038-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM23 Trust                                                             | CUSIP: 67123BAJ5<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |     5849312 | PA      | $5820836.65   | 0.07%             | 2065-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAH5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5230000 | PA      | $5229481.71   | 0.06%             | 2045-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                            | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     1157698 | PA      | $1217030.02   | 0.02%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2616538.16   | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                                                         | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     3351000 | PA      | $3339983.59   | 0.04%             | 2033-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                             | New Fortress Energy Inc 2025 Incremental Term Loan B                             | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $82618.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLG Trust                                                                           | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6900000 | PA      | $6950628.06   | 0.09%             | 2041-04-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                              | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $6082401.36   | 0.08%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                              | Egypt Government International Bond                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4903000 | PA      | $5289885.73   | 0.07%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |     2410432 | PA      | $2401297.42   | 0.03%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      885000 | PA      | $956851.38    | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2025-C                                            | CUSIP: 44935JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      567976 | PA      | $567781.90    | 0.01%             | 2028-07-17      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       42000 | PA      | $48319.66     | 0.00%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      360000 | PA      | $342095.26    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                     | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     3715000 | PA      | $3704946.10   | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1355378.82   | 0.02%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20551118                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      222322 | OU      | $6848.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4263601.05   | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     8955000 | PA      | $6648857.58   | 0.08%             | 2035-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                        | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    13530000 | PA      | $13510839.36  | 0.17%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1240000 | PA      | $1500804.54   | 0.02%             | 2028-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                              | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2045000 | PA      | $1852217.85   | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1041779.20   | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9160000 | PA      | $10690077.24  | 0.13%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEOKAM                                                            | Kazakhstan Government Bond - MEOKAM                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  1954502000 | PA      | $4276405.78   | 0.05%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12021000 | PA      | $11448972.30  | 0.14%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2460000 | PA      | $1986482.55   | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-11996.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3480000 | PA      | $3478413.82   | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2600000 | PA      | $2968549.71   | 0.04%             | 2031-01-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                              | Egypt Government International Bond                                              | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1650000 | PA      | $1638075.76   | 0.02%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1740039.88   | 0.02%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1305000 | PA      | $1292102.93   | 0.02%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-2 LLC                                                                   | CUSIP: 55389RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6729158 | PA      | $6594579.97   | 0.08%             | 2044-10-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      330258 | PA      | $168035.23    | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                      | Constellium SE                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     2357000 | PA      | $2857970.20   | 0.04%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                                                  | Lune Holdings Sarl                                                               | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      940000 | PA      | $22978.72     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                                                             | Lineage Europe Finco BV                                                          | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              |  | NL        |      100000 | PA      | $115480.17    | 0.00%             | 2031-11-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                                             | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     2201961 | PA      | $2948597.70   | 0.04%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 48 Ltd                                                                  | Elmwood CLO 48 Ltd                                                               | CUSIP: 289917AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5700000 | PA      | $5701368.00   | 0.07%             | 2039-04-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-3 Ltd                                                            | CUSIP: 13875GAJ8<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3022432.20   | 0.04%             | 2039-01-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FNAC DARTY SA                                                                       | Fnac Darty SA                                                                    | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $417265.27    | 0.01%             | 2032-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      585086 | PA      | $601100.75    | 0.01%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                               | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1023993.55   | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      755000 | PA      | $790056.92    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                              | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7743295.10   | 0.10%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3929261.35   | 0.05%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                                 | PenFed Auto Receivables Owner Trust 2025-A                                       | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      338000 | PA      | $336878.48    | 0.00%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       38253 | PA      | $46097.59     | 0.00%             | 2028-03-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1675000 | PA      | $1415375.00   | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                                                      | Garnet CLO 5 Ltd                                                                 | CUSIP: 365911AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5982618.60   | 0.07%             | 2039-04-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                              | SierraCol Energy Andina LLC                                                      | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      621000 | PA      | $601065.90    | 0.01%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2025-2                                                 | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      720134 | PA      | $721800.60    | 0.01%             | 2028-04-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3865000 | PA      | $3912372.73   | 0.05%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                    | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     6405000 | PA      | $6667809.96   | 0.08%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3880000 | PA      | $3896405.57   | 0.05%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                             | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     9960000 | PA      | $9796108.50   | 0.12%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -966 | NC      | $1650572.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QUZE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1264250 | PA      | $1273956.60   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1324658.09   | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1698171 | PA      | $1704566.18   | 0.02%             | 2069-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED UZS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | UZ        |           1 | NC      | $3144.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                      | Qatar Government International Bond                                              | CUSIP: 74738PUJ5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     7825000 | PA      | $8020136.95   | 0.10%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7548000 | PA      | $7551943.83   | 0.09%             | 2056-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                             | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      415000 | PA      | $479414.27    | 0.01%             | 2028-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                    | Georgia Power Co                                                                 | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      565000 | PA      | $564410.06    | 0.01%             | 2026-09-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance CLO 2020-2 Ltd                                                       | CUSIP: 27829PBA3<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2002612.00   | 0.02%             | 2037-10-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       79000 | PA      | $93733.50     | 0.00%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116039.19    | 0.00%             | 2032-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1264806 | PA      | $935144.79    | 0.01%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2470485 | PA      | $2262910.64   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD NGN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-8689.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QNB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      575916 | PA      | $505562.42    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                             | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      910000 | PA      | $904189.44    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $5259012.46   | 0.07%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1042687.96   | 0.01%             | 2027-06-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED VND / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | VN        |           1 | NC      | $67770.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DVFV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      649804 | PA      | $640549.38    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                                            | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $208060.20    | 0.00%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      850000 | PA      | $895475.00    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      895000 | PA      | $829376.81    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                              | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     6975000 | PA      | $6341518.15   | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                                                    | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     1060000 | PA      | $1454949.35   | 0.02%             | 2032-08-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4739600 | PA      | $4153048.69   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $21349.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                                            | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $119544.27    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     3291223 | PA      | $2901575.46   | 0.04%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1875000 | PA      | $1507019.44   | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     3710000 | PA      | $4390483.38   | 0.05%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                   | Bon Secours Mercy Health Inc                                                     | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $885753.22    | 0.01%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2159434 | PA      | $2178436.23   | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATL INV HOLD                                                              | Baiterek National Investment Holding JSC                                         | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      200000 | PA      | $202336.49    | 0.00%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5575062 | PA      | $4594253.98   | 0.06%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $7388.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     6161000 | PA      | $6427648.08   | 0.08%             | 2042-01-25      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Ohio University                                                                     | OHIO UNIV GEN RECPTS ATHENS                                                      | CUSIP: 677704F86<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1507980.37   | 0.02%             | 2043-12-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754UAC3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     6583000 | PA      | $6595343.13   | 0.08%             | 2046-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $420481.42    | 0.01%             | 2028-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     7719000 | PA      | $7481302.66   | 0.09%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    18075000 | PA      | $18270770.69  | 0.23%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                                         | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     1230000 | PA      | $1674182.16   | 0.02%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      611192 | PA      | $590467.02    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                                            | South West Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |      570000 | PA      | $759799.09    | 0.01%             | 2031-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-1 Receivables Funding LLC                                  | CUSIP: 82652TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      712736 | PA      | $712849.81    | 0.01%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                             | VF Corp                                                                          | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     3302000 | PA      | $3097266.72   | 0.04%             | 2032-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                                            | Assemblin Caverion Group AB                                                      | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |      455000 | PA      | $536699.92    | 0.01%             | 2031-07-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                     | Chevron USA Inc                                                                  | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      800000 | PA      | $802248.00    | 0.01%             | 2028-08-13      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2476000 | PA      | $2308835.34   | 0.03%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                           | Sanofi SA                                                                        | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      840000 | PA      | $842356.44    | 0.01%             | 2027-11-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      690000 | PA      | $727243.44    | 0.01%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                                              | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |     1879000 | PA      | $2221619.97   | 0.03%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      625000 | PA      | $598601.66    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15315286 | PA      | $14754771.35  | 0.18%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GESTAMP AUTOMOCION SA                                                               | Gestamp Automocion SA                                                            | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | DBT              | CORP              | ES        |     2052000 | PA      | $2391293.57   | 0.03%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2650000 | PA      | $2586054.18   | 0.03%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     9719000 | PA      | $9794069.56   | 0.12%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-22329.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                            | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1140000 | PA      | $1147980.00   | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      979054 | PA      | $727654.00    | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |      825000 | PA      | $842269.73    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-24088.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XXIII Ltd                                                       | CUSIP: 829929AS7<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3989557.20   | 0.05%             | 2038-10-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     1178000 | PA      | $1416702.15   | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     3120000 | PA      | $3309505.68   | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |     1365000 | PA      | $1356820.74   | 0.02%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                                                                   | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |     1443000 | PA      | $1967872.85   | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12285000 | PA      | $10598996.89  | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SONE HOLDINGS TRUST AB TERM                                                         | SONE HOLDINGS TRUST AB TERM                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4961872.20   | 0.06%             | 2033-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         491 | NC      | $-289594.91   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      580000 | PA      | $579638.43    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAN2<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |     4000000 | PA      | $4002793.20   | 0.05%             | 2038-10-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM3                                    | CUSIP: 64832PAH7<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |     1212000 | PA      | $1176648.02   | 0.01%             | 2066-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1355000 | PA      | $1329462.99   | 0.02%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-44930.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLD TECHNICA                                                        | COUNTRY GARDEN HOLD TECHNICA                                                     | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | XX        |     1305000 | PA      | $118755.00    | 0.00%             | 2027-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $2068640.38   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                         | Volkswagen Auto Lease Trust 2025-B                                               | CUSIP: 92868BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      546964 | PA      | $547185.57    | 0.01%             | 2028-04-20      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      937000 | PA      | $1134459.94   | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                                            | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      224000 | PA      | $227611.47    | 0.00%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                                    | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      610000 | PA      | $607478.38    | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   256665000 | PA      | $246861852.29 | 3.06%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-16243.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                                            | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $2139304.48   | 0.03%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                                                | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |      445000 | PA      | $593472.18    | 0.01%             | 2030-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    89435000 | PA      | $90063480.32  | 1.12%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2283000 | PA      | $2629098.19   | 0.03%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    11945000 | PA      | $8845904.11   | 0.11%             | 2031-07-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $26386.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                             | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $901739.70    | 0.01%             | 2027-03-12      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1063260 | PA      | $1083563.21   | 0.01%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QV2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1221097 | PA      | $1178293.76   | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-33755.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                                            | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |      960000 | PA      | $1097858.45   | 0.01%             | 2031-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    10480000 | PA      | $9652786.35   | 0.12%             | 2031-02-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                                     | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      500000 | PA      | $497570.00    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2940000 | PA      | $2967907.04   | 0.04%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1675000 | PA      | $1716744.15   | 0.02%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD UZS                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $496.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                                                     | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $229329.95    | 0.00%             | 2032-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAJ9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1563000 | PA      | $1646808.22   | 0.02%             | 2044-01-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1865535.76   | 0.02%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2591982.13   | 0.03%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2206977 | PA      | $2124154.92   | 0.03%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      428000 | PA      | $432714.20    | 0.01%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     3733000 | PA      | $3810081.22   | 0.05%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      855000 | PA      | $795365.43    | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2125000 | PA      | $2594713.80   | 0.03%             | 2034-04-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-52562.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                                  | Morocco Government International Bond                                            | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    21920000 | PA      | $23421484.49  | 0.29%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1346000 | PA      | $1368576.73   | 0.02%             | 2057-02-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      485000 | PA      | $298199.22    | 0.00%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2057303 | PA      | $1981354.79   | 0.02%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite LI Ltd                                                                 | CUSIP: 559925AA0<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1244035.13   | 0.02%             | 2038-10-25      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA3                                          | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     1862962 | PA      | $1863253.54   | 0.02%             | 2044-10-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                            | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2625882.65   | 0.03%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                                 | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      124000 | PA      | $143990.36    | 0.00%             | 2036-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                           | Timken Co/The                                                                    | CUSIP: 000000000<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      146000 | PA      | $170750.43    | 0.00%             | 2034-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                             | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      560000 | PA      | $559492.65    | 0.01%             | 2027-11-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XXIII Ltd                                                       | CUSIP: 829930AE6<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1967504.20   | 0.02%             | 2038-10-17      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      550000 | PA      | $196663.27    | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-2                                           | CUSIP: 46593NAW5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     3330430 | PA      | $3341321.01   | 0.04%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      841133 | PA      | $845741.65    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     4170000 | PA      | $4271627.07   | 0.05%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1342305 | PA      | $1352952.65   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                    | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      180650 | PA      | $215259.75    | 0.00%             | 2030-07-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SUNRISE HOLDCO IV BV                                                                | Sunrise HoldCo IV BV                                                             | CUSIP: 000000000<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |      835000 | PA      | $958020.06    | 0.01%             | 2029-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAS6<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     3284000 | PA      | $2722551.60   | 0.03%             | 2052-09-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $955.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3575087 | PA      | $3001608.42   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                         | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |      992000 | PA      | $996528.06    | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2316000 | PA      | $2370641.39   | 0.03%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                                                   | LHMC Finco 2 Sarl                                                                | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |     1005000 | PA      | $1239379.42   | 0.02%             | 2030-05-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     3245000 | PA      | $3092682.95   | 0.04%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3335000 | PA      | $3339372.52   | 0.04%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                     | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |      335000 | PA      | $385715.25    | 0.00%             | 2031-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                                | Stillwater Mining Co                                                             | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      214000 | PA      | $212331.07    | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2105000 | PA      | $2149324.54   | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1137000 | PA      | $1354147.49   | 0.02%             | 2031-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                                              | B&M European Value Retail plc                                                    | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | JE        |      393000 | PA      | $508975.06    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      820000 | PA      | $805145.81    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097NAJ1<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1991961.60   | 0.02%             | 2037-11-26      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                                    | World Omni Automobile Lease Securitization Trust 2025-A                          | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      132462 | PA      | $132490.40    | 0.00%             | 2027-12-15      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      214000 | PA      | $250605.25    | 0.00%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                             | GoldenTree Loan Management US CLO 27 Ltd                                         | CUSIP: 38140BAA4<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2990026.50   | 0.04%             | 2039-01-20      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                                                       | Luna 1.5 Sarl                                                                    | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |     1245000 | PA      | $1322933.88   | 0.02%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2919380 | PA      | $2980516.83   | 0.04%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2600568 | PA      | $2578340.63   | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     6735000 | PA      | $7047746.46   | 0.09%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QP2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      980112 | PA      | $947178.14    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133C9Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4828670 | PA      | $4973664.05   | 0.06%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1409492.46   | 0.02%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| AFFINITY WATER FIN PLC                                                              | Affinity Water Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800SN9HLGE6532G57 | Long             | DBT              | CORP              | GB        |      740000 | PA      | $974893.61    | 0.01%             | 2040-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      475000 | PA      | $490186.23    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                                                               | Calderys Financing II LLC                                                        | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |     1907187 | PA      | $1934831.68   | 0.02%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N6SX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3807198 | PA      | $3906457.06   | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                            | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      206000 | PA      | $210841.00    | 0.00%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5350000 | PA      | $5062657.92   | 0.06%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                   | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1848000 | PA      | $1885089.51   | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2422000 | PA      | $2426708.61   | 0.03%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31424UQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16016783 | PA      | $2512377.99   | 0.03%             | 2053-05-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    11125000 | PA      | $10993470.24  | 0.14%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1261622.33   | 0.02%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4511376.00   | 0.06%             | 2045-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                   | GM Financial Consumer Automobile Receivables Trust 2024-4                        | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31390 | PA      | $31391.31     | 0.00%             | 2027-10-18      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      480000 | PA      | $520184.78    | 0.01%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7703000 | PA      | $7377203.16   | 0.09%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                                 | CNH Equipment Trust 2025-A                                                       | CUSIP: 12674BAC9<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |      112539 | PA      | $112573.85    | 0.00%             | 2028-08-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                                                             | Core Scientific Finance I LLC                                                    | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2314209.74   | 0.03%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1021313.48   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                           | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                   | CUSIP: 235241UA2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     1710000 | PA      | $1293867.23   | 0.02%             | 2042-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAE7<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |     3190378 | PA      | $3196651.88   | 0.04%             | 2070-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                                                             | Italmatch Chemicals SpA                                                          | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $963471.68    | 0.01%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3299425.70   | 0.04%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      137657 | PA      | $138938.36    | 0.00%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-24115.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                              | Pertamina Persero PT                                                             | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      775000 | PA      | $796010.96    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                              | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    17070000 | PA      | $17136573.00  | 0.21%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      390000 | PA      | $375496.88    | 0.00%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4254139 | PA      | $4319182.53   | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2416360 | PA      | $2410031.66   | 0.03%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2110426.58   | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      855000 | PA      | $857304.23    | 0.01%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KENYA INFRASTUCTURE BOND                                                            | Republic of Kenya Infrastructure Bond                                            | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   300000000 | PA      | $2533979.44   | 0.03%             | 2040-02-20      | Fixed         | 14.40%                | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                               | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3920000 | PA      | $4073948.24   | 0.05%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EUP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1154941 | PA      | $1084879.18   | 0.01%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                             | John Deere Capital Corp                                                          | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150370.99    | 0.00%             | 2027-06-11      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BOBL FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -151 | NC      | $396613.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURK IHRACAT KR BK                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAM9<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $196170.59    | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                             | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      485000 | PA      | $500634.95    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6350000 | PA      | $365438.07    | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                       | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2563667.34   | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                 | Abbott Laboratories                                                              | CUSIP: 002824BY5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1316643.75   | 0.02%             | 2029-03-09      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      295000 | PA      | $295648.35    | 0.00%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    18740000 | PA      | $13961300.00  | 0.17%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| California State University                                                         | CALIFORNIA ST UNIV REVENUE                                                       | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1361471.61   | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1745634 | PA      | $1469835.29   | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MAVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1955045 | PA      | $1789757.42   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      973000 | PA      | $1085136.42   | 0.01%             | 2028-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6219358 | PA      | $6274483.47   | 0.08%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                 | Muthoot Finance Ltd                                                              | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $201433.47    | 0.00%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2025-4                             | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6190000 | PA      | $6241570.75   | 0.08%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos Clo LV                                                                    | CUSIP: 037972AC0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |     1875000 | PA      | $1855474.69   | 0.02%             | 2039-01-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1440782 | PA      | $1462619.89   | 0.02%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO 34-PS Ltd                                                           | CUSIP: 87170RAG6<br>LEI: 254900HH5UCD4PR39615 | Long             | ABS-CBDO         | CORP              | BM        |     1250000 | PA      | $1244486.25   | 0.02%             | 2038-07-24      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2026-1                                                 | CUSIP: 50118HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      353000 | PA      | $351569.71    | 0.00%             | 2029-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9349838 | PA      | $9219789.61   | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                                                               | Alexandrite Monnet UK Holdco PLC                                                 | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |     1107000 | PA      | $1367864.13   | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                  | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3798000 | PA      | $3936661.83   | 0.05%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1561658 | PA      | $1208222.20   | 0.01%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                                                 | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     2994000 | PA      | $3558675.57   | 0.04%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-3                                  | CUSIP: 16159HAK3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     3979362 | PA      | $3989999.62   | 0.05%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1120000 | PA      | $1061287.49   | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                             | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     6265000 | PA      | $6530886.60   | 0.08%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         424 | NC      | $-419360.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      640000 | PA      | $654650.88    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAA7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     7167735 | PA      | $6291604.00   | 0.08%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2025-2                                                     | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $149892.29    | 0.00%             | 2032-11-22      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                            | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45095.58     | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      390000 | PA      | $395888.86    | 0.00%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                                            | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      260000 | PA      | $308560.52    | 0.00%             | 2033-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     8955000 | PA      | $6646747.97   | 0.08%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      177684 | PA      | $178417.82    | 0.00%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                           | Gaci First Investment Co.                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200965.37    | 0.00%             | 2029-01-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3497533 | PA      | $3516696.64   | 0.04%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8258582 | PA      | $8304886.18   | 0.10%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $3180.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      136900 | PA      | $138008.05    | 0.00%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1453106 | PA      | $1403831.16   | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $361440.92    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      570000 | PA      | $586102.50    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPVANILLA--EUR-EURIBOR-REUTERS-20320830                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | XX        |      404461 | OU      | $-13751.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAC3<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |     8533609 | PA      | $8549985.51   | 0.11%             | 2070-07-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6077000 | PA      | $6031815.07   | 0.07%             | 2038-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H2FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2748503 | PA      | $2227976.04   | 0.03%             | 2049-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                                   | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |     2479000 | PA      | $3067879.84   | 0.04%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1061394 | PA      | $1051486.84   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                             | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1410320.48   | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4151353 | PA      | $4269848.10   | 0.05%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                         | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     3950000 | PA      | $3946270.81   | 0.05%             | 2039-06-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| NEOPHARMED GENTILI SPA                                                              | Neopharmed Gentili SPA                                                           | CUSIP: 000000000<br>LEI: 815600C8FD3DCB866E50 | Long             | DBT              | CORP              | IT        |      798000 | PA      | $964994.18    | 0.01%             | 2030-04-08      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                                                 | Sri Lanka Government Bonds                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |  1670000000 | PA      | $5131418.77   | 0.06%             | 2034-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3995000 | PA      | $2559000.81   | 0.03%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     8206100 | PA      | $8024643.27   | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                                | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  9000000000 | PA      | $773899.28    | 0.01%             | 2026-10-12      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                              | Republic of Uganda Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  4137800000 | PA      | $1104577.45   | 0.01%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1218749.53   | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | MSBAM                                                                            | CUSIP: 61778GAX4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     5156000 | PA      | $5286723.68   | 0.07%             | 2058-03-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNTW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    34796937 | PA      | $1509317.16   | 0.02%             | 2055-11-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave Inc                                                                    | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     4766000 | PA      | $4793597.71   | 0.06%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      685000 | PA      | $694205.03    | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200244.26    | 0.00%             | 2026-08-03      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                 | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     9645000 | PA      | $9480305.84   | 0.12%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      640000 | PA      | $644510.00    | 0.01%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELSA OPCO SA                                                                       | Celsa Opco SA                                                                    | CUSIP: 000000000<br>LEI: 95980020140005024777 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240982.32    | 0.00%             | 2030-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     1402200 | PA      | $1709879.58   | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                                | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2634239.70   | 0.03%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                     | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2394298.80   | 0.03%             | 2026-07-06      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      670000 | PA      | $691044.86    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                              | ConocoPhillips Co                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $6112357.49   | 0.08%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   702400000 | PA      | $186076.18    | 0.00%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                                                           | CIFC European Funding CLO VIII DAC                                               | CUSIP: 000000000<br>LEI: 635400B4GDYEU2H2VR12 | Long             | ABS-CBDO         | CORP              | IE        |     1600000 | PA      | $1891057.42   | 0.02%             | 2039-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 28 Ltd                                                                   | CUSIP: 75009YAA6<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2811309.00   | 0.03%             | 2038-04-20      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2450000 | PA      | $2472725.86   | 0.03%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                                                      | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1902312.95   | 0.02%             | 2029-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $4085.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GULF INTERNATIONAL BANK                                                             | Gulf International Bank BSC                                                      | CUSIP: 000000000<br>LEI: 558600JW2XPMLG97TV14 | Long             | DBT              | CORP              | BH        |     6860000 | PA      | $6991046.58   | 0.09%             | 2029-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2162038 | PA      | $2177301.10   | 0.03%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1345162.25   | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 285039AP8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    12735000 | PA      | $12513295.62  | 0.15%             | 2036-04-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                             | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $425028.99    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6690000 | PA      | $6837372.67   | 0.08%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQPV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2298342 | PA      | $2336724.86   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                      | Barings CLO Ltd 2025-III                                                         | CUSIP: 06764RAA1<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2736832.45   | 0.03%             | 2038-03-31      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                              | Froneri Lux FinCo SARL                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2843597.42   | 0.04%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     3900000 | PA      | $4748215.52   | 0.06%             | 2032-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM SA/LUX                                                             | Banco Votorantim SA/Luxembourg                                                   | CUSIP: 05975C2A0<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | LU        |      273000 | PA      | $276562.65    | 0.00%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     6395000 | PA      | $6527312.55   | 0.08%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1885000 | PA      | $1890483.47   | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CPU9 T-LOCK @ 99.6387 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     1750000 | OU      | $-3693.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                                | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $204682.65    | 0.00%             | 2028-05-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3743616 | PA      | $3728746.36   | 0.05%             | 2041-11-05      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1020000 | PA      | $1040957.33   | 0.01%             | 2041-10-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-68.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1759000 | PA      | $1582330.61   | 0.02%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                        | AGL CLO 33 Ltd                                                                   | CUSIP: 00121DAA3<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |     1570000 | PA      | $1573870.52   | 0.02%             | 2037-07-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      445000 | PA      | $451255.44    | 0.01%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      882018 | PA      | $803625.63    | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                                | Signal Peak CLO 11 Ltd                                                           | CUSIP: 82667DAA1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $989887.60    | 0.01%             | 2037-07-18      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     2706537 | PA      | $2703072.82   | 0.03%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAJ9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      380000 | PA      | $398247.03    | 0.00%             | 2044-02-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      770000 | PA      | $797669.95    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                              | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      855000 | PA      | $610068.15    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                      | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1270000 | PA      | $1081373.94   | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427MYD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3154713 | PA      | $2874613.15   | 0.04%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      378860 | PA      | $381225.85    | 0.00%             | 2032-09-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPYS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5594658 | PA      | $5286536.73   | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAY1<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |     3237000 | PA      | $3098920.91   | 0.04%             | 2049-05-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM3                                    | CUSIP: 64832PAE4<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |      984551 | PA      | $977332.14    | 0.01%             | 2066-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    18640000 | PA      | $18285786.50  | 0.23%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      795000 | PA      | $886762.29    | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3210000 | PA      | $2873041.39   | 0.04%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810QV3 T-LOCK @ 77.8348 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     2000000 | OU      | $-10918.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      430000 | PA      | $430322.50    | 0.01%             | 2027-10-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      490000 | PA      | $498445.20    | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                                           | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $125092.20    | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $78640.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                            | Team Health Holdings Inc                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1269275.70   | 0.02%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                       | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     6160000 | PA      | $6126094.74   | 0.08%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1185000 | PA      | $1153384.44   | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    17453000 | PA      | $17851102.93  | 0.22%             | 2042-01-25      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      575000 | PA      | $584877.65    | 0.01%             | 2033-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   316913600 | NS      | $316913600.32 | 3.92%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $40780.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      172097 | PA      | $161205.93    | 0.00%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1641725.89   | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1107052.67   | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                                      | Alpek SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $187562.32    | 0.00%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1347084.90   | 0.02%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $6207375.52   | 0.08%             | 2042-10-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                    | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                             | CUSIP: 7092243J6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      750000 | PA      | $572865.23    | 0.01%             | 2043-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      277877 | PA      | $238987.94    | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-2                                              | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3502526 | PA      | $3478213.79   | 0.04%             | 2044-05-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5886000 | PA      | $5833543.97   | 0.07%             | 2056-02-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     4369993 | PA      | $4460512.40   | 0.06%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2025-A                                         | CUSIP: 98164YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146247 | PA      | $146242.18    | 0.00%             | 2028-04-17      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7860000 | PA      | $1678337.51   | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1480985.98   | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                                            | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       90000 | PA      | $106359.48    | 0.00%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                              | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     5470000 | PA      | $5503574.86   | 0.07%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                                           | Avoca Clo Xxxiv DAC                                                              | CUSIP: 000000000<br>LEI: 254900ZO1JGX9FATAL91 | Long             | ABS-CBDO         | CORP              | IE        |     1100000 | PA      | $1298059.72   | 0.02%             | 2038-01-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                                                                | Deutsche Bundesrepublik Inflation Linked Bond                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      260048 | PA      | $308562.51    | 0.00%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366KB5<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     1710000 | PA      | $1112188.62   | 0.01%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1133833.65   | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO II LTD                                                              | CUSIP: 89531VAE2<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1295960.77   | 0.02%             | 2037-07-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1646909 | PA      | $1681396.79   | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                                                         | NBK SPC Ltd                                                                      | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     4000000 | PA      | $4083968.00   | 0.05%             | 2030-06-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $495625.00    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3180000 | PA      | $2927613.32   | 0.04%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                                | Signal Peak CLO 11 Ltd                                                           | CUSIP: 82666XAG5<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2008982.00   | 0.02%             | 2037-07-18      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |     3897253 | PA      | $3913660.32   | 0.05%             | 2055-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                         | Truist Bank                                                                      | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1421268.34   | 0.02%             | 2028-07-24      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     4324479 | PA      | $4116485.92   | 0.05%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $1704.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      136000 | PA      | $156393.07    | 0.00%             | 2033-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     7532000 | PA      | $7550966.33   | 0.09%             | 2045-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                                | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2135738.10   | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                                | Fifth Third Bank NA                                                              | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      660000 | PA      | $660043.77    | 0.01%             | 2028-01-28      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                             | MKS Inc                                                                          | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     3355000 | PA      | $3804635.71   | 0.05%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1710147.17  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                             | National Bank of Canada                                                          | CUSIP: 63306AJV9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     7460000 | PA      | $5480314.20   | 0.07%             | 2030-04-13      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VI Ltd                                                              | CUSIP: 894941AG8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1468932.00   | 0.02%             | 2038-04-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAD3<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $298679.49    | 0.00%             | 2031-01-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3155118 | PA      | $3126318.21   | 0.04%             | 2044-08-22      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      100000 | PA      | $117182.50    | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-21283.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                    | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     4800000 | PA      | $5559062.82   | 0.07%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                    | Grupo Nutresa SA                                                                 | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      240000 | PA      | $253142.48    | 0.00%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1184484.00   | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $1912961.89   | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6440368 | PA      | $5866094.01   | 0.07%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                    | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      167403 | PA      | $188451.69    | 0.00%             | 2034-07-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12001054 | PA      | $12079699.93  | 0.15%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                             | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1287000 | PA      | $1298109.93   | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                                    | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104593.77    | 0.00%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORICA FINANCE LTD                                                                   | ORICA FINANCE LTD                                                                | CUSIP: 000000000<br>LEI: 5493008IHK1CVI000P92 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4971026.95   | 0.06%             | 2037-07-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      157000 | PA      | $187951.95    | 0.00%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3G52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3582863 | PA      | $3375479.70   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25110000 | PA      | $24767248.50  | 0.31%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                               | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4115000 | PA      | $4030909.23   | 0.05%             | 2037-01-12      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                                  | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2572177.92   | 0.03%             | 2037-10-24      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12328918.92  | 0.15%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                 | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     4496000 | PA      | $4537345.22   | 0.06%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      860003 | PA      | $760483.43    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AD7<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     6192309 | PA      | $6217270.01   | 0.08%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                  | Panama Government International Bond                                             | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     5740000 | PA      | $5771570.00   | 0.07%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                                             | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     1790000 | PA      | $2022498.41   | 0.03%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     3400000 | PA      | $3391864.14   | 0.04%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BJWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10489147 | PA      | $1805577.63   | 0.02%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                            | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1517494.74   | 0.02%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427R2Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2990473 | PA      | $2883785.42   | 0.04%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          51 | NC      | $-46822.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                             | Champions Financing Inc                                                          | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1007174.23   | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10740000 | PA      | $10669938.25  | 0.13%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      740000 | PA      | $708211.83    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                                              | Energizer Gamma Acquisition BV                                                   | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |     2230000 | PA      | $2500881.18   | 0.03%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $24244.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1839743.80   | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3220000 | PA      | $3305692.67   | 0.04%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                              | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      305000 | PA      | $323472.33    | 0.00%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ENERGIA GROUP ROI                                                                   | Energia Group Roi Financeco DAC                                                  | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |      715000 | PA      | $854920.61    | 0.01%             | 2028-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT 2025                                                            | TERMINAL INVESTMENT 2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4000000 | PA      | $3942238.04   | 0.05%             | 2037-07-09      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2231000 | PA      | $2162454.53   | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     2392059 | PA      | $2872366.77   | 0.04%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3435000 | PA      | $3444511.86   | 0.04%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                               | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3840000 | PA      | $3931200.00   | 0.05%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2235000 | PA      | $2308755.00   | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                            | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      710000 | PA      | $688347.91    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XVII Ltd                                             | CUSIP: 08182BBE7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2507975.00   | 0.03%             | 2037-10-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-SCHATZ FUT JUN26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         371 | NC      | $-83640.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                                                       | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1039824.53   | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $4878.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-1 Receivables Funding LLC                                  | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      509052 | PA      | $509571.06    | 0.01%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                 | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      254000 | PA      | $239395.00    | 0.00%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1655000 | PA      | $1491651.50   | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       60000 | PA      | $69976.19     | 0.00%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    18240000 | PA      | $18620371.12  | 0.23%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                            | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2090510.19   | 0.03%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CLV1 T-LOCK @ 101.2947 05/28/2026                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     4750000 | OU      | $28832.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JELDWEN HOLDING                                                                     | JELD-WEN Holding Inc                                                             | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |     5939286 | PA      | $3005195.57   | 0.04%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                            | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      990000 | PA      | $1178500.99   | 0.01%             | 2031-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn8                                                       | CUSIP: 35563RAA3<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |     2314172 | PA      | $2327532.34   | 0.03%             | 2044-05-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133C9K28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2278552 | PA      | $2339144.50   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOMENTIVE PERFORMANCE                                                               | Momentive Performance Materials Inc                                              | CUSIP: 000000000<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198518.22    | 0.00%             | 2028-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      310000 | PA      | $323162.63    | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                                                              | Turkiye Is Bankasi AS                                                            | CUSIP: 900151AN1<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $197579.33    | 0.00%             | 2036-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3057000 | PA      | $2949457.16   | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DVD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5561950 | PA      | $5482968.07   | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-51567.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     3405000 | PA      | $3413652.11   | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                                   | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |     1435000 | PA      | $1682935.12   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    51140000 | PA      | $2809574.83   | 0.03%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $222796.24    | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5975589 | PA      | $6132754.56   | 0.08%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                              | John Deere Owner Trust 2025-B                                                    | CUSIP: 47800UAC0<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |      256462 | PA      | $256461.71    | 0.00%             | 2028-07-17      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    13895000 | PA      | $14211069.57  | 0.18%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                     | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |     2835000 | PA      | $3392912.75   | 0.04%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |       94000 | PA      | $95830.18     | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $6424.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-2284.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                         | HOLOGIC INC 2026 USD TERM LOAN B                                                 | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |     5000000 | PA      | $4971900.00   | 0.06%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1590000 | PA      | $1571595.38   | 0.02%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $2007347.26   | 0.02%             | 2030-04-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                  | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                             | CUSIP: 64990GA69<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     2740000 | PA      | $2073726.53   | 0.03%             | 2040-07-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2025-A                                              | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      137201 | PA      | $137245.85    | 0.00%             | 2027-12-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                            | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2600000 | PA      | $2673101.60   | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MWN28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1477213 | PA      | $1517590.02   | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE TORO COMPANY SENIOR NOTES                                                       | THE TORO COMPANY SENIOR NOTES                                                    | CUSIP: 000000000<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9988760.60   | 0.12%             | 2032-09-30      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                                                                 | RRE 10 Loan Management DAC                                                       | CUSIP: 000000000<br>LEI: 54930087HW0Y6V556J27 | Long             | ABS-CBDO         | CORP              | IE        |     2150000 | PA      | $2531630.97   | 0.03%             | 2038-03-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAD1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     2360243 | PA      | $2363396.74   | 0.03%             | 2065-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-1 Receivables Funding LLC                                  | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4183897 | PA      | $4189001.36   | 0.05%             | 2042-01-21      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      263397 | PA      | $275622.03    | 0.00%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $115902.55    | 0.00%             | 2036-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $4041.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2179000 | PA      | $2191697.03   | 0.03%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED UZS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | UZ        |           1 | NC      | $1729.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QSBS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6154653 | PA      | $5942756.85   | 0.07%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                             | Fidelity National Information Services Inc                                       | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     3465000 | PA      | $3451468.72   | 0.04%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-1120.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2025-1                                                     | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115395 | PA      | $115589.47    | 0.00%             | 2032-09-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                                       | 1988 CLO 2 Ltd                                                                   | CUSIP: 653939AE8<br>LEI: 2549000NTXDB3VOXDV92 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1421482.20   | 0.02%             | 2038-04-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2110000 | PA      | $2065492.19   | 0.03%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      668817 | PA      | $679927.42    | 0.01%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1429114.28   | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754EAB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4609432.35   | 0.06%             | 2043-07-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      209000 | PA      | $198220.23    | 0.00%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                                              | Lsf12 Helix Parent LLC                                                           | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     2915000 | PA      | $2845441.60   | 0.04%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 3 MONTH SOFR FUT JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        2513 | NC      | $-845412.59   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                                 | Volkswagen Auto Loan Enhanced Trust 2025-1                                       | CUSIP: 92868MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      123657 | PA      | $123692.22    | 0.00%             | 2028-01-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $3018655.12   | 0.04%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2655000 | PA      | $2391965.17   | 0.03%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                              | Miller Homes Group Finco PLC                                                     | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     1607000 | PA      | $2080760.18   | 0.03%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       69600 | PA      | $63790.09     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GIP SHARON FINCO PTY LTD NOTES                                                      | GIP SHARON FINCO PTY LTD NOTES                                                   | CUSIP: 000000000<br>LEI: 549300Y7BOR84UJ33P72 | Long             | DBT              | CORP              | AU        |    10000000 | PA      | $9971785.90   | 0.12%             | 2046-09-30      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                             | Nissan Auto Lease Trust 2026-A                                                   | CUSIP: 65481HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      123000 | PA      | $122843.00    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       82000 | PA      | $94072.13     | 0.00%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      604000 | PA      | $741594.72    | 0.01%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5575844 | PA      | $5255838.50   | 0.07%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      127000 | PA      | $146129.67    | 0.00%             | 2033-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                                                     | Fiber Midco Spa                                                                  | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      514832 | PA      | $440252.15    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4876000 | PA      | $4875992.69   | 0.06%             | 2043-06-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5365000 | PA      | $5358293.75   | 0.07%             | 2038-05-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1004987.57   | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     4435000 | PA      | $4484516.78   | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                                                               | Development Bank of Mongolia LLC                                                 | CUSIP: 000000000<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |      400000 | PA      | $412507.17    | 0.01%             | 2028-07-03      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                                          | Ivory Coast Government International Bonds                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $195242.74    | 0.00%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-608.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4932143 | PA      | $4011260.61   | 0.05%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    21255000 | PA      | $20919449.44  | 0.26%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427RDS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5077042 | PA      | $5104863.02   | 0.06%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                                               | James Hardie International Finance DAC                                           | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     1690000 | PA      | $1684697.12   | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                              | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $853372.53    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                 | Nigeria Government International Bond                                            | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1460000 | PA      | $1474871.44   | 0.02%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1060000 | PA      | $1075127.82   | 0.01%             | 2030-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $24472.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                                              | Kinetic ABS Issuer LLC                                                           | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $996828.30    | 0.01%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2279549 | PA      | $2297782.41   | 0.03%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     9490000 | PA      | $9841434.91   | 0.12%             | 2035-01-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1871478 | PA      | $1642345.04   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      175000 | PA      | $115978.42    | 0.00%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | MMAF Equipment Finance LLC 2023-A                                                | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      521417 | PA      | $527858.34    | 0.01%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      109000 | PA      | $129194.30    | 0.00%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAL1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     2770000 | PA      | $2536839.41   | 0.03%             | 2050-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1000000 | PA      | $1026250.00   | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                               | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $601648.20    | 0.01%             | 2027-02-16      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                            | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1243799.00   | 0.02%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     8115000 | PA      | $7037718.90   | 0.09%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-41927.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2003224 | PA      | $1691413.16   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                               | Novartis Capital Corp                                                            | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      926000 | PA      | $929519.73    | 0.01%             | 2028-11-05      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-4                                                | CUSIP: 924936AL1<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |     3265000 | PA      | $3257198.28   | 0.04%             | 2071-04-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4554000 | PA      | $4869145.91   | 0.06%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-4                                                | CUSIP: 924936AK3<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |     4450000 | PA      | $4440105.43   | 0.05%             | 2071-04-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15813000 | PA      | $15955405.55  | 0.20%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                  | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       58000 | PA      | $67429.55     | 0.00%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     9479631 | PA      | $547067.53    | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2190000 | PA      | $2236024.21   | 0.03%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      230000 | PA      | $242666.51    | 0.00%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                                                        | Jeld-Wen Inc 2024 Term Loan B                                                    | CUSIP: 47579SAV2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |     1160552 | PA      | $941498.18    | 0.01%             | 2028-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     1335412 | PA      | $1364349.90   | 0.02%             | 2037-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                             | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2117675.74   | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       65000 | PA      | $62532.03     | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AV7<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     2398503 | PA      | $2414021.12   | 0.03%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--EUR-EXT-CPI-20360215                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      433401 | OU      | $-17210.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                                 | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     2246000 | PA      | $2715459.88   | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                        | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1950591.65   | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6038000 | PA      | $4594918.00   | 0.06%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1193939.35   | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2765769 | PA      | $2739668.40   | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                            | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      897000 | PA      | $966146.14    | 0.01%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                            | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     3400000 | PA      | $4039375.24   | 0.05%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      635000 | PA      | $606520.25    | 0.01%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                              | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      460000 | PA      | $491650.69    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      480000 | PA      | $472143.75    | 0.01%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3225000 | PA      | $3273107.33   | 0.04%             | 2036-01-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464288513-USD-SOFR-COMPOUND-20260520                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    74010957 | OU      | $-253503.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                            | Betclic Everest Group SAS                                                        | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |     1215000 | PA      | $1429203.58   | 0.02%             | 2031-12-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                                           | KEB Hana Bank                                                                    | CUSIP: 48723RAC9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $198300.14    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                     | HOMES 2025-AFC3 Trust                                                            | CUSIP: 43762AAD7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |     1285923 | PA      | $1281279.87   | 0.02%             | 2060-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                      | CUSIP: 30023JCZ9<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |      595000 | PA      | $596541.29    | 0.01%             | 2029-10-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $353681.09    | 0.00%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                                                   | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |      465000 | PA      | $546248.66    | 0.01%             | 2031-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                                            | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233320.30    | 0.00%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                   | Genesis Energy LP                                                                | CUSIP: 371927203<br>LEI: 549300VJ5D6MDK138782 | Long             | EP               | CORP              | US        |       42000 | NS      | $1438500.00   | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| SFIL SA                                                                             | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $115714.44    | 0.00%             | 2031-05-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3810000 | PA      | $3790950.00   | 0.05%             | 2038-05-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                  | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      100000 | PA      | $105520.00    | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      230000 | PA      | $267178.59    | 0.00%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2471633 | PA      | $2485175.37   | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                              | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      795000 | PA      | $823933.63    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1970000 | PA      | $1916818.61   | 0.02%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      220000 | PA      | $219168.74    | 0.00%             | 2036-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2024-IV Ltd                                                         | CUSIP: 17181WAG9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2009808.00   | 0.02%             | 2037-10-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2020-RR04                             | CUSIP: 3137FRV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    64987812 | PA      | $2807876.42   | 0.03%             | 2029-02-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $619066.80    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                          | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1421985.10   | 0.02%             | 2033-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HBUQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10579720 | PA      | $1940259.36   | 0.02%             | 2051-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2024-RTL2                                    | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |     7627000 | PA      | $7670798.81   | 0.09%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2026-NQM3                                                     | CUSIP: 00248BAH0<br>LEI: 984500676AA49C11FP07 | Long             | ABS-MBS          | CORP              | US        |      705000 | PA      | $698046.44    | 0.01%             | 2071-04-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                                                | Longfor Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $185928.68    | 0.00%             | 2028-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2649628.77   | 0.03%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3800000 | PA      | $5294772.61   | 0.07%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                      | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1095000 | PA      | $1208600.28   | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                 | Muthoot Finance Ltd                                                              | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $198306.46    | 0.00%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     2895000 | PA      | $3102119.88   | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                                             | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      615000 | PA      | $678903.89    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1289344 | PA      | $1290955.66   | 0.02%             | 2042-11-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      795000 | PA      | $794741.07    | 0.01%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                      | Merck & Co Inc                                                                   | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      600000 | PA      | $600994.20    | 0.01%             | 2029-03-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |     5486000 | PA      | $5532193.77   | 0.07%             | 2044-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                                               | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      176765 | PA      | $173967.59    | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2070232.02   | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    14525855 | PA      | $821388.70    | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1539478 | PA      | $1484885.07   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      720000 | PA      | $724924.08    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      530000 | PA      | $530192.39    | 0.01%             | 2027-01-07      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2024-C                                              | CUSIP: 34532UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78268 | PA      | $78276.53     | 0.00%             | 2027-08-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                         | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      600000 | PA      | $594265.20    | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1519340000 | PA      | $4306025.93   | 0.05%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3026000 | PA      | $831005.28    | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531GAJ4<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1188631.08   | 0.01%             | 2037-07-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-5                                                | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |     2299884 | PA      | $2318148.26   | 0.03%             | 2069-06-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1974472 | PA      | $2006555.49   | 0.02%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| EROSKI S COOP                                                                       | Eroski S Coop                                                                    | CUSIP: 000000000<br>LEI: 959800J76YJMWZP6S661 | Long             | DBT              | CORP              | ES        |     1220000 | PA      | $1477975.67   | 0.02%             | 2031-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                                                    | CVC Cordatus Loan Fund XVI DAC                                                   | CUSIP: 000000000<br>LEI: 549300WN6GZS11C3YE34 | Long             | ABS-CBDO         | CORP              | IE        |     4000000 | PA      | $4676201.08   | 0.06%             | 2039-03-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $14090.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTEX GROUP NV                                                                      | Ontex Group NV                                                                   | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |     1911000 | PA      | $2039417.10   | 0.03%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1068623.93   | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      794797 | PA      | $732008.04    | 0.01%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     2965000 | PA      | $3073453.27   | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                                              | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1179861.44   | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QLR65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2692422 | PA      | $2359256.89   | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2025-A                                            | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      128012 | PA      | $128028.66    | 0.00%             | 2027-12-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2986625.64   | 0.04%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO Series 2017-A                                                          | CUSIP: 00900CBC7<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $996450.20    | 0.01%             | 2038-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1098483.62   | 0.01%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                   | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      235000 | PA      | $234838.56    | 0.00%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |      520644 | PA      | $519718.12    | 0.01%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                 | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1344873.23   | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2138000 | PA      | $2196288.51   | 0.03%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2273994.97   | 0.03%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      264000 | PA      | $311317.45    | 0.00%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                        | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1357613.25   | 0.02%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                       | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      700000 | PA      | $800052.40    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118245.21    | 0.00%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                             | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3006679.20   | 0.04%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CANPACK GROUP INC/SA                                                                | Canpack Group Inc / CANPACK SA                                                   | CUSIP: 13804MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $710331.78    | 0.01%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                          | Pfizer Inc                                                                       | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      340000 | PA      | $340907.80    | 0.00%             | 2027-11-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                            | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      830000 | PA      | $819564.53    | 0.01%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                              | Oman Government International Bond                                               | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     9940000 | PA      | $10334073.88  | 0.13%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3035614 | PA      | $2563600.16   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2540532 | PA      | $2392282.85   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      240000 | PA      | $149411.38    | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      580000 | PA      | $425759.01    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1270000 | PA      | $1309009.42   | 0.02%             | 2034-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686HAA0<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $992732.00    | 0.01%             | 2039-01-17      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2026-CES1                                                    | CUSIP: 74939BAA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      956419 | PA      | $948479.85    | 0.01%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $218.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1421000 | PA      | $1795084.37   | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    18715000 | PA      | $4424753.13   | 0.05%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHAY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6639153 | PA      | $6659057.61   | 0.08%             | 2054-11-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9342059 | PA      | $8526673.93   | 0.11%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                            | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116930.61    | 0.00%             | 2026-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                 | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     1115000 | PA      | $1292737.70   | 0.02%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                           | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1900647.61   | 0.02%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CML2 T-LOCK @ 102.4887 05/28/2026                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     4500000 | OU      | $-13032.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     2822000 | PA      | $3113834.03   | 0.04%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                             | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     2508635 | PA      | $2759521.08   | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8810000 | PA      | $2326111.46   | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       89000 | PA      | $100987.05    | 0.00%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     2765000 | PA      | $2872112.51   | 0.04%             | 2042-01-25      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28905000 | PA      | $28078596.80  | 0.35%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                     | Adapthealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1509714.01   | 0.02%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7213408 | PA      | $7253852.81   | 0.09%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                              | Republic of Uganda Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  4167900000 | PA      | $1157737.42   | 0.01%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE2                                                | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |      467493 | PA      | $467789.52    | 0.01%             | 2054-10-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1560000 | PA      | $1655940.00   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |     1599535 | PA      | $1595063.97   | 0.02%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      770000 | PA      | $739847.22    | 0.01%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                                            | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       25000 | PA      | $29427.81     | 0.00%             | 2056-01-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W5GM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10644246 | PA      | $10494814.00  | 0.13%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      211000 | PA      | $250175.92    | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                            | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1261906.56   | 0.02%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3021309.60   | 0.04%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464288513-USD-SOFR-COMPOUND-20260513                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    91900670 | OU      | $-1743.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 30 Ltd                                                                   | CUSIP: 74939EAA8<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1951613.00   | 0.02%             | 2038-10-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1197883 | PA      | $851397.48    | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      225000 | PA      | $211135.50    | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHCY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4246125 | PA      | $3753540.82   | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      475000 | PA      | $476599.80    | 0.01%             | 2027-03-19      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4510000 | PA      | $4691292.98   | 0.06%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                              | BCP V Modular Services Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      129000 | PA      | $105043.81    | 0.00%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5763000 | PA      | $5753563.55   | 0.07%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2780912.57   | 0.03%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      640000 | PA      | $601171.20    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3623000 | PA      | $3351275.00   | 0.04%             | 2037-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    17407000 | PA      | $18508514.96  | 0.23%             | 2042-09-25      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                               | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      690000 | PA      | $682962.48    | 0.01%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                             | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3106000 | PA      | $3159715.16   | 0.04%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                                 | Midocean Credit Clo XXI                                                          | CUSIP: 597924AJ8<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2013888.80   | 0.02%             | 2038-10-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                            | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $199754.49    | 0.00%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                 | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      875000 | PA      | $867111.61    | 0.01%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $5393.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                                            | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1030780.16   | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                                              | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223934.66    | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMPV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2141382 | PA      | $2216059.08   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2024-NQM6                                                     | CUSIP: 00249YAF3<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $1058568.42   | 0.01%             | 2070-01-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QH88<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     7460000 | PA      | $5492231.75   | 0.07%             | 2030-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3972932 | PA      | $4008099.53   | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                               | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   132500000 | PA      | $303614.71    | 0.00%             | 2033-07-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                   | EOG Resources Inc                                                                | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     8035000 | PA      | $8152902.70   | 0.10%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                            | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      620000 | PA      | $604537.20    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                             | GoldenTree Loan Management US CLO 27 Ltd                                         | CUSIP: 38140AAN8<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2989038.30   | 0.04%             | 2039-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM2                                    | CUSIP: 64832MAE1<br>LEI: 213800ZF5DPBUAR45104 | Long             | ABS-MBS          | CORP              | US        |      732081 | PA      | $725388.31    | 0.01%             | 2065-12-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      580000 | PA      | $578550.00    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      305000 | PA      | $283859.11    | 0.00%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $59780.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1636077.85   | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4610000 | PA      | $4549133.62   | 0.06%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7187163 | PA      | $7169195.09   | 0.09%             | 2039-01-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     5200000 | PA      | $5269606.68   | 0.07%             | 2035-12-03      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |     7520000 | PA      | $7891563.20   | 0.10%             | 2042-03-25      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC                                                          | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6461538 | PA      | $6008789.66   | 0.07%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AE0<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     3166130 | PA      | $3159753.57   | 0.04%             | 2069-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1905580.60   | 0.02%             | 2027-09-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6760000 | PA      | $1243480.69   | 0.02%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32765320 | PA      | $1928878.00   | 0.02%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-2                                           | CUSIP: 46593NAE5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      457098 | PA      | $458481.37    | 0.01%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $205308.40    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3027694 | PA      | $3095195.96   | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                            | Capital One Prime Auto Receivables Trust 2024-1                                  | CUSIP: 14043NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       16508 | PA      | $16507.56     | 0.00%             | 2027-10-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1630000 | PA      | $1907351.75   | 0.02%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1240000 | PA      | $1430619.39   | 0.02%             | 2032-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        7439 | PA      | $6551.88      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                                  | Ahlstrom Holding 3 Oy                                                            | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     2615000 | PA      | $3025571.97   | 0.04%             | 2028-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6725000 | PA      | $6817317.44   | 0.08%             | 2039-07-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2026-1 Ltd                                               | CUSIP: 05686LAJ2<br>LEI: 2549004DD6EKLJXDJT31 | Long             | ABS-CBDO         | CORP              | KY        |     5625000 | PA      | $5609944.13   | 0.07%             | 2039-04-26      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3685000 | PA      | $3631569.34   | 0.04%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2185000 | PA      | $2330180.14   | 0.03%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     2400000 | PA      | $2913328.74   | 0.04%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2227389 | PA      | $2225862.15   | 0.03%             | 2044-04-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD                                            | GoldenTree Loan Management US CLO 19 Ltd                                         | CUSIP: 38138WAN4<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |     4000000 | PA      | $3998978.00   | 0.05%             | 2039-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3865000 | PA      | $3936214.63   | 0.05%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      695000 | PA      | $693658.65    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425904 | PA      | $427101.49    | 0.01%             | 2039-02-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BBZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2574106 | PA      | $2255240.38   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                              | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     4315000 | PA      | $4414474.77   | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                                                   | SEPLAT Energy PLC                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      215000 | PA      | $229520.46    | 0.00%             | 2030-03-21      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                        | SK hynix Inc                                                                     | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $206509.15    | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                         | Walmart Inc                                                                      | CUSIP: 931142FR9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      375000 | PA      | $375089.63    | 0.00%             | 2029-04-30      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      358267 | PA      | $358267.22    | 0.00%             | 2044-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                               | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      340000 | PA      | $330890.45    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2161898.03   | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      655000 | PA      | $609063.41    | 0.01%             | 2030-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      130000 | PA      | $119163.73    | 0.00%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -422 | NC      | $761308.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3010000 | PA      | $3048695.99   | 0.04%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                                            | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      600000 | PA      | $552366.00    | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6218000 | PA      | $6186910.00   | 0.08%             | 2043-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1634317 | PA      | $1676193.39   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                                            | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231114.18    | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-12748.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSAX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2069250 | PA      | $1886025.38   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385G6C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    35117744 | PA      | $2900859.07   | 0.04%             | 2055-06-20      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                        | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |     2611000 | PA      | $3138094.86   | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                                 | CALIFORNIA ST                                                                    | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1370000 | PA      | $1623324.51   | 0.02%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5175000 | PA      | $5250863.27   | 0.07%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                       | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RPN3<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     1060000 | PA      | $1059670.13   | 0.01%             | 2027-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1725000 | PA      | $2027853.25   | 0.03%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      800000 | PA      | $767234.50    | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          -6 | NC      | $28492.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13184800 | PA      | $13507019.31  | 0.17%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                                      | Elior Group SA                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |     1709000 | PA      | $2049340.53   | 0.03%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                                    | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     4065000 | PA      | $4755898.76   | 0.06%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5902299 | PA      | $5555015.20   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4970218 | PA      | $4527051.10   | 0.06%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                         | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $251925.00    | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                            | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      465000 | PA      | $464701.98    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2236822.74   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NK4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1497884 | PA      | $1509474.88   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $810.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703XAA0<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     1225000 | PA      | $1212740.94   | 0.02%             | 2038-01-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                            | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5976798.60   | 0.07%             | 2038-02-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                           | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1885000 | PA      | $1902358.64   | 0.02%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2365000 | PA      | $2419737.93   | 0.03%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      160000 | PA      | $6160.00      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5527451 | PA      | $5720210.55   | 0.07%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES11                                                   | CUSIP: 749423AD1<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |     1724000 | PA      | $1710767.78   | 0.02%             | 2055-11-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1309280 | PA      | $1330358.65   | 0.02%             | 2038-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7850901 | PA      | $7439244.92   | 0.09%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                         | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |     1646284 | PA      | $1636406.62   | 0.02%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1190000 | PA      | $1461054.38   | 0.02%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                              | Williams Cos Inc/The                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $6437197.81   | 0.08%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                          | Entain PLC                                                                       | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | DBT              | CORP              | IM        |     1010000 | PA      | $1185299.93   | 0.01%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     4640000 | PA      | $4625236.91   | 0.06%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRV34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2953034 | PA      | $3041701.71   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $212157.60    | 0.00%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                                | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     3070000 | PA      | $3255701.23   | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      220000 | PA      | $219208.53    | 0.00%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                 | CUSIP: 06368MJ21<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    11945000 | PA      | $8648836.01   | 0.11%             | 2032-03-03      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                  | Panama Government International Bond                                             | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      970000 | PA      | $964374.00    | 0.01%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133AYUA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4217235 | PA      | $3552946.69   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NWD MTN LTD                                                                         | NWD MTN Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $163684.84    | 0.00%             | 2029-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E03E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8412706 | PA      | $8553645.27   | 0.11%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXXI Ltd                                                            | CUSIP: 895972AA5<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002409.50   | 0.01%             | 2038-01-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16185670 | PA      | $2972252.30   | 0.04%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2370000 | PA      | $2109300.00   | 0.03%             | 2037-03-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4984382 | PA      | $4984381.56   | 0.06%             | 2034-05-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                     | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1202325.72   | 0.01%             | 2026-07-06      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      445289 | PA      | $445151.11    | 0.01%             | 2045-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    11840000 | PA      | $11954919.04  | 0.15%             | 2042-01-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3ZP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13512290 | PA      | $11338271.79  | 0.14%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7190111 | PA      | $7229504.77   | 0.09%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4170000 | PA      | $4392052.50   | 0.05%             | 2035-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10441416 | PA      | $9165190.78   | 0.11%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1225000 | PA      | $1452792.51   | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PKR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PK        |           1 | NC      | $33447.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5620000 | PA      | $5748922.80   | 0.07%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2022-1 LLC                                                                   | CUSIP: 55400UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1306474 | PA      | $1292506.03   | 0.02%             | 2039-11-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      750000 | PA      | $739488.30    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                            | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1555648.88   | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      665000 | PA      | $780787.80    | 0.01%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7625100 | PA      | $7673424.30   | 0.10%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 11830100000 | PA      | $2245302.90   | 0.03%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XM7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4350033 | PA      | $4428097.72   | 0.05%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3135596 | PA      | $2870529.71   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                             | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1947339.15   | 0.02%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3400000 | PA      | $3889944.49   | 0.05%             | 2027-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQ2N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1370836 | PA      | $1382465.05   | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      118000 | PA      | $137080.80    | 0.00%             | 2047-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1677004.98   | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                                     | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $199818.46    | 0.00%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                             | Latam Airlines Group SA                                                          | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |       30000 | PA      | $30450.00     | 0.00%             | 2031-01-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3715000 | PA      | $3719086.20   | 0.05%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      705000 | PA      | $711254.76    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVERNMENT BOND                                                             | Morocco Government Bond                                                          | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    39200000 | PA      | $3993969.72   | 0.05%             | 2040-07-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      815000 | PA      | $798992.67    | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1056672.87   | 0.01%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2420000 | PA      | $2391866.53   | 0.03%             | 2041-11-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3121000 | PA      | $3124901.25   | 0.04%             | 2039-12-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1313635 | PA      | $1196767.77   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $6260755.80   | 0.08%             | 2055-04-20      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $153095.29    | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2024-D Owner Trust                                       | CUSIP: 89239TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       43228 | PA      | $43232.22     | 0.00%             | 2027-08-16      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| IMPALA TERMINALS SERIES                                                             | IMPALA TERMINALS SERIES                                                          | CUSIP: 000000000<br>LEI: 549300DBDPS6QF2MCS37 | Long             | DBT              | CORP              | CH        |     4500000 | PA      | $4534096.28   | 0.06%             | 2032-08-06      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   365850000 | PA      | $367669865.95 | 4.55%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1175000 | PA      | $804324.22    | 0.01%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                     | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    13844289 | PA      | $13915625.86  | 0.17%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAA0<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    14325000 | PA      | $14360617.68  | 0.18%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-42307.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAK2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     1301000 | PA      | $1216369.04   | 0.02%             | 2051-12-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                            | Techem Verwaltungsgesellschaft 675 mbH                                           | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |     3200000 | PA      | $3830301.93   | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     1915000 | PA      | $1809479.10   | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9527000 | PA      | $9549086.44   | 0.12%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CELSA OPCO SA                                                                       | Celsa Opco SA                                                                    | CUSIP: 000000000<br>LEI: 95980020140005024777 | Long             | DBT              | CORP              | ES        |     2445000 | PA      | $2870255.49   | 0.04%             | 2030-12-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      925000 | PA      | $926474.91    | 0.01%             | 2027-10-22      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXXV Ltd                                                            | CUSIP: 89643NAJ4<br>LEI: 2549006LSGK3FM05EN89 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6010507.80   | 0.07%             | 2039-01-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-23377.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $6882.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIRKENSTOCK FINANC SARL                                                             | Birkenstock Financing Sarl                                                       | CUSIP: 000000000<br>LEI: 5299004DSXRFOZZ5UG09 | Long             | DBT              | CORP              | LU        |     3183000 | PA      | $3746074.66   | 0.05%             | 2029-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3423000 | PA      | $3468667.61   | 0.04%             | 2029-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XIII LLC                                      | CUSIP: 03237CAD4<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1012979.50   | 0.01%             | 2031-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2960000 | PA      | $3023859.04   | 0.04%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                           | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2860000 | PA      | $2217907.32   | 0.03%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10875033 | PA      | $10466920.63  | 0.13%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15518927 | PA      | $13616962.25  | 0.17%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $114727.87    | 0.00%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO 43 Ltd                                               | CUSIP: 08182UAA4<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1475336.55   | 0.02%             | 2038-10-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1394040.83   | 0.02%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |     7773000 | PA      | $8046657.79   | 0.10%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3419718 | PA      | $2874291.24   | 0.04%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14653000 | PA      | $14828724.64  | 0.18%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                                                       | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $93054.02     | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                                             | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |     1676000 | PA      | $1976770.77   | 0.02%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2025-AFC1 Trust                                                            | CUSIP: 69392YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      947903 | PA      | $943742.57    | 0.01%             | 2060-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                            | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      200000 | PA      | $192330.55    | 0.00%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--EUR-EXT-CPI-20310415                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      670000 | OU      | $160156.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10519000 | PA      | $10687251.41  | 0.13%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-14957.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                           | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $217922.12    | 0.00%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       97000 | PA      | $111743.28    | 0.00%             | 2057-05-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      656757 | PA      | $578018.01    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3429916 | PA      | $3397553.81   | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                                             | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      170732 | PA      | $178363.21    | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9455000 | PA      | $9398500.70   | 0.12%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W1ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5116843 | PA      | $4299941.47   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Summit Behavioral Healthcare LLC                                                    | Summit Behavioral Healthcare LLC 2025 FLSO Term Loan                             | CUSIP: 86602KAJ5<br>LEI: 254900QVBD0VL3INID05 | Long             | LON              | CORP              | US        |     1788385 | PA      | $1246504.09   | 0.02%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                                    | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |     3500000 | PA      | $4230977.10   | 0.05%             | 2028-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                                    | Harley-Davidson Motorcycle Trust 2025-A                                          | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      118008 | PA      | $118194.89    | 0.00%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FNAC DARTY SA                                                                       | Fnac Darty SA                                                                    | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | DBT              | CORP              | FR        |     2155000 | PA      | $2606859.72   | 0.03%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2833235 | PA      | $2848763.49   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4040650 | PA      | $4176658.63   | 0.05%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron RR CLO 27 LTD                                                           | CUSIP: 33882JAJ1<br>LEI: 254900DN5GP1YLQEIW03 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004225.50   | 0.01%             | 2037-10-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2450000 | PA      | $2412771.49   | 0.03%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3281000 | PA      | $3829009.13   | 0.05%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4053015.83   | 0.05%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      370000 | PA      | $358967.45    | 0.00%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1472721.00   | 0.02%             | 2032-01-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $5313.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     4848389 | PA      | $4845101.20   | 0.06%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      420000 | PA      | $385043.19    | 0.00%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-120450.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       75050 | PA      | $74827.55     | 0.00%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QN2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5651925 | PA      | $5187085.04   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                                       | Veon Midco BV                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $195087.48    | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-2 LLC                                                                   | CUSIP: 55400WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1638063 | PA      | $1676494.99   | 0.02%             | 2040-11-20      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103262.90    | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                                               | Sudzucker International Finance BV                                               | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1487842.75   | 0.02%             | 2030-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       62000 | PA      | $69685.27     | 0.00%             | 2056-10-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    19225000 | PA      | $18854276.25  | 0.23%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES11                                                   | CUSIP: 749423AE9<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1938086.48   | 0.02%             | 2055-11-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MLB TRUST SENIOR SECURED                                                            | MLB TRUST SENIOR SECURED                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9865059.00   | 0.12%             | 2030-12-10      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                                           | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9430000 | PA      | $9413400.37   | 0.12%             | 2033-07-05      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4891400000 | PA      | $968173.19    | 0.01%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-25773.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      664000 | PA      | $671389.59    | 0.01%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2626436 | PA      | $2677569.50   | 0.03%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                            | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      231000 | PA      | $238505.19    | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5074926 | PA      | $4321728.57   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQEW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1014926 | PA      | $1025991.65   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6413000 | PA      | $6412998.08   | 0.08%             | 2042-03-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                       | Westlake Corp                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2970911.52   | 0.04%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2714911 | PA      | $2618146.14   | 0.03%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      835000 | PA      | $758398.97    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-498870.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       75000 | PA      | $90064.45     | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    28875000 | PA      | $28016823.16  | 0.35%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SVEAFASTIGHETER AB                                                                  | Sveafastigheter AB                                                               | CUSIP: 000000000<br>LEI: 636700W1VM86O2G2AA36 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $116551.05    | 0.00%             | 2031-01-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1724386 | PA      | $1431087.01   | 0.02%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      230000 | PA      | $242498.89    | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $84792.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                                                  | Sunrise FinCo I BV                                                               | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     1244000 | PA      | $1444945.91   | 0.02%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                              | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    12080000 | PA      | $11996555.35  | 0.15%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                            | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |       97834 | PA      | $75375.47     | 0.00%             | 2037-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                               | Minerva Luxembourg SA                                                            | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     1915000 | PA      | $1882502.45   | 0.02%             | 2036-04-22      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3075000 | PA      | $2877936.17   | 0.04%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Portfolio High Yield Bond ETF                                     | State Street SPDR Portfolio High Yield Bond ETF                                  | CUSIP: 78468R606<br>LEI: 549300B3SM8J1H4W2052 | Long             | EC               | RF                | US        |     1966259 | NS      | $46305399.45  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-BTP FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -1 | NC      | $3976.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1366291 | PA      | $1346482.18   | 0.02%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      730000 | PA      | $732131.60    | 0.01%             | 2028-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2023460 | PA      | $2035686.54   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1525000 | PA      | $1047007.81   | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2439000 | PA      | $2554191.53   | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IMMOBILIARE GRANDE DIST                                                             | Immobiliare Grande Distribuzione SIIQ SpA                                        | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | DBT              |  | IT        |      100000 | PA      | $117831.89    | 0.00%             | 2030-11-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    11525000 | PA      | $11998354.80  | 0.15%             | 2042-04-25      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YAL6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1075000 | PA      | $1147938.75   | 0.01%             | 2042-03-25      | Floating      | 13.15%                | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     4362000 | PA      | $4430032.06   | 0.05%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5115000 | PA      | $5229473.70   | 0.06%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110900.19    | 0.00%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                          | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     1770000 | PA      | $1475042.60   | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3180743 | PA      | $3209871.40   | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $7994884.95   | 0.10%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      162000 | PA      | $191942.43    | 0.00%             | 2032-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CECONOMY AG                                                                         | CECONOMY AG                                                                      | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | DBT              | CORP              | DE        |     3251000 | PA      | $3940458.92   | 0.05%             | 2029-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2314359.92   | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       90000 | PA      | $103179.70    | 0.00%             | 2037-10-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2025-1 LTD                                                        | CUSIP: 46151PAA2<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $982635.30    | 0.01%             | 2038-07-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $105789.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                   | GM Financial Consumer Automobile Receivables Trust 2026-2                        | CUSIP: 380143AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $190106.63    | 0.00%             | 2029-05-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1380000 | PA      | $1378275.00   | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                             | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |      260000 | PA      | $257438.90    | 0.00%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                                            | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $108485.55    | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $3816.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     9050000 | PA      | $9103087.30   | 0.11%             | 2036-04-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $6707.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199979.83    | 0.00%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                   | MDGH GMTN RSC Ltd                                                                | CUSIP: 55285GAF1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     7405000 | PA      | $7101259.49   | 0.09%             | 2035-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GUALA CLOSURES S                                                                    | Guala Closures SpA                                                               | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |      861000 | PA      | $972612.69    | 0.01%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1268471.94   | 0.02%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7871515 | PA      | $7936267.04   | 0.10%             | 2055-01-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                              | Egypt Government International Bond                                              | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    11975000 | PA      | $11762012.41  | 0.15%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXVIII Ltd                                                             | CUSIP: 55955MAG5<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4389763.95   | 0.05%             | 2038-01-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| BlackRock European CLO DAC                                                          | Blackrock European Clo XVI DAC                                                   | CUSIP: 000000000<br>LEI: 6354009JWTSUFPGGS872 | Long             | ABS-CBDO         | CORP              | IE        |     3000000 | PA      | $3529518.35   | 0.04%             | 2039-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      940000 | PA      | $1009549.66   | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     1530000 | PA      | $1668126.87   | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQDS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      791494 | PA      | $764489.00    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W4C70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3093347 | PA      | $3130202.91   | 0.04%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1502644.87   | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     3400000 | PA      | $3206925.56   | 0.04%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       95641 | PA      | $89986.45     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM2                                                     | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |      367943 | PA      | $370439.60    | 0.00%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    34400000 | PA      | $33368981.09  | 0.41%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2026-1                                       | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $495043.70    | 0.01%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-386.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                               | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |      770000 | PA      | $742767.80    | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $282018.05    | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      265000 | PA      | $240684.90    | 0.00%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $3117900.37   | 0.04%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |       26000 | PA      | $26551.37     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2026-NQM3 Trust                                                              | CUSIP: 67449MAL3<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |     2988000 | PA      | $2900514.35   | 0.04%             | 2066-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                                  | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     6685000 | PA      | $6862013.72   | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1798909 | PA      | $1784242.05   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                                | Chile Government International Bonds                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     4125000 | PA      | $3938137.50   | 0.05%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754YCL3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     9600000 | PA      | $9582921.60   | 0.12%             | 2045-09-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1233317.50   | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      921494 | PA      | $1056581.04   | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                                              | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      570000 | PA      | $754553.41    | 0.01%             | 2032-07-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      370000 | PA      | $379329.92    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      880739 | PA      | $900527.62    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      910000 | PA      | $1049200.73   | 0.01%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $791283.48    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2130563.89   | 0.03%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                                            | Assemblin Caverion Group AB                                                      | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |     1898000 | PA      | $2291023.01   | 0.03%             | 2030-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1511531.78   | 0.02%             | 2032-08-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                 | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7275000 | PA      | $7284093.75   | 0.09%             | 2042-07-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385DF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    48604152 | PA      | $2848626.15   | 0.04%             | 2055-03-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     6443000 | PA      | $6664191.41   | 0.08%             | 2043-01-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      765000 | PA      | $797667.80    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1725000 | PA      | $1837234.71   | 0.02%             | 2043-01-25      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 23                                                                | CK Hutchison International 23 Ltd                                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $201497.94    | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                 | Nigeria Government International Bond                                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1970000 | PA      | $2157223.62   | 0.03%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      265000 | PA      | $263524.41    | 0.00%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                                     | Oaktree CLO 2025-33 Ltd                                                          | CUSIP: 67403MAA1<br>LEI: 254900LDFH42MOCZCX24 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3996333.60   | 0.05%             | 2039-01-20      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5162980 | PA      | $5149078.82   | 0.06%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                                            | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |     1487000 | PA      | $1601882.44   | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      993046 | PA      | $835225.73    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                                     | Nigeria OMO Bill                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  1500000000 | PA      | $1043692.76   | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1273721.26   | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2501834 | PA      | $2202786.91   | 0.03%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      910000 | PA      | $895130.05    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2019-BNK17                                                                  | CUSIP: 065403BH9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     5302000 | PA      | $5009732.55   | 0.06%             | 2052-04-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1242157.65   | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      673000 | PA      | $692484.53    | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                            | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      539000 | PA      | $533689.85    | 0.01%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                                                       | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |      730000 | PA      | $953302.38    | 0.01%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1545231.83   | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                             | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1290000 | PA      | $1308461.19   | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                                            | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1848007.74   | 0.02%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                               | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1975000 | PA      | $1970145.39   | 0.02%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                            | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3280000 | PA      | $3275836.20   | 0.04%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      895000 | PA      | $948504.89    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      325000 | PA      | $338161.85    | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2239229.52   | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2026-V21 Mortgage Trust                                                | CUSIP: 08164HBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6363000 | PA      | $6260906.94   | 0.08%             | 2059-03-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-32433.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2025-HE3                                                | CUSIP: 46660CAC1<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |     5781000 | PA      | $5810034.49   | 0.07%             | 2056-03-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                                              | Zambia Government Bond                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    15128000 | PA      | $758370.33    | 0.01%             | 2031-01-25      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                            | Ziggo BV                                                                         | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     1205000 | PA      | $1335914.87   | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                                          | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |     2100000 | PA      | $2449596.15   | 0.03%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     6402920 | PA      | $6500948.71   | 0.08%             | 2042-01-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                                               | Gruppo San Donato SPA                                                            | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |     1360000 | PA      | $1593793.81   | 0.02%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $89540.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                                          | Exeter Select Automobile Receivables Trust 2025-2                                | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4656000 | PA      | $4664720.22   | 0.06%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6932049 | PA      | $6529549.73   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1897818.66   | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                          | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4461851.13   | 0.06%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1788781.30   | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2024-2 Ltd                                                           | CUSIP: 29244PAJ8<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1503529.50   | 0.02%             | 2037-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $508571.80    | 0.01%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1668110.61   | 0.02%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3559016 | PA      | $3122805.57   | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-36046.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      880151 | PA      | $837671.97    | 0.01%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                            | Constellation Energy Generation LLC                                              | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      190000 | PA      | $189794.23    | 0.00%             | 2028-01-08      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                                            | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1839905.83   | 0.02%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                 | CSN Inova Ventures                                                               | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $170304.38    | 0.00%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $29605.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1566286 | PA      | $1590750.63   | 0.02%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1452249 | PA      | $1272355.17   | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAKEVIEW LOAN SR NOTES                                                              | LAKEVIEW LOAN SR NOTES                                                           | CUSIP: 000000000<br>LEI: 549300NOCASXPA34X033 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1961175.76   | 0.02%             | 2032-12-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1350000 | PA      | $1417735.72   | 0.02%             | 2033-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1322895.62   | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    22600000 | PA      | $403232.88    | 0.00%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                                                             | Motel One GmbH/Muenchen                                                          | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |      890400 | PA      | $1100738.21   | 0.01%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                 | Nissan Auto Receivables 2024-B Owner Trust                                       | CUSIP: 65479WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32640 | PA      | $32640.85     | 0.00%             | 2027-06-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                                        | Castellum AB                                                                     | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |     1260000 | PA      | $1454069.92   | 0.02%             | 2026-12-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3790000 | PA      | $3830700.81   | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      608342 | PA      | $625533.04    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7315000 | PA      | $7436235.15   | 0.09%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                              | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5784183 | PA      | $5796426.49   | 0.07%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382GDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6421135 | PA      | $4919014.55   | 0.06%             | 2050-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      675467 | PA      | $627039.94    | 0.01%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     4730000 | PA      | $4896069.21   | 0.06%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317430 | PA      | $320760.62    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                                 | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     1962000 | PA      | $2338362.01   | 0.03%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MMB SCF                                                                             | MMB SCF SACA                                                                     | CUSIP: 000000000<br>LEI: 969500901GY8ZCBR6Y85 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $211408.74    | 0.00%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPVANILLA--EUR-EURIBOR-REUTERS-20310413                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      206577 | OU      | $31811.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      867855 | PA      | $624680.07    | 0.01%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      447142 | PA      | $391148.35    | 0.00%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                            | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     1680000 | PA      | $1938086.43   | 0.02%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3905000 | PA      | $3813578.09   | 0.05%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                                  | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $3184889.40   | 0.04%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $131309.88    | 0.00%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385DJ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    37688712 | PA      | $1588503.84   | 0.02%             | 2055-03-20      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPDD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1568579 | PA      | $1428754.65   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $5181.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALWORTH REAL ESTATE                                                             | Globalworth Real Estate Investments Ltd                                          | CUSIP: 000000000<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              |  | GG        |      884921 | PA      | $1055148.97   | 0.01%             | 2029-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2771000 | PA      | $2772344.49   | 0.03%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    12005000 | PA      | $12097790.73  | 0.15%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                                          | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |     2565000 | PA      | $3005462.72   | 0.04%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BDT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BD        |           1 | NC      | $-8027.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                            | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1400000 | PA      | $1409665.60   | 0.02%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                                                | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |     1390000 | PA      | $1585585.52   | 0.02%             | 2033-03-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                                | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     1100000 | PA      | $1345583.15   | 0.02%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                                                | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1215731.43   | 0.02%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KMQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5623783 | PA      | $4735313.95   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1610000 | PA      | $1587479.45   | 0.02%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1165000 | PA      | $1145819.67   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                                                 | Mtp Abs Funding LLC                                                              | CUSIP: 55378HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5516000 | PA      | $5540348.18   | 0.07%             | 2056-04-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                      | Eli Lilly & Co                                                                   | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      395000 | PA      | $396033.32    | 0.00%             | 2028-10-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC SERIES C NOTES                                                       | AITX FINCO LLC SERIES C NOTES                                                    | CUSIP: 000000000<br>LEI: 2549001H4B8JNJD86O40 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4960776.20   | 0.06%             | 2035-10-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7239021 | PA      | $6343254.40   | 0.08%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      810000 | PA      | $816564.25    | 0.01%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2545000 | PA      | $2751399.50   | 0.03%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                                | APLD ComputeCo 2 LLC                                                             | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4872000 | PA      | $4823549.18   | 0.06%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                             | Korea National Oil Corp                                                          | CUSIP: 50065LAQ3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |      322000 | PA      | $318657.75    | 0.00%             | 2028-09-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169358.54    | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                                         | Progroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |     1982000 | PA      | $2340029.05   | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     5880000 | PA      | $6138043.80   | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1646957 | PA      | $1380689.84   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                                   | Admiral Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $759888.13    | 0.01%             | 2034-01-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                                                                         | Gol Finance Inc                                                                  | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |      243000 | PA      | $232113.60    | 0.00%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $225182.24    | 0.00%             | 2026-08-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                              | Republic of Uganda Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  4338800000 | PA      | $1164673.11   | 0.01%             | 2029-08-23      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     3046000 | PA      | $3025179.37   | 0.04%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2025-HE3                                                | CUSIP: 46660CAD9<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |     6595000 | PA      | $6613429.07   | 0.08%             | 2056-03-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2019461 | PA      | $2052642.19   | 0.03%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                         | CUSIP: 46593PAA8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |      583814 | PA      | $583431.58    | 0.01%             | 2055-07-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      915000 | PA      | $937727.77    | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                               | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      790000 | PA      | $810919.20    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4579339.50   | 0.06%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5166000 | PA      | $5172457.50   | 0.06%             | 2042-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                                | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $198731.24    | 0.00%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3407418 | PA      | $3430799.70   | 0.04%             | 2056-03-06      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      765000 | PA      | $768402.59    | 0.01%             | 2028-05-07      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RNN8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    13280000 | PA      | $13123377.01  | 0.16%             | 2036-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3421422.60   | 0.04%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      880000 | PA      | $902227.92    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-40147.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOBANK SPA                                                                          | doValue SpA                                                                      | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $2381473.70   | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO Series 2018-A                                                          | CUSIP: 00900HAE3<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $988046.10    | 0.01%             | 2037-10-17      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                            | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      465000 | PA      | $453317.90    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2549052.18   | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     4100000 | PA      | $4787055.59   | 0.06%             | 2030-05-20      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     4780000 | PA      | $5064410.00   | 0.06%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                                             | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |     1953000 | PA      | $2340718.99   | 0.03%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6B93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3161728 | PA      | $3116610.53   | 0.04%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     1115000 | PA      | $1166952.31   | 0.01%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6032000 | PA      | $6183120.90   | 0.08%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-304.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-31573.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2290000 | PA      | $1928793.45   | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2025-HE3                                                | CUSIP: 46660CAB3<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |     6045000 | PA      | $6052593.73   | 0.07%             | 2056-03-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                                            | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      123000 | PA      | $139644.34    | 0.00%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1344335.71   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |      660000 | PA      | $679808.58    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                       | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    14685000 | PA      | $10717612.14  | 0.13%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | SHORT EURO-BTP FU JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          31 | NC      | $-1887.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | PURCHASED UZS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | UZ        |           1 | NC      | $156.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                          | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     2887000 | PA      | $3417926.72   | 0.04%             | 2099-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       86000 | PA      | $104790.54    | 0.00%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XCZL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4807142 | PA      | $4395412.53   | 0.05%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                              | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     2115000 | PA      | $2354573.35   | 0.03%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                            | Perrigo Finance Unlimited Co                                                     | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     1250000 | PA      | $1420423.85   | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                                      | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $226175.28    | 0.00%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                            | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     4190000 | PA      | $4050858.06   | 0.05%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOHA FINANCE LIMITED                                                                | Doha Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300C2SXK7TLB4RX62 | Long             | DBT              | CORP              | KY        |     4035000 | PA      | $3920292.70   | 0.05%             | 2031-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-5                                  | CUSIP: 16159QAK3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     3249452 | PA      | $3258853.80   | 0.04%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     2775000 | PA      | $2854865.06   | 0.04%             | 2042-02-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1578263 | PA      | $1551564.31   | 0.02%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1114997.30   | 0.01%             | 2042-06-25      | Floating      | 15.65%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      775000 | PA      | $780992.30    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5694168 | PA      | $5222140.41   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                             | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      990000 | PA      | $1103938.10   | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                | CUSIP: 36225BYA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         179 | PA      | $186.74       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      160000 | PA      | $171206.40    | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO III LTD                                                             | CUSIP: 89532RAE0<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1730391.78   | 0.02%             | 2037-10-20      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N3AD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      689592 | PA      | $665922.67    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2075502.00   | 0.03%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1018991.34   | 0.01%             | 2028-04-22      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1936000 | PA      | $1926709.91   | 0.02%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2735000 | PA      | $2877736.92   | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      615000 | PA      | $603089.91    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     9839000 | PA      | $9903462.18   | 0.12%             | 2044-03-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      630000 | PA      | $413140.66    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5897130 | PA      | $5946199.68   | 0.07%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |      380000 | PA      | $394108.64    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      340000 | PA      | $330649.36    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-5014087.46  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2606146.48   | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $895100.72    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAR8<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     2360000 | PA      | $2080558.30   | 0.03%             | 2052-09-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                                                          | Fidelity Grand Harbour Clo 8 DAC                                                 | CUSIP: 000000000<br>LEI: 635400O6L2CRKHC3DD37 | Long             | ABS-CBDO         | CORP              | IE        |     6000000 | PA      | $7007935.05   | 0.09%             | 2040-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD BDT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2944.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                                                 | Mtp Abs Funding LLC                                                              | CUSIP: 55378HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12439000 | PA      | $12463772.27  | 0.15%             | 2056-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1160000 | PA      | $1115276.56   | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      198000 | PA      | $224857.42    | 0.00%             | 2041-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    26204993 | PA      | $1553327.40   | 0.02%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                            | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1654920.30   | 0.02%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5874000 | PA      | $6016884.87   | 0.07%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                            | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1212210.02   | 0.02%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                            | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     2260000 | PA      | $2646919.13   | 0.03%             | 2028-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       45000 | PA      | $52084.37     | 0.00%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1310000 | PA      | $1259401.11   | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                                                | Fressnapf Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |     2408000 | PA      | $2806902.37   | 0.03%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                       | Golar LNG Ltd                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     4475000 | PA      | $4585483.28   | 0.06%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W5AG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6327065 | PA      | $5950826.41   | 0.07%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1479080 | PA      | $1479819.53   | 0.02%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1591959.21   | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                                                            | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |     1130000 | PA      | $1122758.17   | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                                 | PHILADELPHIA PA REDEV AUTH                                                       | CUSIP: 717868KX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      600000 | PA      | $591870.00    | 0.01%             | 2045-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       52002 | PA      | $49370.78     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                                  | Cornell University                                                               | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $991554.81    | 0.01%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                       | TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU                     | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2125000 | PA      | $1638610.24   | 0.02%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAJ3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3620000 | PA      | $3876802.80   | 0.05%             | 2042-03-25      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| NEXANS SA                                                                           | Nexans SA                                                                        | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2975296.67   | 0.04%             | 2030-03-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $8288.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4575000 | PA      | $4552125.00   | 0.06%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-3 Ltd                                               | CUSIP: 056926AA6<br>LEI: 254900F12G9NRZWVR294 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1500270.75   | 0.02%             | 2038-07-23      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      960000 | PA      | $976751.80    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $1989.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                     | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $267776.19    | 0.00%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1558053.09   | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      650000 | PA      | $641836.44    | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                            | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      715000 | PA      | $754308.56    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1498551 | PA      | $1506764.39   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118402.72    | 0.00%             | 2028-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      210000 | PA      | $213562.73    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                                             | Dana Financing Luxembourg Sarl                                                   | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |     1365000 | PA      | $1680526.87   | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1476939.46   | 0.02%             | 2030-02-03      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      535000 | PA      | $558456.54    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                         | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7719000 | PA      | $7772263.42   | 0.10%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                               | Costa Rica Government International Bond                                         | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     6170000 | PA      | $6626580.00   | 0.08%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                            | Flora Food Management BV                                                         | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |     2114000 | PA      | $2395206.35   | 0.03%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2178.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                            | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      196125 | PA      | $186201.37    | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAJ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     8267000 | PA      | $8497566.63   | 0.11%             | 2041-12-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                             | John Deere Capital Corp                                                          | CUSIP: 24422EYH6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      600000 | PA      | $600079.53    | 0.01%             | 2028-01-07      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                    | Ascension Health                                                                 | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1674157.26   | 0.02%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W46U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6179016 | PA      | $6103430.51   | 0.08%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                               | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1916084.58   | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $15854.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     5801000 | PA      | $6447713.16   | 0.08%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                                               | ELFI Graduate Loan Program 2024-A LLC                                            | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705864 | PA      | $708813.95    | 0.01%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2057073 | PA      | $2224597.78   | 0.03%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Structured Agency Credit Risk 2026-DNA1                                          | CUSIP: 35564UCS4<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $499104.05    | 0.01%             | 2046-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                             | GoldenTree Loan Management US CLO 27 Ltd                                         | CUSIP: 38140AAC2<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4000734.40   | 0.05%             | 2039-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      350000 | PA      | $373261.70    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                 | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |      275000 | PA      | $276719.27    | 0.00%             | 2029-05-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                          | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     2778000 | PA      | $3142445.78   | 0.04%             | 2099-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7683000 | PA      | $7587919.80   | 0.09%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                            | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                                | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2020000 | PA      | $1684538.40   | 0.02%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753EAD8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5587000 | PA      | $5600323.32   | 0.07%             | 2046-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      710000 | PA      | $687160.15    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Armada Euro CLO                                                                     | Armada Euro Clo VI DAC                                                           | CUSIP: 000000000<br>LEI: 5493007EGG9FQTGU0L09 | Long             | ABS-CBDO         | CORP              | IE        |     1350000 | PA      | $1576545.35   | 0.02%             | 2039-04-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          35 | NC      | $-70535.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      419576 | PA      | $432045.21    | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3426001 | PA      | $3547761.00   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                 | NEW YORK NY                                                                      | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1959081.60   | 0.02%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                                     | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $202510.54    | 0.00%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-10603.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CBF7 T-LOCK @ 94.0431 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     9500000 | OU      | $59010.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2873114 | PA      | $2888579.16   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2025-A Owner Trust                                       | CUSIP: 89240JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143952 | PA      | $143949.19    | 0.00%             | 2027-11-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                                            | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $202800.00    | 0.00%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                    | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $486859.64    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427QXF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3844413 | PA      | $3867398.04   | 0.05%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                           | Gaci First Investment Co.                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      674000 | PA      | $684369.42    | 0.01%             | 2030-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--USA-CPI-U-20291202                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    10970000 | OU      | $186762.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-28394.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1590908 | PA      | $1587293.31   | 0.02%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427RKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3941470 | PA      | $3894763.94   | 0.05%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3646510.28   | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      760000 | PA      | $769628.15    | 0.01%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    13950000 | PA      | $14790528.51  | 0.18%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                             | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     3005000 | PA      | $3096400.20   | 0.04%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $10135.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3940000 | PA      | $3709510.00   | 0.05%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     2450000 | PA      | $2486429.05   | 0.03%             | 2041-12-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17575000 | PA      | $16946144.53  | 0.21%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                                                                 | Estonia Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |        3000 | PA      | $3473.47      | 0.00%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAC3<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     1236426 | PA      | $1234022.28   | 0.02%             | 2050-03-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7213603 | PA      | $6074285.20   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAC1<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     4520695 | PA      | $4503876.19   | 0.06%             | 2050-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      280000 | PA      | $329169.07    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                                            | Kazakhstan Government Bond - MEUKAM                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  2424156000 | PA      | $4058296.78   | 0.05%             | 2033-08-23      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0VW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      618301 | PA      | $638656.89    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QTUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3891930 | PA      | $4025398.12   | 0.05%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      750000 | PA      | $765000.00    | 0.01%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                                               | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1362682.24   | 0.02%             | 2032-11-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAB1<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     1850949 | PA      | $1861806.43   | 0.02%             | 2054-08-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BVBZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    50418989 | PA      | $2388443.30   | 0.03%             | 2055-03-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1235000 | PA      | $1486975.81   | 0.02%             | 2030-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      952000 | PA      | $1098488.75   | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    89781755 | PA      | $4272938.18   | 0.05%             | 2054-09-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $753508.12    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DS2V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3341608 | PA      | $3045315.04   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      251000 | PA      | $266785.39    | 0.00%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                               | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     2390000 | PA      | $2341124.50   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $291510.05    | 0.00%             | 2027-06-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crash Champions LLC                                                                 | Crash Champions LLC 2024 Term Loan B                                             | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |     1920114 | PA      | $1825068.56   | 0.02%             | 2029-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite LII Ltd                                                                | CUSIP: 559931AJ9<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2993688.90   | 0.04%             | 2039-01-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust 2026-A                    | CUSIP: 85856FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      305000 | PA      | $304750.30    | 0.00%             | 2029-01-22      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO 23 Ltd                                                                 | CUSIP: 00901JAG3<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2007998.20   | 0.02%             | 2038-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1297978 | PA      | $1182253.88   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      935000 | PA      | $871210.88    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1085676 | PA      | $1088853.96   | 0.01%             | 2032-10-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1725242.42   | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                               | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1378626.80   | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1435838.06   | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $418200.00    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                     | MV24 Capital BV                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      426828 | PA      | $429100.88    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                       | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    21240000 | PA      | $11065878.16  | 0.14%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                                  | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     1835000 | PA      | $2196285.45   | 0.03%             | 2029-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5835019 | PA      | $5916786.17   | 0.07%             | 2055-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      792048 | PA      | $562357.57    | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2026-B Owner Trust                                       | CUSIP: 89240QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $299959.05    | 0.00%             | 2029-02-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| AZELIS FINANCE NV                                                                   | Azelis Finance NV                                                                | CUSIP: 000000000<br>LEI: 699400J0P7A5VXKGK641 | Long             | DBT              | CORP              | BE        |     1419000 | PA      | $1691659.75   | 0.02%             | 2029-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC SERIES A NOTES                                                       | AITX FINCO LLC SERIES A NOTES                                                    | CUSIP: 000000000<br>LEI: 2549001H4B8JNJD86O40 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2982314.28   | 0.04%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3604002 | PA      | $3569065.78   | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2760000 | PA      | $2794217.10   | 0.03%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     8455000 | PA      | $8615680.85   | 0.11%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1031746 | PA      | $994893.62    | 0.01%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPFN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      208848 | PA      | $184069.82    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CO-OP GRP HLDS                                                                      | Co-operative Group Holdings 2011 Ltd                                             | CUSIP: 000000000<br>LEI: 213800TAO69X5H284Q39 | Long             | DBT              | CORP              | GB        |      715000 | PA      | $976239.79    | 0.01%             | 2026-07-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                    | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1007752.41   | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                        | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7343912 | PA      | $7354116.63   | 0.09%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         934 | NC      | $-4193005.88  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3956881 | PA      | $3497482.48   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QQT2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     7460000 | PA      | $5434676.04   | 0.07%             | 2032-01-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                      | Barings CLO Ltd 2025-V                                                           | CUSIP: 06765CAA3<br>LEI: 254900FQ7YGEJTO4G246 | Long             | ABS-CBDO         | CORP              | KY        |     1800000 | PA      | $1791990.18   | 0.02%             | 2038-10-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                                          | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1645777.02   | 0.02%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5560000 | PA      | $5417959.24   | 0.07%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3240000 | PA      | $3306079.80   | 0.04%             | 2035-09-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1250000 | PA      | $1261000.00   | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      545000 | PA      | $543512.08    | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1753378.86   | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2807000 | PA      | $2652575.14   | 0.03%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -23 | NC      | $36231.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                             | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7331000 | PA      | $7192801.05   | 0.09%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                                            | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2290000 | PA      | $2328130.79   | 0.03%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                    | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1036755.34   | 0.01%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                                                                  | Abertis Infraestructuras Finance BV                                              | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $936697.62    | 0.01%             | 2030-11-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      455000 | PA      | $429627.33    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       14329 | PA      | $7302.10      | 0.00%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3837000 | PA      | $3786749.11   | 0.05%             | 2056-03-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      885000 | PA      | $906765.69    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3031703 | PA      | $3020340.85   | 0.04%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                 | CommonSpirit Health                                                              | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $1585809.37   | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2015-P001                             | CUSIP: 3137FQY23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    27400000 | PA      | $967447.42    | 0.01%             | 2028-09-27      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7342042 | PA      | $7410832.46   | 0.09%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2831629.71   | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810TP3 T-LOCK @ 77.5926 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     4200000 | OU      | $-53172.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464288513-USD-SOFR-COMPOUND-20260619                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    24776299 | OU      | $262929.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                                              | B&M European Value Retail plc                                                    | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | JE        |     1232000 | PA      | $1732314.23   | 0.02%             | 2030-11-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| KAYNE ANDERSON BDC SERIES E                                                         | KAYNE ANDERSON BDC SERIES E                                                      | CUSIP: 000000000<br>LEI: 213800L27Z3YODNCUQ03 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6282839.17   | 0.08%             | 2030-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     8595000 | PA      | $8661181.50   | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                                                  | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |     1055000 | PA      | $1418480.10   | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Housing & Mortgage Finance Agency                                        | NEW JERSEY ST HSG & MTGE FIN AGY REVENUE                                         | CUSIP: 64613ABC5<br>LEI: 5493002ONULJL0FIGU24 | Long             | DBT              | MUN               | US        |      545000 | PA      | $544705.05    | 0.01%             | 2032-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    12585000 | PA      | $12894288.96  | 0.16%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                   | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      651000 | PA      | $637593.11    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                          | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |      933000 | PA      | $1045408.15   | 0.01%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2214000 | PA      | $2207734.82   | 0.03%             | 2032-02-17      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     1795000 | PA      | $1898164.04   | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6CB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9527354 | PA      | $9726873.39   | 0.12%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     1744000 | PA      | $2094003.84   | 0.03%             | 2054-10-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                            | New York Life Global Funding                                                     | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      710000 | PA      | $710557.20    | 0.01%             | 2026-08-28      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAF3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     1496000 | PA      | $1498741.27   | 0.02%             | 2065-07-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1274097.29   | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAE6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     4320400 | PA      | $4327199.02   | 0.05%             | 2065-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAC8<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |     2315000 | PA      | $2298271.81   | 0.03%             | 2055-11-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNNM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8735300 | PA      | $8753274.43   | 0.11%             | 2055-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAH7<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     5086000 | PA      | $5096982.71   | 0.06%             | 2058-01-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAD6<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |     5775000 | PA      | $5733351.86   | 0.07%             | 2055-11-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20300402                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      520000 | OU      | $-9716.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755BAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $499101.75    | 0.01%             | 2046-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                              | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1180297.36   | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6290000 | PA      | $6038400.00   | 0.07%             | 2035-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2222000 | PA      | $2257269.14   | 0.03%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                                          | Clover CLO 2020-1 LLC                                                            | CUSIP: 18914HAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1477525.50   | 0.02%             | 2037-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                                 | Honduras Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      200000 | PA      | $198706.00    | 0.00%             | 2030-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1234049 | PA      | $1237632.99   | 0.02%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20350402                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      117250 | OU      | $-3623.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3709148 | PA      | $3674524.57   | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5231204 | PA      | $4449458.18   | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAG8<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |      961672 | PA      | $951422.05    | 0.01%             | 2065-11-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| XUNTA DE GALICIA                                                                    | Xunta de Galicia                                                                 | CUSIP: 000000000<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | NUSS              | ES        |     6000000 | PA      | $7106314.73   | 0.09%             | 2031-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $409406.45    | 0.01%             | 2028-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      685000 | PA      | $684687.02    | 0.01%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                                              | Verisure Midholding AB                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     5609000 | PA      | $6589478.70   | 0.08%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                            | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      855000 | PA      | $842699.87    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      580000 | PA      | $760354.34    | 0.01%             | 2056-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                                                          | Palmer Square European CLO 2023-2 DAC                                            | CUSIP: 000000000<br>LEI: 549300EVQ1VRDUGS6I93 | Long             | ABS-CBDO         | CORP              | IE        |     1875000 | PA      | $2217162.53   | 0.03%             | 2038-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GQ5G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4114647 | PA      | $4213888.82   | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W2U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4554966 | PA      | $4583442.69   | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      760000 | PA      | $792311.46    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      690000 | PA      | $690696.21    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1632140.19   | 0.02%             | 2028-01-24      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                      | TEXAS ST                                                                         | CUSIP: 882725CP7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1502537.40   | 0.02%             | 2056-02-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM5                                                     | CUSIP: 00250AAC8<br>LEI: 984500B1KGB67O4A0631 | Long             | ABS-MBS          | CORP              | US        |      801034 | PA      | $798381.36    | 0.01%             | 2070-12-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                                           | LEX Trust 2026-450                                                               | CUSIP: 501970AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1387217.72   | 0.02%             | 2043-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                             | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     1025324 | PA      | $1155488.50   | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1159665.34   | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      865000 | PA      | $893321.09    | 0.01%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                      | SNF Group SACA                                                                   | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      757000 | PA      | $900621.87    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1041025.77   | 0.01%             | 2033-09-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    46466753 | PA      | $1613781.04   | 0.02%             | 2054-11-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |      968832 | PA      | $972133.68    | 0.01%             | 2031-12-26      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                            | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      320000 | PA      | $333053.86    | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                               | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |  1377750000 | PA      | $3156259.49   | 0.04%             | 2033-10-19      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1600000 | PA      | $1648827.20   | 0.02%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                                            | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $336212.17    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435633 | PA      | $443955.76    | 0.01%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2259099 | PA      | $2252162.77   | 0.03%             | 2069-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSPM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10489231 | PA      | $10578062.75  | 0.13%             | 2054-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      565000 | PA      | $565308.94    | 0.01%             | 2026-07-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      230000 | PA      | $208131.52    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      725000 | PA      | $721442.94    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |      788698 | PA      | $926001.92    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $213186.11    | 0.00%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1150000 | PA      | $1033921.88   | 0.01%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                             | BMW Vehicle Lease Trust 2026-1                                                   | CUSIP: 05594YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      305000 | PA      | $304806.02    | 0.00%             | 2028-07-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                       | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    11910000 | PA      | $5183460.67   | 0.06%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Bloomberg Short Term High Yield Bond ETF                          | State Street SPDR Bloomberg Short Term High Yield Bond ETF                       | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             | EC               | RF                | US        |     1408040 | NS      | $35496688.40  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2U9<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |      780000 | PA      | $755924.22    | 0.01%             | 2033-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                            | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      685000 | PA      | $670648.70    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXV Ltd                                                             | CUSIP: 89640BAY0<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |     5250000 | PA      | $5265382.50   | 0.07%             | 2039-01-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2665000 | PA      | $2338525.24   | 0.03%             | 2058-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |     1213000 | PA      | $1387389.81   | 0.02%             | 2027-02-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2065000 | PA      | $2167314.56   | 0.03%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CESAR SPA                                                                           | Cesar Spa                                                                        | CUSIP: 000000000<br>LEI: 815600136D7200E49057 | Long             | DBT              | CORP              | IT        |     1204000 | PA      | $1428121.40   | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     9150000 | PA      | $8623188.75   | 0.11%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3215913 | PA      | $3220084.95   | 0.04%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2693558.94   | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                                      | Tecpetrol SA                                                                     | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |      113000 | PA      | $115881.50    | 0.00%             | 2030-11-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      800000 | PA      | $803200.00    | 0.01%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0KG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6779453 | PA      | $6863747.01   | 0.08%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      800000 | PA      | $760894.56    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1193806 | PA      | $1211223.51   | 0.01%             | 2042-06-10      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6258791 | PA      | $5813545.74   | 0.07%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2896347.59   | 0.04%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUNFLOWER ELECTRIC 1ST MORT                                                         | SUNFLOWER ELECTRIC 1ST MORT                                                      | CUSIP: 000000000<br>LEI: 54930000XW28D8KI5603 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9882170.70   | 0.12%             | 2055-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0AL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      752513 | PA      | $664964.28    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     1535000 | PA      | $2195463.27   | 0.03%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754CAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11349000 | PA      | $11497471.02  | 0.14%             | 2040-01-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $769500.00    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $9119197.97   | 0.11%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                             | EIG Pearl Holdings Sarl                                                          | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     3695380 | PA      | $3378260.93   | 0.04%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                                 | Volkswagen Auto Loan Enhanced Trust 2024-1                                       | CUSIP: 92868RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71784 | PA      | $71808.69     | 0.00%             | 2027-11-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                               | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      830000 | PA      | $985866.89    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAN7<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $199545.77    | 0.00%             | 2029-05-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      930000 | PA      | $953038.89    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                                | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      175000 | PA      | $171144.20    | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                                            | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |     1720000 | PA      | $1986080.69   | 0.02%             | 2038-02-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2026-1 LLC                                                                   | CUSIP: 55400XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7784000 | PA      | $7772054.67   | 0.10%             | 2043-03-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                             | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1819000 | PA      | $2413611.96   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      385000 | PA      | $385924.39    | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     9750000 | PA      | $2175490.79   | 0.03%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-2 LLC                                                                   | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      554232 | PA      | $572238.14    | 0.01%             | 2040-11-20      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                            | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      840000 | PA      | $833487.65    | 0.01%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLT VII FINANCE SARL                                                                | PLT VII Finance Sarl                                                             | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |     1476000 | PA      | $1770833.20   | 0.02%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                                               | Republic of Ghana Government Bonds                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     8261083 | PA      | $704774.22    | 0.01%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3R43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      932961 | PA      | $954532.06    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4845000 | PA      | $4923474.47   | 0.06%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4402125 | PA      | $4439002.14   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      665139 | PA      | $654784.61    | 0.01%             | 2040-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-OAT FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -4 | NC      | $12806.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                                            | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     2075000 | PA      | $2108583.27   | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      255000 | PA      | $301740.28    | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAF6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1970000 | PA      | $1971576.00   | 0.02%             | 2065-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square Clo 2026-1 Ltd                                                     | CUSIP: 69704JAG7<br>LEI: 254900Y6UZ4R7YTZ7E82 | Long             | ABS-CBDO         | CORP              | KY        |     5175000 | PA      | $5199762.38   | 0.06%             | 2039-04-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3MN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      993456 | PA      | $1000446.65   | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAL5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      572000 | PA      | $567487.15    | 0.01%             | 2040-08-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3428000 | PA      | $3477242.53   | 0.04%             | 2042-10-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9726000 | PA      | $9665212.50   | 0.12%             | 2041-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                                     | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      200000 | PA      | $200640.00    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2494413.40   | 0.03%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VII Ltd                                                             | CUSIP: 89532XAL1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2011049.80   | 0.02%             | 2037-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     3640000 | PA      | $3612974.09   | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4475038 | PA      | $3933629.17   | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810RL4 T-LOCK @ 72.6363 05/28/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     1150000 | OU      | $-9155.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-PJ8                                     | CUSIP: 36272XAE2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      311991 | PA      | $311975.16    | 0.00%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1364544 | PA      | $1198013.42   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                                                      | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      279336 | PA      | $279834.04    | 0.00%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2047000 | PA      | $2402467.20   | 0.03%             | 2031-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2020000 | PA      | $2073025.00   | 0.03%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     6803000 | PA      | $8070642.57   | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       94634 | PA      | $113114.83    | 0.00%             | 2031-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3550000 | PA      | $3431071.45   | 0.04%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     4000000 | PA      | $4706175.72   | 0.06%             | 2030-03-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2420000 | PA      | $2425324.00   | 0.03%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $205753.53    | 0.00%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                             | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      320000 | PA      | $335992.32    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                                               | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       37000 | PA      | $43060.40     | 0.00%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAD1<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     2542000 | PA      | $2555762.13   | 0.03%             | 2070-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 43 Ltd                                                                        | CUSIP: 78110AAJ9<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |     3125000 | PA      | $3137237.81   | 0.04%             | 2039-10-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-C                                            | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89129 | PA      | $89137.95     | 0.00%             | 2027-09-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-68276.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     1220000 | PA      | $1238609.88   | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                                     | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |     1107000 | PA      | $1488204.72   | 0.02%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1173000 | PA      | $1397407.18   | 0.02%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      837000 | PA      | $948479.43    | 0.01%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                               | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     4670000 | PA      | $4993196.69   | 0.06%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                             | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     4395000 | PA      | $3851351.25   | 0.05%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10588000 | PA      | $7783826.65   | 0.10%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                      | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     5600000 | PA      | $5646263.84   | 0.07%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1296852.32   | 0.02%             | 2035-09-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                                                                | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      790000 | PA      | $924682.76    | 0.01%             | 2051-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HH7J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9156275 | PA      | $9238136.63   | 0.11%             | 2054-08-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1565206.26   | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |     1153000 | PA      | $1420728.47   | 0.02%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                                                       | Heimstaden AB                                                                    | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |     3760000 | PA      | $4606422.87   | 0.06%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                            | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      665000 | PA      | $663694.87    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2024-C                                              | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $300168.24    | 0.00%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                               | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     3100000 | PA      | $3565369.47   | 0.04%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAD0<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3481662.45   | 0.04%             | 2069-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 31 Clo Ltd                                                                | CUSIP: 36320KAG7<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1872956.40   | 0.02%             | 2038-07-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      605000 | PA      | $608863.52    | 0.01%             | 2028-04-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                            | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       13000 | PA      | $11387.92     | 0.00%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      441000 | PA      | $442717.25    | 0.01%             | 2026-08-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1970000 | PA      | $1617455.50   | 0.02%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1680000 | PA      | $1355195.59   | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      140000 | PA      | $165621.09    | 0.00%             | 2030-12-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $12278.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                                                    | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |     1275000 | PA      | $1483886.02   | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAF0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5176000 | PA      | $5224550.88   | 0.06%             | 2041-12-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                            | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2470000 | PA      | $2346475.55   | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                            | Province of British Columbia Canada                                              | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    29865000 | PA      | $21530898.41  | 0.27%             | 2057-06-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQ2E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1200196 | PA      | $1051876.74   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     6585000 | PA      | $6865744.89   | 0.09%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1254000 | PA      | $1498448.74   | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                            | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1297330.86   | 0.02%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      345000 | PA      | $385537.50    | 0.00%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2045293.34   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXW4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     5761000 | PA      | $6048734.87   | 0.07%             | 2042-05-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                                   | Trinidad & Tobago Government International Bond                                  | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     1595000 | PA      | $1622912.50   | 0.02%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182KAG3<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $984708.10    | 0.01%             | 2038-10-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $24409.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $975435.86    | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2940190 | PA      | $2893997.34   | 0.04%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      842266 | PA      | $739037.34    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                   | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $335785.26    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                                              | Odido Group Holding BV                                                           | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $934194.24    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      720000 | PA      | $751623.84    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                                        | Dufry One BV                                                                     | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |     2087000 | PA      | $2432850.13   | 0.03%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1633.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5425088 | PA      | $3275591.21   | 0.04%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9960191 | PA      | $10161085.70  | 0.13%             | 2055-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                                            | Abu Dhabi National Energy Co PJSC                                                | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     2980000 | PA      | $2839096.06   | 0.04%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BW4J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    45873552 | PA      | $2660381.60   | 0.03%             | 2055-08-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3001167.30   | 0.04%             | 2038-01-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $3010.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      371406 | PA      | $372675.99    | 0.00%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7837000 | PA      | $7790789.13   | 0.10%             | 2056-02-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-170.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80415RAD3<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1470000 | PA      | $1439176.89   | 0.02%             | 2056-02-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                         | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      330000 | PA      | $380828.85    | 0.00%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                            | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1904000 | PA      | $2218407.74   | 0.03%             | 2028-10-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     4300000 | PA      | $5371580.15   | 0.07%             | 2084-08-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      860000 | PA      | $836466.79    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                                      | Penta CLO 12 DAC                                                                 | CUSIP: 000000000<br>LEI: 549300DL63785U3TSU42 | Long             | ABS-CBDO         | CORP              | IE        |     2000000 | PA      | $2347902.63   | 0.03%             | 2038-11-09      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       34888 | PA      | $21413.20     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                               | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     2635000 | PA      | $2810182.71   | 0.03%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117252.66    | 0.00%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                   | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                 | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1416923.73   | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2609368.31   | 0.03%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755JAG8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11506000 | PA      | $11455718.78  | 0.14%             | 2045-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     8095000 | PA      | $8272142.89   | 0.10%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $2282392.98   | 0.03%             | 2031-06-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $25550.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2025-48 Ltd                                                              | CUSIP: 67123AAA6<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3949033.20   | 0.05%             | 2038-12-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      123000 | PA      | $143625.70    | 0.00%             | 2036-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                                  | Vertiv Holdings Co                                                               | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4766668.84   | 0.06%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    15650000 | PA      | $14330573.54  | 0.18%             | 2031-06-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2548197.14   | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                                 | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      625000 | PA      | $757111.24    | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                            | Cia de Minas Buenaventura SAA                                                    | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $205036.00    | 0.00%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1310000 | PA      | $1153782.50   | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      685000 | PA      | $666954.35    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER CORP SERIES JJ                                                           | CLIFFWATER CORP SERIES JJ                                                        | CUSIP: 000000000<br>LEI: 549300H513RTF4I5T758 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4816767.55   | 0.06%             | 2030-12-22      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2279802.20   | 0.03%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                    | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     2890000 | PA      | $3025384.94   | 0.04%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       28000 | PA      | $31322.49     | 0.00%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                       | Westlake Corp                                                                    | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     3970000 | PA      | $3925269.69   | 0.05%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 06418Y4L9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     8955000 | PA      | $6511139.07   | 0.08%             | 2032-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      805000 | PA      | $842516.57    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 24                                                                | CK Hutchison International 24 Ltd                                                | CUSIP: 17887UAA3<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |      203000 | PA      | $208336.84    | 0.00%             | 2029-04-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     4430000 | PA      | $4538738.78   | 0.06%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NCT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3807370 | PA      | $3773705.05   | 0.05%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      820000 | PA      | $816860.94    | 0.01%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4394921 | PA      | $3881896.47   | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                          | Lightpath Fiber Issuer LLC                                                       | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5700000 | PA      | $5679294.18   | 0.07%             | 2056-03-25      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2294388 | PA      | $2216477.98   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238834.85    | 0.00%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAZ7<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     3860000 | PA      | $3892506.60   | 0.05%             | 2058-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 42 Ltd                                                                        | CUSIP: 78109VAA5<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3991618.00   | 0.05%             | 2040-10-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                                                        | Gabx Leasing LLC                                                                 | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |     7605000 | PA      | $7508444.71   | 0.09%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BlackRock European CLO DAC                                                          | Blackrock European Clo XVI DAC                                                   | CUSIP: 000000000<br>LEI: 6354009JWTSUFPGGS872 | Long             | ABS-CBDO         | CORP              | IE        |     2750000 | PA      | $3256395.02   | 0.04%             | 2039-01-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Kettles Park CLO DAC                                                                | Kettles Park Clo DAC                                                             | CUSIP: 000000000<br>LEI: 6354001HUKZF2EQLLR72 | Long             | ABS-CBDO         | CORP              | IE        |     1500000 | PA      | $1760474.53   | 0.02%             | 2039-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      510000 | PA      | $517254.24    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                                                | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5974452.60   | 0.07%             | 2039-01-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AK5<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |     2875000 | PA      | $2831910.65   | 0.04%             | 2070-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      925000 | PA      | $934138.08    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                                  | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    20854000 | PA      | $6188533.59   | 0.08%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1530000 | PA      | $1546105.01   | 0.02%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2649726.75   | 0.03%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      957269 | PA      | $566975.36    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1435467.48   | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      636000 | PA      | $747051.99    | 0.01%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      900000 | PA      | $895141.76    | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4993361 | PA      | $4977428.03   | 0.06%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7570000 | PA      | $7842716.82   | 0.10%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4651000 | PA      | $4645186.25   | 0.06%             | 2042-02-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1826000 | PA      | $1899721.10   | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                            | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971AAK7<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $204419.00    | 0.00%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2981179.39   | 0.04%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2025-2 Ltd                                                        | CUSIP: 46151TAA4<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $957752.10    | 0.01%             | 2038-07-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                   | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       79000 | PA      | $91316.49     | 0.00%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                     | iShares Broad USD High Yield Corporate Bond ETF                                  | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |      194030 | NS      | $7223736.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4892000 | PA      | $4779997.17   | 0.06%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1320000 | PA      | $1498846.31   | 0.02%             | 2055-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4082406 | PA      | $4144831.57   | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                                                | Velocity Commercial Capital LLC                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1406312.08   | 0.02%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2452139.73   | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                                | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     2540000 | PA      | $2991551.44   | 0.04%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1441144 | PA      | $1391882.22   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5523000 | PA      | $5526451.88   | 0.07%             | 2041-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2585000 | PA      | $2462175.28   | 0.03%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QV4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4377522 | PA      | $4472530.38   | 0.06%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                              | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |     1553000 | PA      | $2175723.04   | 0.03%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8413064 | PA      | $8474855.15   | 0.10%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1078787.10   | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                       | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      270000 | PA      | $319179.70    | 0.00%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     6409038 | PA      | $6413908.55   | 0.08%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11950000 | PA      | $11816238.63  | 0.15%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3715000 | PA      | $3626633.97   | 0.04%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1021551.52   | 0.01%             | 2028-06-09      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                               | Indonesia Government International Bond                                          | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     4000000 | PA      | $3603587.76   | 0.04%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1950000 | PA      | $2326236.35   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                               | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |  1521800000 | PA      | $3956123.46   | 0.05%             | 2029-09-26      | Fixed         | 10.58%                | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    13431000 | PA      | $13537337.26  | 0.17%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2026-NQM2                                                     | CUSIP: 00038TAC6<br>LEI: 984500676AA49C11FP07 | Long             | ABS-MBS          | CORP              | US        |     8436717 | PA      | $8383161.02   | 0.10%             | 2071-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |     5482197 | PA      | $5441326.06   | 0.07%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8958245 | PA      | $8830651.91   | 0.11%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      142000 | PA      | $151620.50    | 0.00%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2274063.53   | 0.03%             | 2057-02-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED UZS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | UZ        |           1 | NC      | $13142.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                                             | Nigeria Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  7769943000 | PA      | $5923868.19   | 0.07%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2025-3                                                   | CUSIP: 14290FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      436274 | PA      | $436347.77    | 0.01%             | 2028-08-15      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                                       | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1093313.92   | 0.01%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   113125000 | PA      | $112134150.57 | 1.39%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                                 | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $2890978.82   | 0.04%             | 2029-03-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      485000 | PA      | $498780.79    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     6800000 | PA      | $8558655.90   | 0.11%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1065000 | PA      | $548891.01    | 0.01%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3718188 | PA      | $3703119.27   | 0.05%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED UAH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | UA        |           1 | NC      | $6884.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      202000 | PA      | $200192.10    | 0.00%             | 2030-09-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                         | Citibank NA                                                                      | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $1108878.64   | 0.01%             | 2027-11-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| NP KEYSTONE BUILDING 6 LLC                                                          | NP KEYSTONE BUILDING 6 LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9968166 | PA      | $9673185.21   | 0.12%             | 2044-12-31      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                           | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     3415000 | PA      | $3403302.60   | 0.04%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2712000 | PA      | $2730144.09   | 0.03%             | 2049-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                  | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2875329.05   | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                             | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11585000 | PA      | $11435207.22  | 0.14%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BYPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    54191504 | PA      | $3042159.31   | 0.04%             | 2056-01-25      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3509685 | PA      | $3544001.00   | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ILS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $109889.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                             | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11219070.60  | 0.14%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      550000 | PA      | $525717.28    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| County of Clark NV                                                                  | CLARK CNTY NV                                                                    | CUSIP: 180848N58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1564688.30   | 0.02%             | 2044-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1588950 | PA      | $1612175.68   | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                             | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     3185000 | PA      | $3176497.01   | 0.04%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                                                     | TVL Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |      708000 | PA      | $924741.36    | 0.01%             | 2028-04-28      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-11928.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHDE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3561239 | PA      | $3586043.38   | 0.04%             | 2054-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AC3<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |      514582 | PA      | $517497.40    | 0.01%             | 2054-05-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                            | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      565000 | PA      | $565500.13    | 0.01%             | 2027-11-08      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2512496 | PA      | $2487622.35   | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                                                        | TSB Bank PLC                                                                     | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117921.06    | 0.00%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-22

**Name of Applicant:** NEUBERGER BERMAN INCOME FUNDS

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer