# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009625
**Filing Date:** 2023-2
**Character Count:** 336761
**Document Hash:** e3f3023a87538226932d9540c542d143
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009625.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009625

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664356

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### Strategic Income Opportunities Trust (Series ID: S000008320)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022739 | NAV          |  |
| C000022740 | Series I     | JESNX           |
| C000022741 | Series II    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** Strategic Income Opportunities Trust

- **b. EDGAR series identifier (if any):** S000008320

- **c. LEI of Series:** GHVLU4RL6XOLROKM7S50

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $376755997.77

**Total Liabilities:** $1014070.84

**Net Assets:** $375741926.93

**Cash Not Reported:** $4076690.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -386.966794000000 | **1-Year:** -10664.782222000000 | **5-Year:** -31651.434647000000 | **10-Year:** -25498.803626000000 | **30-Year:** -9435.319380000000

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

- **3-Month:** -226.028132000000 | **1-Year:** -5527.152133000000 | **5-Year:** -26143.054054000000 | **10-Year:** -16886.366412000000 | **30-Year:** -1889.477965000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022739 | 0.55%                | 2.96%                | -0.25%               |
| Class ID C000022740 | 0.58%                | 2.95%                | -0.16%               |
| Class ID C000022741 | 0.52%                | 2.94%                | -0.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3428676.40             | $4889250.44                                |
| Month 2  | $-2655382.37             | $16330949.21                               |
| Month 3  | $-686801.74              | $-911474.12                                |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CSN Inova Ventures                                                              | CSN INOVA VENTURES COMPANY GUAR 144A 01/28 6.75               | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      835000 | PA      | $796750.24    | 0.21%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 09/24 1.5                                        | CANADIAN GOVERNMENT BOND BONDS 09/24 1.5                      | CUSIP: 135087J96<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      885000 | PA      | $626951.26    | 0.17%             | 2024-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                      | CANADA HOUSING TRUST NO 1 GOVT GUARANT 144A 12/25 1.95        | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1675000 | PA      | $1169691.84   | 0.31%             | 2025-12-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                      | CANADA HOUSING TRUST NO 1 GOVT GUARANT 144A 06/26 1.25        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1425000 | PA      | $964811.30    | 0.26%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/24 1.35           | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      315000 | PA      | $293611.86    | 0.08%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      260000 | PA      | $237597.31    | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 10/24 2.9                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      540000 | PA      | $511584.26    | 0.14%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5                           | DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5         | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      418015 | PA      | $354968.55    | 0.09%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 01/26 7.375                  | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      165000 | PA      | $168587.10    | 0.04%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2015 1A A2II 144A        | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850700 | PA      | $810670.31    | 0.22%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/27 3.9                               | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      325000 | PA      | $300028.70    | 0.08%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/26 3.125                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      190000 | PA      | $174616.67    | 0.05%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/31 3.625                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2235000 | PA      | $1894019.82   | 0.50%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                     | ECOLAB INC SR UNSECURED 01/24 1                               | CUSIP: 278865AX8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      330000 | PA      | $346616.66    | 0.09%             | 2024-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 05/45 5.875                         | CUSIP: 279158AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      235000 | PA      | $163573.74    | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 06/26 5.375                         | CUSIP: 279158AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      230000 | PA      | $216924.50    | 0.06%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5                        | BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5      | CUSIP: ZP0440690<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     5840000 | PA      | $157339.70    | 0.04%             | 2032-12-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-17127.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5662.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5295.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4747.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-7897.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3857.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $973706.40    | 0.26%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                                    | CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                  | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90988 | PA      | $86069.48     | 0.02%             | 2059-10-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| CT TRUST SR SECURED 144A 02/32 5.125                                            | CT TRUST SR SECURED 144A 02/32 5.125                          | CUSIP: 12659BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GT        |      360000 | PA      | $316113.26    | 0.08%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP SR UNSECURED 144A 03/27 5.75                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $831856.60    | 0.22%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 12/27 5.75                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1169830.00   | 0.31%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $14842.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $2199.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-427.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $126177.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $178651.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $140777.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                                     | FIDELITY NATIONAL INFORMATION SR UNSECURED 05/27 1.5          | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      820000 | PA      | $788739.26    | 0.21%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                                     | FIDELITY NATIONAL INFORMATION SR UNSECURED 12/28 1            | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      425000 | PA      | $379024.03    | 0.10%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      529052 | PA      | $468775.99    | 0.12%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 11/31 7.375                     | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1526068.75   | 0.41%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                       | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      890000 | PA      | $827921.10    | 0.22%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corporation                               | STATE BOARD OF ADMINISTRATION FLSGEN 07/30 FIXED 2.154        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      165000 | PA      | $135104.05    | 0.04%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      580000 | PA      | $434966.19    | 0.12%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      205000 | PA      | $183475.00    | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      255000 | PA      | $209314.20    | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      360000 | PA      | $297330.87    | 0.08%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875    | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      970000 | PA      | $867709.12    | 0.23%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2124000 | PA      | $1720036.44   | 0.46%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5      | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1618000 | PA      | $1387943.02   | 0.37%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1060000 | PA      | $682917.13    | 0.18%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/28 2.9                | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1815000 | PA      | $1278247.93   | 0.34%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 12/30 1.35               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5160000 | PA      | $3132889.81   | 0.83%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                          | PERTAMINA PERSERO PT SR UNSECURED 144A 07/29 3.65             | CUSIP: 69370PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      295000 | PA      | $269958.98    | 0.07%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                          | PERTAMINA PERSERO PT SR UNSECURED 144A 01/30 3.1              | CUSIP: 69370PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      255000 | PA      | $221239.85    | 0.06%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 09/23 6.125                          | CUSIP: 733174AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |     1625000 | PA      | $1610781.25   | 0.43%             | 2023-09-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QatarEnergy Trading LLC                                                         | QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3                   | CUSIP: 74730DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      295000 | PA      | $217562.50    | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $10040.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-135091.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $30371.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-20496.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4813.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $22170.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $7181.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-7853.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-8497.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $12001.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $11436.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $19904.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $3051.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4677.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5420.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $17167.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1516.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-1366.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $140529.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $1667.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $4915.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-17034.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $4967.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $144750.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-10431.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $16596.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $16229.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $133888.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $12896.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $6133.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $117172.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $14903.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $114708.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $9821.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $124346.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $16858.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $16411.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $2935.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $64635.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $55735.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $56760.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $17846.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $221.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $414498.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $218913.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $8497.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-1700.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-10534.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 11/31 4.625                         | CUSIP: 279158AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      435000 | PA      | $332270.33    | 0.09%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125  | CUSIP: 29135LAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      730000 | PA      | $676893.96    | 0.18%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875  | CUSIP: 29135LAJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      475000 | PA      | $401987.75    | 0.11%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7                      | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7    | CUSIP: 29135LAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      465000 | PA      | $383353.44    | 0.10%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | ENCANA CORP COMPANY GUAR 08/34 6.5                            | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      835000 | PA      | $840216.53    | 0.22%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 02/38 6.5                            | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      540000 | PA      | $535001.93    | 0.14%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 11/29 3.125                         | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      990000 | PA      | $863137.56    | 0.23%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 02/28 3.875     | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |      630000 | PA      | $583758.00    | 0.16%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Limited                                         | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/31 4.375   | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      440000 | PA      | $365940.74    | 0.10%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      795882 | PA      | $792930.00    | 0.21%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $11790.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                | QNB FINANCE LTD COMPANY GUAR REGS 03/24 3.5                   | CUSIP: AX8006402<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      330000 | PA      | $322650.57    | 0.09%             | 2024-03-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 04/26 7.27                                          | INDIA GOVERNMENT BOND BONDS 04/26 7.27                        | CUSIP: AX9926871<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    15300000 | PA      | $185023.37    | 0.05%             | 2026-04-08      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE SA SR UNSECURED REGS 06/27 0.375                        | CUSIP: AZ1702994<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $278222.10    | 0.07%             | 2027-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 06/35 7.5                | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  5250000000 | PA      | $347364.56    | 0.09%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 07/34 3.828             | CUSIP: AZ4602308<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     1965000 | PA      | $431856.51    | 0.11%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0                            | SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0          | CUSIP: BH2918028<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      865000 | PA      | $834833.86    | 0.22%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 04/25 0.2         | CUSIP: BH4726221<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      285000 | PA      | $284512.79    | 0.08%             | 2025-04-07      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7                    | PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7  | CUSIP: BH4959673<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |      435000 | PA      | $419790.25    | 0.11%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 04/25 1.99                                          | CHINA GOVERNMENT BOND BONDS 04/25 1.99                        | CUSIP: BH5574455<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    12420000 | PA      | $1767854.41   | 0.47%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD NOK                                                             | BOUGHT CAD/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-2546.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD NZD                                                             | BOUGHT CAD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-23363.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD CAD                                                             | BOUGHT NOK/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-117.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD NZD                                                             | BOUGHT CAD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1493.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD AUD                                                             | BOUGHT NZD/SOLD AUD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-1419.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $8480.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-6081.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD NZD                                                             | BOUGHT CAD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $21415.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $6751.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $8384.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                          | FS LUXEMBOURG SARL SR SECURED 144A 12/25 10                   | CUSIP: 30315XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      870000 | PA      | $873854.10    | 0.23%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3132DN5A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      809054 | PA      | $806052.52    | 0.21%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3132DNW82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      553534 | PA      | $553383.05    | 0.15%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3132DPAE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      861779 | PA      | $855418.05    | 0.23%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3132DPAX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1109586 | PA      | $1109284.26   | 0.30%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                           | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      736127 | PA      | $744659.74    | 0.20%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1362720 | PA      | $1314815.50   | 0.35%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED 5.5                            | CUSIP: 3140QQVF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2618796 | PA      | $2635240.39   | 0.70%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2120727 | PA      | $2063405.92   | 0.55%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      593990 | PA      | $602546.59    | 0.16%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1525740 | PA      | $1543426.04   | 0.41%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | PERUSAHAAN PENERBIT SBSN INDON SR UNSECURED 144A 03/27 4.15   | CUSIP: 71567PAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      940000 | PA      | $921200.00    | 0.25%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                     | PERUSAHAAN LISTRIK NEGARA PT SR UNSECURED 144A 05/27 4.125    | CUSIP: 71568PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1440000 | PA      | $1382400.00   | 0.37%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Trading S.a. r.l.                                           | PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125          | CUSIP: 71677WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      505000 | PA      | $480638.80    | 0.13%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25        | CUSIP: 718286BM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    43000000 | PA      | $701878.47    | 0.19%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                               | PINNACLE WEST CAPITAL CORP SR UNSECURED 06/25 1.3             | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      355000 | PA      | $323191.31    | 0.09%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625               | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1181388.05   | 0.31%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      285000 | PA      | $257900.78    | 0.07%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      725000 | PA      | $609478.90    | 0.16%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625                     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $154854.00    | 0.04%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875                     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875   | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      503000 | PA      | $355822.20    | 0.09%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-756173.51   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/44 5.625       | CUSIP: 195325BR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      235000 | PA      | $172342.54    | 0.05%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR         | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1887000.00   | 0.50%             | 2058-05-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/25 0.875                            | CUSIP: 037833CV0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      865000 | PA      | $880006.84    | 0.23%             | 2025-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 03/29 4.5         | CUSIP: 195325DP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      235000 | PA      | $203051.71    | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/32 3.25        | CUSIP: 195325DZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      955000 | PA      | $694473.51    | 0.18%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A                              | COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A            | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      359609 | PA      | $347033.35    | 0.09%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A           | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      732532 | PA      | $728741.56    | 0.19%             | 2042-09-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTL BK RECON + DEVELOP 01/27 1.8                             | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      625000 | PA      | $426066.29    | 0.11%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      740000 | PA      | $543683.87    | 0.14%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY B 144A                            | INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY B 144A          | CUSIP: 46117NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640000 | PA      | $635791.81    | 0.17%             | 2039-08-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | ISRAEL ELECTRIC CORP LTD SR SECURED 144A 06/23 6.875          | CUSIP: 46507MAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      390000 | PA      | $391871.96    | 0.10%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25                          | REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25        | CUSIP: 465410CA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      742000 | PA      | $643612.28    | 0.17%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75                      | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75    | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $701028.30    | 0.19%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625                     | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1070000 | PA      | $866700.00    | 0.23%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 09/24 VAR                  | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      950000 | PA      | $916130.20    | 0.24%             | 2024-09-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 02/25 VAR                  | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $961941.04    | 0.26%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1323534.42   | 0.35%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SVCS INC TERM LOAN B 1                                | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       77000 | PA      | $76398.63     | 0.02%             | 2025-03-11      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE 05/39 1                                                | BOCA COMMERCIAL MORTGAGE 05/39 1                              | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $288958.89    | 0.08%             | 2039-05-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-PSB BX 2022 GPA A                                                 | BX TRUST BX 2022 GPA A                                        | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      795000 | PA      | $790021.47    | 0.21%             | 2039-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $3527.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3382331 | PA      | $35196.88     | 0.01%             | 2047-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3493478 | PA      | $46049.29     | 0.01%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3602992 | PA      | $45405.98     | 0.01%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      165000 | PA      | $181345.05    | 0.05%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORPORATION 2021 TERM LOAN B                            | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       86348 | PA      | $84465.19     | 0.02%             | 2028-06-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORPORATION 2021 TERM LOAN C                            | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       16480 | PA      | $16120.57     | 0.00%             | 2028-06-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      710000 | PA      | $643409.10    | 0.17%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      485000 | PA      | $388388.00    | 0.10%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A                                | HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A              | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      344023 | PA      | $304588.18    | 0.08%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      240000 | PA      | $200634.38    | 0.05%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 144A 07/26 6.625          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      372000 | PA      | $363913.34    | 0.10%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375  | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $592152.00    | 0.16%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                                     | ZIMMER BIOMET HOLDINGS INC SR UNSECURED 11/24 1.45            | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      630000 | PA      | $585697.72    | 0.16%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/27 2       | CUSIP: AL0115470<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      910000 | PA      | $582875.16    | 0.16%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 02/27 1                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 02/27 1.75             | CUSIP: AM5012761<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     8900000 | PA      | $863154.95    | 0.23%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 06/27 2.125                         | CUSIP: AM6598552<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  1303700000 | PA      | $959600.44    | 0.26%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 05/27 3       | CUSIP: AM9619967<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1260000 | PA      | $818586.58    | 0.22%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 09/24 4.059             | CUSIP: AN0398643<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     3895000 | PA      | $888880.44    | 0.24%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 05/24 1.375     | CUSIP: AN5498158<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      983000 | PA      | $1029897.90   | 0.27%             | 2024-05-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 11/27 3.899             | CUSIP: AN5746564<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     3370000 | PA      | $765866.56    | 0.20%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                           | DB INSURANCE CO LTD SUBORDINATED 05/24 3.512                  | CUSIP: AN6293640<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |  1000000000 | PA      | $776696.16    | 0.21%             | 2024-05-25      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                           | DB INSURANCE CO LTD SUBORDINATED 05/27 3.865                  | CUSIP: AN6293699<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |  1000000000 | PA      | $760065.13    | 0.20%             | 2027-05-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 07/24 2.15   | CUSIP: AO3129357<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      740000 | PA      | $774472.38    | 0.21%             | 2024-07-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/38 7.5                | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  5584000000 | PA      | $368998.65    | 0.10%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2                             | HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2           | CUSIP: AQ1829367<br>LEI: N/A                  | Long             | DBT              | NUSS              | GR        |      685000 | PA      | $729591.61    | 0.19%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sweden Government International Bond                                            | SWEDEN GOVERNMENT INTERNATIONA SR UNSECURED 144A 04/23 0.125  | CUSIP: AQ7883210<br>LEI: N/A                  | Long             | DBT              | NUSS              | SE        |      955000 | PA      | $1015030.99   | 0.27%             | 2023-04-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 03/25 3.882             | CUSIP: AR6908263<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     2835000 | PA      | $646408.00    | 0.17%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 06/25 6.5                | CUSIP: AZ8693832<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 27798000000 | PA      | $1800305.76   | 0.48%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-119594.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $117402.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-206034.83   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-67045.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-67851.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $24714.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-202399.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-111127.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-60427.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-316.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-1060.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $460.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-23204.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-229747.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-78100.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-87162.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-7863.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $18683.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD GBP                                                             | BOUGHT JPY/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $12636.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-161.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD JPY                                                             | BOUGHT GBP/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-27229.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $18562.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-119007.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-127364.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-191220.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-180495.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $213856.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $204425.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $17848.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      672847 | PA      | $669482.42    | 0.18%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      792927 | PA      | $790470.17    | 0.21%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1165000 | PA      | $1171184.52   | 0.31%             | 2042-05-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                                     | GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                   | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      404044 | PA      | $394754.89    | 0.11%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 10/30 3.75                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      475000 | PA      | $409434.49    | 0.11%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO COMMON STOCK USD.01                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       11358 | NS      | $382083.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 11/24 3.5         | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      825000 | PA      | $794423.17    | 0.21%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/24 1.2         | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1009085.64   | 0.27%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/32 5.5    | CUSIP: 37959DAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      550000 | PA      | $469016.56    | 0.12%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch B.V.                                                              | GREENKO DUTCH BV COMPANY GUAR 144A 03/26 3.85                 | CUSIP: 39530LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      587325 | PA      | $507918.66    | 0.14%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5                        | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $195116.36    | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3217000 | PA      | $3023893.72   | 0.80%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25                 | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      915000 | PA      | $1098915.00   | 0.29%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 01/25 6.45                | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16702.47     | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/27 4.375     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      335000 | PA      | $293150.27    | 0.08%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                          | STIFEL FINANCIAL CORP PREFERRED STOCK 4.5                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |       32750 | NS      | $528912.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 06/25 1.15                          | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      630000 | PA      | $576397.64    | 0.15%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 12/23 0.6                           | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192088.07    | 0.05%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Swiss Insured Brazil Power Finance S.a r.l.                                     | SWISS INSURED BRAZIL POWER FIN SR SECURED 144A 07/32 9.85     | CUSIP: 870880AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     8090710 | PA      | $1321698.45   | 0.35%             | 2032-07-16      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/28 4.75                      | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      165000 | PA      | $160427.49    | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE PREFERRED STOCK 02/24 6.875                      | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |       13600 | NS      | $1387336.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE SR UNSECURED 144A 07/30 3.95                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      160000 | PA      | $141120.00    | 0.04%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 03/24 0.9                             | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      315000 | PA      | $299130.14    | 0.08%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5                        | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      970000 | PA      | $932797.11    | 0.25%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75                       | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $722025.11    | 0.19%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM COMPANY GUAR 03/27 5.125                                | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1188687.50   | 0.32%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAP/GLOBA 10/23 1.15                           | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1275000 | PA      | $1226785.91   | 0.33%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA SR UNSECURED 07/25 4                               | CUSIP: 008911BF5<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $593425.88    | 0.16%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      750000 | PA      | $659769.55    | 0.18%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 06/24 1.25                  | CUSIP: 018489AB0<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      520000 | PA      | $530110.59    | 0.14%             | 2024-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625                 | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $291288.90    | 0.08%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN                      | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      605000 | PA      | $601690.65    | 0.16%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                                    | AMERICAN AIRLINES GROUP INC COMPANY GUAR 07/25 6.5            | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1470330.00   | 0.39%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER 08/25 6.125                           | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |       19950 | NS      | $1029021.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-80362.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $-18231.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-136523.87   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-134722.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-135139.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-54746.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-56317.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-54699.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-53451.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-13339.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-12999.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-11608.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-11772.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-10723.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-10020.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $31843.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-9435.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-8965.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-11358.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-13967.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/31 3.625             | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $958380.88    | 0.26%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1040183.50   | 0.28%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      445000 | PA      | $410025.23    | 0.11%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A        | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      540000 | PA      | $535280.40    | 0.14%             | 2042-08-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A        | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      819326 | PA      | $819826.45    | 0.22%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A        | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      617675 | PA      | $619739.32    | 0.16%             | 2052-03-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      365000 | PA      | $361917.39    | 0.10%             | 2042-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1718386.20   | 0.46%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/28 4.125                 | CUSIP: 35671DCE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $129500.67    | 0.03%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      985000 | PA      | $917423.57    | 0.24%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE COMMON STOCK USD5.0                             | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        4023 | NS      | $766341.27    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/27 5.04                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1023591.76   | 0.27%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2365925.23   | 0.63%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                          | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                 | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      480000 | PA      | $342632.85    | 0.09%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-172375.59   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-274453.08   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $18903.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $39188.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-16927.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-5437.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $19939.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD EUR                                                             | BOUGHT MXN/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-8036.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-15869.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $18243.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $15898.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-1091.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD MXN                                                             | BOUGHT EUR/SOLD MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $6020.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5    | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      570000 | PA      | $484761.40    | 0.13%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      585000 | PA      | $453179.84    | 0.12%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRAZOS SECURITIZATION LLC SR SECURED 144A 03/34 5.014                           | BRAZOS SECURITIZATION LLC SR SECURED 144A 03/34 5.014         | CUSIP: 106230AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $713830.23    | 0.19%             | 2031-09-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100188 | PA      | $99491.76     | 0.03%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204297 | PA      | $203572.78    | 0.05%             | 2042-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A           | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1240000 | PA      | $1200323.97   | 0.32%             | 2042-04-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A           | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      256781 | PA      | $253506.12    | 0.07%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A           | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379239 | PA      | $383961.99    | 0.10%             | 2042-05-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1386981.88   | 0.37%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $893269.98    | 0.24%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC SR UNSECURED 07/25 1.35                      | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      156000 | PA      | $141914.33    | 0.04%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 01/31 2.25        | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      215000 | PA      | $172479.86    | 0.05%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $106730.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $104985.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $27477.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $5591.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $11202.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $4676.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4009.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-6974.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-7461.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4435.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-6434.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-14473.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-14303.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-33345.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $145710.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-19453.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $130793.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $114537.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $117709.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $246569.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE FINANCE II SARL COMPANY GUAR 03/28 0.45             | CUSIP: 23291KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1630000 | PA      | $1490534.70   | 0.40%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2019 1A A2II 144A                  | CUSIP: 233046AK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      469238 | PA      | $435149.74    | 0.12%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                             | DANAHER CORP PREFERRED STOCK 04/23 5                          | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |         805 | NS      | $1092022.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125         | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1054845.92   | 0.28%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $179056.78    | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      390000 | PA      | $350696.36    | 0.09%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1065902.72   | 0.28%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc.                                                         | CHUBB INA HOLDINGS INC COMPANY GUAR 12/24 0.3                 | CUSIP: 171239AE6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      875000 | PA      | $872315.30    | 0.23%             | 2024-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/29 4.625            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1309062.50   | 0.35%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/31 4.875            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      790000 | PA      | $697563.00    | 0.19%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| DPL Inc.                                                                        | DPL INC                                                       | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1250199.57   | 0.33%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                              | DTE ENERGY CO SR UNSECURED 06/25 1.05                         | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      340000 | PA      | $307959.53    | 0.08%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      640000 | PA      | $566400.00    | 0.15%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 09/24 0.75          | CUSIP: 883556BP6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      282000 | PA      | $288751.05    | 0.08%             | 2024-09-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 01/26 1.4           | CUSIP: 883556BU5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      468000 | PA      | $469790.40    | 0.13%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Holdings Inc.                                              | PICARD MIDCO INC SR SECURED 144A 03/29 6.5                    | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $362180.92    | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      960000 | PA      | $998400.00    | 0.27%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5     | CUSIP: 89157FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      895000 | PA      | $784687.04    | 0.21%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 04/30 4.1              | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1060000 | PA      | $971031.27    | 0.26%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 10/24 1                | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      631000 | PA      | $584006.17    | 0.16%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company LLC                                      | TRANSCONTINENTAL GAS PIPE LINE SR UNSECURED 05/30 3.25        | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $69423.49     | 0.02%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5                 | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      895000 | PA      | $729272.97    | 0.19%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8                        | BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8      | CUSIP: 89835RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      215000 | PA      | $117175.00    | 0.03%             | 2032-12-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-137278.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-188294.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-177066.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $56960.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $29287.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-22436.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-34197.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                        | DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1265862.50   | 0.34%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35                          | DELL INTERNATIONAL LLC / EMC C SR SECURED 07/46 8.35          | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      541000 | PA      | $616340.82    | 0.16%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC COMMON STOCK USD.0001                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       11986 | NS      | $393859.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      828359 | NS      | $8280110.60   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE SR UNSECURED REGS 09/27 0.375                         | CUSIP: ZP3887491<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      315000 | PA      | $295003.30    | 0.08%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 03/25 1.25    | CUSIP: ZQ2795008<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1370000 | PA      | $880748.36    | 0.23%             | 2025-03-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV SR UNSECURED REGS 09/26 0.375                  | CUSIP: ZR5456655<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      130000 | PA      | $122723.82    | 0.03%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 03/28 0.5           | CUSIP: ZR7668885<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      650000 | PA      | $597764.19    | 0.16%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 10/29 6.45                                          | INDIA GOVERNMENT BOND SR UNSECURED 10/29 6.45                 | CUSIP: ZR8860481<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    33000000 | PA      | $380349.37    | 0.10%             | 2029-10-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0                            | SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0          | CUSIP: ZS0772682<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      875000 | PA      | $899096.03    | 0.24%             | 2024-07-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 05/27 0.875       | CUSIP: ZS5626230<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     1465000 | PA      | $1378212.80   | 0.37%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-24262.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-74593.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $21760.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I SR SECURED 144A 12/29 6        | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      670000 | PA      | $665812.50    | 0.18%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 2.75                     | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      995000 | PA      | $797554.69    | 0.21%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                        | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5975000 | PA      | $4920505.83   | 1.31%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1800000 | PA      | $1188773.44   | 0.32%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/42 2.375                    | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4210000 | PA      | $3214400.76   | 0.86%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2235000 | PA      | $1841430.47   | 0.49%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/27 1.5                      | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4680000 | PA      | $4225345.30   | 1.12%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/26 0.5                      | CUSIP: 91282CBQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1775000 | PA      | $1581622.07   | 0.42%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                    | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2374000 | PA      | $2013912.42   | 0.54%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $15048.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $15500.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $31435.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $21642.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-107575.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-106691.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-105593.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $22013.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $7752.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-120138.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-99248.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $10363.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $11809.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-93641.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-87170.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-26912.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-26004.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-19148.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-268.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-9428.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $134.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $316.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-17326.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-9135.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 04/26 1.5    | CUSIP: BH6763701<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      680000 | PA      | $381602.44    | 0.10%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/24 0.25        | CUSIP: BH7282321<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     2210000 | PA      | $1417571.09   | 0.38%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2                   | HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2 | CUSIP: BH8301500<br>LEI: N/A                  | Long             | DBT              | NUSS              | GR        |      779000 | PA      | $780040.36    | 0.21%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1                   | ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1 | CUSIP: BI0195932<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     1325000 | PA      | $1362341.18   | 0.36%             | 2025-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 12/30 1           | CUSIP: BJ3916126<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      905000 | PA      | $489275.83    | 0.13%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE SR UNSECURED REGS 06/30 1.625                       | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | FR        |      255000 | PA      | $238774.89    | 0.06%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5                        | HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5      | CUSIP: BJ9482271<br>LEI: N/A                  | Long             | DBT              | NUSS              | GR        |     1020000 | PA      | $884395.54    | 0.24%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5                                     | NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5                   | CUSIP: BK0089494<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     4135000 | PA      | $2466535.27   | 0.66%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                            | CELLNEX TELECOM SA SR UNSECURED 06/29 1.875                   | CUSIP: BK0950067<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $437130.45    | 0.12%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT FIVE YEAR BON BONDS 06/25 0.1                                  | JAPAN GOVERNMENT FIVE YEAR BON BONDS 06/25 0.1                | CUSIP: BK4459446<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   447900000 | PA      | $3416410.69   | 0.91%             | 2025-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 11/23 2.88                                          | CHINA GOVERNMENT BOND BONDS 11/23 2.88                        | CUSIP: BM1605906<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    14670000 | PA      | $2122743.47   | 0.56%             | 2023-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/24 2.748             | CUSIP: BM9458266<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      316000 | PA      | $361016.68    | 0.10%             | 2024-06-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1         | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      261000 | PA      | $202929.26    | 0.05%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 01/28 0.25      | CUSIP: BN6710287<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       80000 | PA      | $70201.35     | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5                                     | NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5                   | CUSIP: BN7879297<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     2810000 | PA      | $1551968.84   | 0.41%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/25 0.25                     | CUSIP: BQ2520402<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      335000 | PA      | $376236.78    | 0.10%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/27 5.125                     | CUSIP: BQ3771400<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  6216000000 | PA      | $383964.53    | 0.10%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/32 6.375                     | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 30847000000 | PA      | $1904355.09   | 0.51%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                  | CUSIP: BQ4051935<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    33840000 | PA      | $376418.55    | 0.10%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 08/26 2.69                                          | CHINA GOVERNMENT BOND BONDS 08/26 2.69                        | CUSIP: BQ8787179<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     4220000 | PA      | $608712.30    | 0.16%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT BOND BONDS 11/26 1.25                                      | SINGAPORE GOVERNMENT BOND BONDS 11/26 1.25                    | CUSIP: BS0544053<br>LEI: N/A                  | Long             | DBT              | NUSS              | SG        |      905000 | PA      | $638108.43    | 0.17%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/25 5                                                     | MEXICAN BONOS BONDS 03/25 5                                   | CUSIP: BS4948482<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    22890000 | PA      | $1064934.45   | 0.28%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 11/26 2.875       | CUSIP: BS5174880<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      715000 | PA      | $415878.30    | 0.11%             | 2026-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 03/27 2.375                         | CUSIP: BT2695174<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  3972830000 | PA      | $2966108.69   | 0.79%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Limited                                                      | SINGAPORE AIRLINES LTD SR UNSECURED REGS 01/29 3.375          | CUSIP: BT4847609<br>LEI: 549300ZG62N2599PWR15 | Long             | DBT              | CORP              | SG        |      420000 | PA      | $374957.48    | 0.10%             | 2029-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2         | CUSIP: BU3225572<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    10990000 | PA      | $1027014.87   | 0.27%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | THE ISRAEL ELECTRIC CORPORATIO 02/32 3.75                     | CUSIP: BU3987486<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      490000 | PA      | $428599.08    | 0.11%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/26 2.7         | CUSIP: BV4039590<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      582000 | PA      | $378248.93    | 0.10%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO SR UNSECURED 144A REGS 07/32 1                   | PORTUGAL OBRIGACOES DO TESOURO SR UNSECURED 144A REGS 07/32 1 | CUSIP: BV7504327<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |     1780000 | PA      | $1618087.82   | 0.43%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005                                | JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005              | CUSIP: BV8940330<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   107000000 | PA      | $808855.99    | 0.22%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 09/24 3.125                         | CUSIP: BY0255863<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  1248530000 | PA      | $977174.48    | 0.26%             | 2024-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 02/26 3.6             | CUSIP: BY4490649<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     1395000 | PA      | $932208.49    | 0.25%             | 2026-02-24      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 06/27 7.5                                                   | MEXICAN BONOS BONDS 06/27 7.5                                 | CUSIP: EG1116375<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    44140000 | PA      | $2135001.96   | 0.57%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/26 5.75                                                  | MEXICAN BONOS BONDS 03/26 5.75                                | CUSIP: QJ1649335<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    24110000 | PA      | $1119107.84   | 0.30%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/31 8.75               | CUSIP: UV4168299<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 17423000000 | PA      | $1246292.23   | 0.33%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-2955.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-6642.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-2404.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1557.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1897.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-18.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-2593.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-191.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-684.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-82.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $206486.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $55374.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 09/26 8.375              | CUSIP: EI4133860<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 12897000000 | PA      | $884576.18    | 0.24%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/31 7.75                                                  | MEXICAN BONOS BONDS 05/31 7.75                                | CUSIP: EI8047355<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    40230000 | PA      | $1910390.81   | 0.51%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/23 2                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 05/23 2                | CUSIP: EJ2026312<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     5505000 | PA      | $559441.26    | 0.15%             | 2023-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/33 6.625              | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  6431000000 | PA      | $401410.24    | 0.11%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 04/33 3.844             | CUSIP: EJ6316693<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     4313000 | PA      | $955807.80    | 0.25%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 06/28 3.733             | CUSIP: EJ7152766<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     1930000 | PA      | $432760.77    | 0.12%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 03/29 9                  | CUSIP: EJ8243903<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  6709000000 | PA      | $479359.00    | 0.13%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED REGS 07/24 5.25                | CUSIP: EK0109117<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      764000 | PA      | $528173.18    | 0.14%             | 2024-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                 | CUSIP: EK0169285<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    11135000 | PA      | $2016880.19   | 0.54%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5                         | NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5       | CUSIP: EK3508679<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      755000 | PA      | $477954.65    | 0.13%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED 07/25 4.25                     | CUSIP: EK3777555<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     1070000 | PA      | $726765.78    | 0.19%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/27 4.5         | CUSIP: EK7947402<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     1190000 | PA      | $732459.48    | 0.19%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 03/25 1                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 03/25 1.75             | CUSIP: EK7957005<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    10750000 | PA      | $1065885.81   | 0.28%             | 2025-03-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 10/25 2.75   | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      500000 | PA      | $327153.90    | 0.09%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT BOND BONDS 06/25 2.375                                     | SINGAPORE GOVERNMENT BOND BONDS 06/25 2.375                   | CUSIP: EK9375735<br>LEI: N/A                  | Long             | DBT              | NUSS              | SG        |      650000 | PA      | $478650.99    | 0.13%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5                                | NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5              | CUSIP: JK1115662<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     7640000 | PA      | $743385.03    | 0.20%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 10/26 3                   | CUSIP: JK7101237<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      565000 | PA      | $367248.47    | 0.10%             | 2026-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                 | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      900000 | PA      | $156680.37    | 0.04%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 11/26 3.9                      | CUSIP: LW1697165<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     1805000 | PA      | $410631.43    | 0.11%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                   | BNG BANK NV SR UNSECURED REGS 06/24 0.25                      | CUSIP: LW2835434<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      395000 | PA      | $406019.01    | 0.11%             | 2024-06-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 06/23 2.625  | CUSIP: LW3759161<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      850000 | PA      | $907444.22    | 0.24%             | 2023-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| 23755720 MFC GLOBAL FXVANILLAOPTION---20230405                                  | 23755720 MFC GLOBAL FXVANILLAOPTION---20230405                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     9285000 | PA      | $-17845.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 23755643 MFC GLOBAL FXVANILLAOPTION---20230405                                  | 23755643 MFC GLOBAL FXVANILLAOPTION---20230405                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     9285000 | PA      | $60826.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND BONDS REGS 11/31 1                  | CUSIP: ZO1145564<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      930000 | PA      | $491298.94    | 0.13%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 09/25 0.375           | CUSIP: ZO1774181<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     1240000 | PA      | $688857.99    | 0.18%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 01/28 0.5                    | CUSIP: ZO2933323<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      270000 | PA      | $237398.38    | 0.06%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375                         | JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375       | CUSIP: ZO4141503<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $220149.42    | 0.06%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25         | CUSIP: ZO4153599<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      735000 | PA      | $627453.78    | 0.17%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 09/23 2.55            | CUSIP: ZO4248043<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     3110000 | PA      | $447960.26    | 0.12%             | 2023-09-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 09/26 0.5         | CUSIP: ZO5418629<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      775000 | PA      | $470350.40    | 0.13%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/24 0.125                    | CUSIP: ZO7166713<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1070000 | PA      | $1245292.52   | 0.33%             | 2024-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $51057.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      240000 | PA      | $198064.30    | 0.05%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      744000 | PA      | $727799.53    | 0.19%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25                  | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      370000 | PA      | $298427.20    | 0.08%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/26 1.95                   | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      305000 | PA      | $301792.16    | 0.08%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25                       | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      960000 | PA      | $815467.35    | 0.22%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                                | ARROYO MORTGAGE TRUST 01/49 1                                 | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282821 | PA      | $259776.38    | 0.07%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corporation Limited                                      | INDIAN RAILWAY FINANCE CORP LT SR UNSECURED 144A 02/30 3.249  | CUSIP: 45434L2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      645000 | PA      | $556009.85    | 0.15%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/30 3.85        | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      405000 | PA      | $378748.69    | 0.10%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05        | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      545000 | PA      | $391091.53    | 0.10%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/25 1.9         | CUSIP: 459058HS5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     1390000 | PA      | $979395.64    | 0.26%             | 2025-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A                                | BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A              | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1764986 | PA      | $1743225.20   | 0.46%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-PSB BX 2022 GPA B                                                 | BX TRUST BX 2022 GPA B                                        | CUSIP: 05608UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $475791.89    | 0.13%             | 2039-10-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 12/34 5.3                      | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      230000 | PA      | $215246.21    | 0.06%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3                     | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      662000 | PA      | $619512.44    | 0.16%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      535000 | PA      | $515349.77    | 0.14%             | 2036-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 03/28 6.875                            | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1150430.40   | 0.31%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 09/25 VAR                   | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      620000 | PA      | $570632.93    | 0.15%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Becle S.A.B. de C.V.                                                            | BECLE SAB DE CV SR UNSECURED 144A 10/31 2.5                   | CUSIP: 07586PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      795000 | PA      | $617715.00    | 0.16%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                                       | LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5                | CUSIP: 531229AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $498628.08    | 0.13%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                                                    | BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6               | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       10850 | NS      | $543368.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON EURO FINANCE COMPANY GUAR 06/26 1.208        | CUSIP: 07589LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      745000 | PA      | $730280.82    | 0.19%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375       | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $521784.83    | 0.14%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-26417.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-29154.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3364.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $10626.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $12516.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $13528.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $6044.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $12607.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $4498.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $28162.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $13720.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $9469.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $29638.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $63929.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $34192.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $33654.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $19709.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $11749.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $47.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-9.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $22923.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $23430.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-238.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-10985.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-12937.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $4995.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $1257.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $45767.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3304.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-1487.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-912.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $25427.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $29667.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $28480.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-136984.18   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-133975.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-14205.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $14173.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                          | 2020 CASH MANDATORY EXCHANGEAB PREFERRED STOCK 06/23 5.25     | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1080 | NS      | $1235541.60   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000              | CUSIP: 90353TAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      945000 | PA      | $795932.28    | 0.21%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC 2021 TERM LOAN B                          | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1549383 | PA      | $1527009.71   | 0.41%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875       | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $938884.80    | 0.25%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875       | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      530000 | PA      | $502254.50    | 0.13%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4           | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      660000 | PA      | $564165.74    | 0.15%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                    | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      680000 | PA      | $692649.21    | 0.18%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1505107.50   | 0.40%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 01/32 4.625                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      875000 | PA      | $773435.95    | 0.21%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED REGS 03/23 VAR                     | CUSIP: AR7577182<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      535000 | PA      | $572895.50    | 0.15%             | 2023-03-21      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Nordea Eiendomskreditt AS                                                       | NORDEA EIENDOMSKREDITT AS COVERED 06/23 VAR                   | CUSIP: AR7595333<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     7000000 | PA      | $715269.27    | 0.19%             | 2023-06-21      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 04/24 1.875               | CUSIP: AS0407740<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |     3920000 | PA      | $392578.31    | 0.10%             | 2024-04-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/23 VAR          | CUSIP: AT1557434<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |      550000 | PA      | $665648.65    | 0.18%             | 2023-06-29      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 12/23 1.5         | CUSIP: AT4771354<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      497000 | PA      | $587178.62    | 0.16%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 11/28 2         | CUSIP: AT7436534<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      328000 | PA      | $312279.17    | 0.08%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/24 8.125                     | CUSIP: AU6526555<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  3514000000 | PA      | $232794.44    | 0.06%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV COMPANY GUAR REGS 11/24 1                      | CUSIP: AV5771762<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      410000 | PA      | $422007.50    | 0.11%             | 2024-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                        | IRELAND GOVERNMENT BOND UNSECURED REGS 05/29 1.1              | CUSIP: AW5784847<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |      315000 | PA      | $301966.50    | 0.08%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0                   | REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0 | CUSIP: AW9459495<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |      755000 | PA      | $695597.77    | 0.19%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Eiendomskreditt AS                                                       | NORDEA EIENDOMSKREDITT AS COVERED 06/24 VAR                   | CUSIP: AX3200455<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    12000000 | PA      | $1227364.04   | 0.33%             | 2024-06-19      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/24 0.8             | CUSIP: 14040HCB9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      155000 | PA      | $157727.30    | 0.04%             | 2024-06-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1355000 | PA      | $1143667.29   | 0.30%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1492078.05   | 0.40%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1471449.87   | 0.39%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      905000 | PA      | $708138.16    | 0.19%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 11/39 6.75                    | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1806000 | PA      | $1873837.51   | 0.50%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/37 5.25                    | CUSIP: 15135UAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      194000 | PA      | $176727.04    | 0.05%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/47 5.4                     | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      777000 | PA      | $694977.70    | 0.18%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 02/28 3.5                     | CUSIP: 15135UAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      510000 | PA      | $355542.32    | 0.09%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $646765.21    | 0.17%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-98586.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-13962.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-12624.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-11899.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1796.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-9169.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-19476.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-19508.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-13817.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-12242.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4053.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-17898.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-16823.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-8434.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-100727.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-2938.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $566.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $1288.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $880.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC SR UNSECURED 144A 04/25 2.25            | CUSIP: 122017AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $810750.00    | 0.22%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A             | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470000 | PA      | $453498.58    | 0.12%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A          | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364300 | PA      | $358803.81    | 0.10%             | 2037-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/30 4.75   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1030000 | PA      | $888287.45    | 0.24%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $607223.93    | 0.16%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1319479.18   | 0.35%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $391287.30    | 0.10%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25            | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $151854.45    | 0.04%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc.                                                              | CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25                | CUSIP: 12593CAR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      635000 | PA      | $404547.53    | 0.11%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $198094.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $15040.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $9008.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-17020.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $26313.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $25871.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-122057.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-115805.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-117676.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-123937.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-109529.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-12339.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-188945.06   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Greenko Solar (Mauritius) Limited                                               | GREENKO SOLAR MAURITIUS LTD SR SECURED 144A 01/25 5.55        | CUSIP: 39530VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |      430000 | PA      | $403340.00    | 0.11%             | 2025-01-29      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects (Mauritius) Ltd                                           | GREENKO WIND PROJECTS MAURITIU COMPANY GUAR 144A 04/25 5.5    | CUSIP: 39531JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |      775000 | PA      | $723774.33    | 0.19%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 02/25 5.375                              | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1303420.04   | 0.35%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/29 4.125                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1072647.07   | 0.29%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 09/30 3.5                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3693000 | PA      | $3185124.68   | 0.85%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1271812.50   | 0.34%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 02/31 3.875                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      765000 | PA      | $636040.13    | 0.17%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      844000 | PA      | $697971.12    | 0.19%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 A 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 A 144A          | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $1023580.53   | 0.27%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-753909.43   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $95098.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $16733.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $8323.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $17187.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $16414.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $11580.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-20429.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-11967.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $15942.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $14547.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 04/30 6.875                         | CUSIP: 279158AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      470000 | PA      | $426211.29    | 0.11%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                       | PRUDENTIAL FINANCIAL INC JR SUBORDINA 06/43 VAR               | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      410000 | PA      | $402825.00    | 0.11%             | 2043-06-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium (Persero) PT                                         | INDONESIA ASAHAN ALUMINIUM PER SR UNSECURED 144A 05/25 4.75   | CUSIP: 74445PAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1090000 | PA      | $1071947.95   | 0.29%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817  | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |      710000 | PA      | $690475.00    | 0.18%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QatarEnergy Trading LLC                                                         | QATAR PETROLEUM SR UNSECURED 144A 07/31 2.25                  | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      935000 | PA      | $773563.03    | 0.21%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA UNSECURED 09/23 3                   | CUSIP: 74814ZEP4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $475032.87    | 0.13%             | 2023-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                          | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      367000 | PA      | $315763.03    | 0.08%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                          | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95           | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      310000 | PA      | $286328.40    | 0.08%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR                   | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      615000 | PA      | $351363.04    | 0.09%             | 2027-02-24      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $985585.58    | 0.26%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/27 11.625    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      264000 | PA      | $265116.72    | 0.07%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                   | SK HYNIX INC SR UNSECURED 144A 01/26 1.5                      | CUSIP: 78392BAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |      485000 | PA      | $420304.35    | 0.11%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $951488.18    | 0.25%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II LLC TERM LOAN B                                 | CUSIP: 78404XAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98235 | PA      | $97799.01     | 0.03%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875              | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2168432.40   | 0.58%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125              | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      955000 | PA      | $794072.95    | 0.21%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| St. Marys Cement Inc. Canada                                                    | ST MARYS CEMENT INC CANADA COMPANY GUAR 144A 01/27 5.75       | CUSIP: 78478EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      830000 | PA      | $830423.30    | 0.22%             | 2027-01-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                          | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      425000 | PA      | $399500.00    | 0.11%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                | SHINHAN FINANCIAL GROUP CO LTD JR SUBORDINA 144A 12/99 VAR    | CUSIP: 824596AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |      880000 | PA      | $746240.00    | 0.20%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75                            | SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75          | CUSIP: 82883AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     2602000 | PA      | $355058.35    | 0.09%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $957243.60    | 0.25%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                         | BERKSHIRE HATHAWAY INC SR UNSECURED 03/25 0.00000             | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      975000 | PA      | $966158.52    | 0.26%             | 2025-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc.                                                               | BERRY GLOBAL INC SECURED 144A 07/27 5.625                     | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      590000 | PA      | $575568.47    | 0.15%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA SR UNSECURED 144A 06/26 VAR                    | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      990000 | PA      | $908956.80    | 0.24%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-93857.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                   | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 1.25           | CUSIP: 530307AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1162825.00   | 0.31%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                                   | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                 | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1155000 | PA      | $1126063.90   | 0.30%             | 2039-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 B 144A                                    | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 B 144A                  | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1090000 | PA      | $1055866.65   | 0.28%             | 2039-05-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 D 144A                                    | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 D 144A                  | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      880000 | PA      | $842667.94    | 0.22%             | 2039-05-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      955000 | PA      | $787495.77    | 0.21%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      105000 | PA      | $91649.68     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                        | MARRIOTT VACATIONS WORLDWIDE C COMPANY GUAR 144A 12/27 3.25   | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      755000 | PA      | $745562.50    | 0.20%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP INC SR UNSECURED 144A 08/30 4.125                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $575539.26    | 0.15%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Medco Oak Tree Pte. Ltd.                                                        | MEDCO OAK TREE PTE LTD SR SECURED 144A 05/26 7.375            | CUSIP: 58405FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1180000 | PA      | $1121484.56   | 0.30%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A                             | METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A           | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      665000 | PA      | $631756.98    | 0.17%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B                    | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      751500 | PA      | $771978.38    | 0.21%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/31 4.5    | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      530000 | PA      | $445792.57    | 0.12%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2004-9                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 9 1A                  | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74080 | PA      | $73402.17     | 0.02%             | 2034-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A.                                                              | MOVIDA EUROPE SA COMPANY GUAR 144A 02/31 5.25                 | CUSIP: 62459LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      235000 | PA      | $176194.38    | 0.05%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                                     | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                   | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      131736 | PA      | $127584.92    | 0.03%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7                 | CUSIP: 62877VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $203567.05    | 0.05%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S.A.                                                          | NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      830000 | PA      | $677288.30    | 0.18%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Natura andCo Luxembourg Holdings S.a r.l.                                       | NATURA andCO LUXEMBOURG HOLDINGS COMPANY GUAR 144A 04/29 6    | CUSIP: 63884WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      390000 | PA      | $341325.43    | 0.09%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1461552.15   | 0.39%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926                | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       51700 | NS      | $2594823.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219                | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       17400 | NS      | $878526.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A                             | OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A           | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      605000 | PA      | $606929.95    | 0.16%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 04/26 3.4              | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      238000 | PA      | $222713.26    | 0.06%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 08/26 3.2              | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      154000 | PA      | $141487.50    | 0.04%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      335000 | PA      | $357937.45    | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1198720.80   | 0.32%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $63527.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $9078.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $11953.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125            | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      775000 | PA      | $782121.96    | 0.21%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 09/67 6.13                                              | VERUS SECURITIZATION TR 09/67 6.13                            | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300963 | PA      | $291720.52    | 0.08%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $19420.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5571.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A2 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A2 144A           | CUSIP: 92538NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483181 | PA      | $451339.15    | 0.12%             | 2067-04-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A                          | VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A        | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      358941 | PA      | $352747.73    | 0.09%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-6040.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $29501.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD CAD                                                             | BOUGHT NZD/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-12609.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $9614.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $17513.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $7254.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $24120.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      280000 | PA      | $227528.83    | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 10/39 4.625                 | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $956183.32    | 0.25%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 05/27 3.875                 | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      370000 | PA      | $353496.82    | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC PREFERRED STOCK 04/24 5.75                      | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |        9700 | NS      | $240269.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $350350.00    | 0.09%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 03/31 4.25                  | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1425654.07   | 0.38%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company                       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125     | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      785000 | PA      | $650300.41    | 0.17%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | PA      | $783272.68    | 0.21%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $694462.50    | 0.18%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vertis Holdings Inc.                                                            | VERTIS HLDGS INC COM                                          | CUSIP: 92599V931<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8371 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Virgin Media Finance plc                                                        | VIRGIN MEDIA FINANCE PLC SR UNSECURED 144A 07/30 5            | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      720000 | PA      | $577483.20    | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-190114.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-99178.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                   | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75           | CUSIP: 530307AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      815000 | PA      | $793770.67    | 0.21%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      390000 | PA      | $301180.82    | 0.08%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5      | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1161000 | PA      | $1040000.58   | 0.28%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5      | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      670000 | PA      | $559734.75    | 0.15%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-41249.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-37899.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1225000 | PA      | $991655.88    | 0.26%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 02/31 3                  | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1526261.90   | 0.41%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1205000 | PA      | $924938.61    | 0.25%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/26 2.375                     | CUSIP: 58733RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |      565000 | PA      | $506861.50    | 0.13%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC SR UNSECURED 03/24 0.8                   | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      314000 | PA      | $297480.22    | 0.08%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 12/49 VAR                  | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       27605 | NS      | $635191.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      975000 | PA      | $851097.00    | 0.23%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                            | WESTLAKE CORP SR UNSECURED 08/24 0.875                        | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      475000 | PA      | $441044.53    | 0.12%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/31 3.125                     | CUSIP: 58733RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |      450000 | PA      | $347895.00    | 0.09%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/29 2.375                    | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2195000 | PA      | $1995906.65   | 0.53%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                 | WHATABRANDS LLC 2021 TERM LOAN B                              | CUSIP: 96244UAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         393 | PA      | $379.79       | 0.00%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5                   | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       80000 | PA      | $69942.31     | 0.02%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     1773000 | PA      | $1626727.50   | 0.43%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC SR UNSECURED 07/27 1.125                                             | FISERV INC SR UNSECURED 07/27 1.125                           | CUSIP: ACI1CPRP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $275654.51    | 0.07%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                    | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10035000 | PA      | $9247879.69   | 2.46%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 2.625                    | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1015000 | PA      | $956756.45    | 0.25%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0323                                                           | US 10YR NOTE CBT 0323                                         | CUSIP: ADI26YV04<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          17 | NC      | $51723.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0323                                                           | EURO-BUND FUTURE 0323                                         | CUSIP: ADI26YV61<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           5 | NC      | $43936.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                     | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4205000 | PA      | $3829178.13   | 1.02%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/24 0.55                | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      395000 | PA      | $372682.31    | 0.10%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX                                                                  | USB CAPITAL IX LIMITD GUARA 10/49 VAR                         | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      587000 | PA      | $462262.33    | 0.12%             | 2023-01-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                       | VTR COMUNICACIONES SPA SR SECURED 144A 01/28 5.125            | CUSIP: 918367AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      415000 | PA      | $257736.64    | 0.07%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                       | VTR COMUNICACIONES SPA SR SECURED 144A 04/29 4.375            | CUSIP: 918367AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      315000 | PA      | $183487.50    | 0.05%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VTR Finance NV                                                                  | VTR FINANCE NV SR UNSECURED 144A 07/28 6.375                  | CUSIP: 918374AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      510000 | PA      | $193950.86    | 0.05%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                                         | VALLEY NATIONAL BANCORP PREFERRED STOCK VAR                   | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |       22825 | NS      | $572907.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/24 0.75            | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      236000 | PA      | $223889.06    | 0.06%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-PSB BX 2022 GPA D                                                 | BX TRUST BX 2022 GPA D                                        | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $325890.84    | 0.09%             | 2039-10-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      595000 | PA      | $582381.30    | 0.15%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 03/26 4.875                            | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1002532.22   | 0.27%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-169764.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-296468.83   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-133703.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-103192.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-9585.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-4707.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-20078.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $21422.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $35725.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $30157.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $18083.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $1045.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/29 2.625                     | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      435000 | PA      | $368240.90    | 0.10%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $330531.28    | 0.09%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/26 2.625                     | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      235000 | PA      | $215356.61    | 0.06%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T MOBILE USA INC 04/29 3.375                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      470000 | PA      | $413961.67    | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/31 3.5                       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      785000 | PA      | $678082.54    | 0.18%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                                   | T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                 | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      720000 | PA      | $718802.86    | 0.19%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2016 1A A23 144A                   | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1474200 | PA      | $1413999.57   | 0.38%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP PREFERRED STOCK VAR                                | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |         796 | NS      | $649289.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/24 0.85                            | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2645186.63   | 0.70%             | 2024-06-07      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      637000 | PA      | $520747.50    | 0.14%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8               | CUSIP: 90353TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $501720.88    | 0.13%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $137590.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer