# EDGAR Filing Document

**Accession Number:** 0000792858
**File Stem:** 0001193125-26-026053
**Filing Date:** 2026-1
**Character Count:** 227949
**Document Hash:** f7bfeeb755a98b7e8fee5a9e365e057a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-026053.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001193125-26-026053

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK STRATEGIC SERIES
- **CENTRAL INDEX KEY:** 0000792858

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04651
- **FILM NUMBER:** 26568395

**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:** HANCOCK JOHN STRATEGIC SERIES
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN HIGH INCOME TRUST
- **DATE OF NAME CHANGE:** 19911118

## Series and Classes Contracts Data

### John Hancock Income Fund (Series ID: S000000648)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001863 | Class A      | JHFIX           |
| C000001865 | Class C      | JSTCX           |
| C000001866 | Class I      | JSTIX           |
| C000078712 | Class R4     | JSNFX           |
| C000078713 | Class R5     | JSNVX           |
| C000106430 | Class R6     | JSNWX           |
| C000113489 | Class R2     | JSNSX           |

## 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 Strategic Series

- **b. Investment Company Act file number:** 811-04651

- **c. CIK number of Registrant:** 0000792858

- **d. LEI of Registrant:** 549300EHS8HZVU6EA108

- **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:** 617-543-9634

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

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

- **b. EDGAR series identifier (if any):** S000000648

- **c. LEI of Series:** 8FGUWOHBQWO4DNF5PW03

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1850718404.77

**Total Liabilities:** $24508257.06

**Net Assets:** $1826210147.71

**Stand-by Commitments:** $73757.91

**Cash Not Reported:** $4736503.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1853.907714000000 | **1-Year:** -56491.472174000000 | **5-Year:** -186725.197936000000 | **10-Year:** -217004.520506000000 | **30-Year:** -40378.667558000000

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

- **3-Month:** -865.183543000000 | **1-Year:** -29739.768943000000 | **5-Year:** -84541.335414000000 | **10-Year:** -26636.659681000000 | **30-Year:** -9748.762378000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001863 | 0.86%                | 0.36%                | 0.35%                |
| Class ID C000001865 | 0.80%                | 0.30%                | 0.29%                |
| Class ID C000001866 | 0.89%                | 0.38%                | 0.37%                |
| Class ID C000078712 | 0.87%                | 0.37%                | 0.19%                |
| Class ID C000078713 | 0.89%                | 0.39%                | 0.38%                |
| Class ID C000106430 | 0.89%                | 0.39%                | 0.21%                |
| Class ID C000113489 | 0.86%                | 0.35%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1272673.47             | $8726773.79                                |
| Month 2  | $-2316228.50             | $-1089560.53                               |
| Month 3  | $57413.07                | $428098.40                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CMS Energy Corporation                                                          | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                        | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       990000 | PA      | $1024770.78   | 0.06%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP SR UNSECURED 144A 05/31 3.125                 | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      2870000 | PA      | $2907310.00   | 0.16%             | 2031-05-01      | Fixed         | 3.12%                 | 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        |      2455000 | PA      | $1675239.51   | 0.09%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTURY PLAZA TOWERS 2019-CPT CPTS 2019 CPT A 144A                              | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019 CPT A 144A            | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4715000 | PA      | $4382852.77   | 0.24%             | 2039-11-13      | Fixed         | 2.87%                 | 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        |        88247 | PA      | $87478.10     | 0.00%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                         | CACI INTERNATIONAL INC TERM LOAN B                            | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      7114856 | PA      | $7128231.89   | 0.39%             | 2031-10-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 12/30 0.5                                        | CANADIAN GOVERNMENT BOND BONDS 12/30 0.5                      | CUSIP: 135087L44<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3655000 | PA      | $2342526.89   | 0.13%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 09/29 3.5                                        | CANADIAN GOVERNMENT BOND BONDS 09/29 3.5                      | CUSIP: 135087R89<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1845110.74   | 0.10%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 10/85 VAR         | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      4805000 | PA      | $4954454.72   | 0.27%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1131056.90   | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      5115000 | PA      | $4697011.92   | 0.26%             | 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        |      6540000 | PA      | $5835020.70   | 0.32%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3445000 | PA      | $2970080.91   | 0.16%             | 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        |      9405000 | PA      | $10482892.85  | 0.57%             | 2039-11-15      | Fixed         | 6.75%                 | 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        |      2411000 | PA      | $2232843.74   | 0.12%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 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        |      7775000 | PA      | $6241648.48   | 0.34%             | 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 04/51 3.7           | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2185000 | PA      | $1406112.35   | 0.08%             | 2051-04-01      | Fixed         | 3.70%                 | 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        |      4745000 | PA      | $4609652.24   | 0.25%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1350000 | PA      | $1390395.51   | 0.08%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                              | CLEAN HARBORS INC 2025 TERM LOAN                              | CUSIP: 18449EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4020000 | PA      | $4045768.20   | 0.22%             | 2032-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 04/30 6.75             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      2207000 | PA      | $2254624.85   | 0.12%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 05/33 7.375            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      6905000 | PA      | $7121752.09   | 0.39%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISTN HLDGS INC 2025 TERM LOAN B                | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4371966 | PA      | $4340837.44   | 0.24%             | 2032-04-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3795000 | PA      | $4075278.02   | 0.22%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC PREFERRED STOCK VAR                              | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |       162600 | NS      | $4195080.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M1 144A           | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       468893 | PA      | $473237.13    | 0.03%             | 2043-04-25      | Floating      | 6.57%                 | 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        |       856655 | PA      | $867383.57    | 0.05%             | 2042-09-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M1 144A           | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       883933 | PA      | $887247.29    | 0.05%             | 2043-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R07 1M1 144A           | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1430977 | PA      | $1466309.57   | 0.08%             | 2042-06-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1A1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1A1 144A           | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3555274 | PA      | $3561180.07   | 0.20%             | 2045-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE   CAS CAS 2025 R06 1A1                                               | FANNIE MAE   CAS CAS 2025 R06 1A1                             | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3716118 | PA      | $3716263.98   | 0.20%             | 2045-09-25      | Floating      | 4.97%                 | 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        |      6869000 | PA      | $6005608.19   | 0.33%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4445000 | PA      | $4022254.27   | 0.22%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 11/44 4.875  | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      2130000 | PA      | $1872169.25   | 0.10%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 01/36 6.44   | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      2830000 | PA      | $3069723.64   | 0.17%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      9425000 | PA      | $9635488.53   | 0.53%             | 2034-08-10      | Variable      | 7.12%                 | 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      | $-609.77      | -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      | $-516.04      | -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      | $12466.19     | 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      | $21463.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 11/52 FIXED 4                                                     | GINNIE MAE G2 11/52 FIXED 4                                   | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2253946 | PA      | $2159140.85   | 0.12%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/52 FIXED 4.5                                                   | GINNIE MAE G2 12/52 FIXED 4.5                                 | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3490911 | PA      | $3437258.93   | 0.19%             | 2052-12-20      | Fixed         | 4.50%                 | 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        |      5035000 | PA      | $4775676.40   | 0.26%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1264681.47   | 0.07%             | 2028-09-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY A 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY A 144A          | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2960000 | PA      | $2958151.18   | 0.16%             | 2042-03-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2990000 | PA      | $2801670.07   | 0.15%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1936000 | PA      | $2028918.32   | 0.11%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875                      | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4115000 | PA      | $4064589.85   | 0.22%             | 2031-09-20      | Fixed         | 9.88%                 | 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        |       935000 | PA      | $935790.08    | 0.05%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      3535000 | PA      | $3587671.50   | 0.20%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 01/36 6                      | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3520000 | PA      | $3574883.84   | 0.20%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC 2024 TERM LOAN                                 | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      7563534 | PA      | $7572988.09   | 0.41%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                 | YUM  BRANDS TERM LOAN B 03/15/ 2021 TERM LOAN B               | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4285097 | PA      | $4290452.93   | 0.23%             | 2028-03-15      | Floating      | 5.83%                 | 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        |      1980000 | PA      | $1980342.90   | 0.11%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      3920000 | PA      | $3818136.45   | 0.21%             | 2030-04-15      | Fixed         | 4.62%                 | 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        |      1210000 | PA      | $1140986.92   | 0.06%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/38 5.25             | CUSIP: ZF3175469<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      2685000 | PA      | $1722594.49   | 0.09%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 09/35 4.75    | CUSIP: ZF3604757<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      6570000 | PA      | $4184976.30   | 0.23%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA SR UNSECURED REGS 01/34 3.1        | CUSIP: ZF5265672<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3210000 | PA      | $3718503.98   | 0.20%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5         | CUSIP: ZI2447426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     62830000 | PA      | $3029991.57   | 0.17%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 07/30 6.375                  | CUSIP: ZJ9336752<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    520160000 | PA      | $9140222.69   | 0.50%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 04/30 7.17                                   | INDIA GOVERNMENT BOND SR UNSECURED 04/30 7.17                 | CUSIP: ZK1408242<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    192820000 | PA      | $2230059.34   | 0.12%             | 2030-04-17      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 04/28 6.85        | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    278000000 | PA      | $3132410.54   | 0.17%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3                          | FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3        | CUSIP: ZK3729587<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |      2310000 | PA      | $2710189.49   | 0.15%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/36 4.25    | CUSIP: ZK3909205<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     22150000 | PA      | $13424946.02  | 0.74%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/31 4.625                  | CUSIP: ZK5588874<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $2141082.97   | 0.12%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/30 4.5                                 | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/30 4.5               | CUSIP: ZL4403453<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     11290000 | PA      | $6720986.55   | 0.37%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/33 2                   | REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/33 2 | CUSIP: ZM2051344<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |      3940000 | PA      | $4615584.86   | 0.25%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4       | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      5240000 | PA      | $3256599.19   | 0.18%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3         | CUSIP: ZM8878765<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     18755000 | PA      | $1736201.57   | 0.10%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 02/35 3.125               | CUSIP: ZM9292636<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |     18340000 | PA      | $1667740.24   | 0.09%             | 2035-02-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 11/27 3.77   | CUSIP: ZN1283425<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     24670000 | PA      | $2423755.00   | 0.13%             | 2027-11-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 11/28 5.4                  | CUSIP: ZN2068650<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      2440000 | PA      | $1636515.96   | 0.09%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25              | CUSIP: ZN2715698<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     25900000 | PA      | $14954986.61  | 0.82%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/33 3.25                     | CUSIP: ZN9056328<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10275000 | PA      | $12802428.33  | 0.70%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/25 0.2    | CUSIP: ZO9323437<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      2000000 | PA      | $2643830.15   | 0.14%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED REGS 01/30 4.25     | CUSIP: ZR8707245<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $2068656.91   | 0.11%             | 2030-01-15      | Fixed         | 4.25%                 | 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        |      3790000 | PA      | $4288084.13   | 0.23%             | 2027-05-17      | Fixed         | 0.88%                 | 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      | $54275.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3095000 | PA      | $3210845.85   | 0.18%             | 2034-09-10      | Variable      | 7.38%                 | 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        |      1613099 | PA      | $1612090.64   | 0.09%             | 2036-09-15      | Floating      | 4.77%                 | 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        |      1880000 | PA      | $1888443.27   | 0.10%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BIO BX 2024 BIO C 144A                                            | BX TRUST 2024-BIO BX 2024 BIO C 144A                          | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1775000 | PA      | $1759498.04   | 0.10%             | 2041-02-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A             | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3263354 | PA      | $3263353.06   | 0.18%             | 2041-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VOLT BX 2025 VOLT A 144A                                          | BX TRUST 2025-VOLT BX 2025 VOLT A 144A                        | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600000 | PA      | $2598375.00   | 0.14%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      9605000 | PA      | $8856434.33   | 0.48%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8060000 | PA      | $8358574.64   | 0.46%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/82 VAR                       | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5580000 | PA      | $4232127.23   | 0.23%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/84 VAR                       | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      2420000 | PA      | $2571250.00   | 0.14%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/85 VAR                       | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      4150000 | PA      | $4263469.30   | 0.23%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                         | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR                | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6035000 | PA      | $6398614.79   | 0.35%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                         | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/85 VAR                | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6790000 | PA      | $6849860.64   | 0.38%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4204000 | PA      | $4437275.76   | 0.24%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                        | GREAT OUTDOORS GROUP LLC 2025 TERM LOAN B                     | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2248012 | PA      | $2252508.53   | 0.12%             | 2032-01-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 08/48 4.2         | CUSIP: 084664CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2315000 | PA      | $1975788.28   | 0.11%             | 2048-08-15      | Fixed         | 4.20%                 | 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        |      2250000 | PA      | $2115878.08   | 0.12%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                              | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/36 5.375          | CUSIP: 09031WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3505000 | PA      | $3580977.89   | 0.20%             | 2036-01-09      | Fixed         | 5.38%                 | 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        |      1585000 | PA      | $1140821.17   | 0.06%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | 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        |     28840000 | PA      | $27103967.26  | 1.48%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/33 3.5                      | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8085000 | PA      | $7926142.36   | 0.43%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/30 4                        | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     17640000 | PA      | $17936296.96  | 0.98%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2910000 | PA      | $2477237.66   | 0.14%             | 2029-09-30      | Variable      | 9.00%                 | 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        |      2725000 | PA      | $2643683.93   | 0.14%             | 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        |      3095000 | PA      | $3121663.49   | 0.17%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3745000 | PA      | $3797563.70   | 0.21%             | 2031-11-15      | Fixed         | 5.12%                 | 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      | $-113926.40   | -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      | $-198194.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                   | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4160000 | PA      | $4257819.32   | 0.23%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VMED 02 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        |     11885000 | PA      | $10860819.63  | 0.59%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/33 6.75         | CUSIP: 92858RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3220000 | PA      | $3206684.66   | 0.18%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | 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        |       845000 | PA      | $831027.20    | 0.05%             | 2030-02-01      | Fixed         | 4.05%                 | 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        |      1870000 | PA      | $1793801.45   | 0.10%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 09/35 5.3                   | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3698000 | PA      | $3787162.77   | 0.21%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO 2024 TERM LOAN B                          | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |      2160155 | PA      | $2166765.15   | 0.12%             | 2029-12-14      | Floating      | 6.42%                 | 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        |      4660000 | PA      | $4673416.14   | 0.26%             | 2030-01-15      | Fixed         | 4.75%                 | 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        |      8910000 | PA      | $8446680.00   | 0.46%             | 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        |      3490000 | PA      | $3436395.35   | 0.19%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2215000 | PA      | $2253186.82   | 0.12%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWO YEAR BOND BONDS 12/25 0.005                                | JAPAN GOVERNMENT TWO YEAR BOND BONDS 12/25 0.005              | CUSIP: ACI2LHSN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   2906050000 | PA      | $18604077.97  | 1.02%             | 2025-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc.                                                              | CDP FINANCIAL INC COMPANY GUAR REGS 12/30 4.2                 | CUSIP: ZG3913420<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4550000 | PA      | $3435625.25   | 0.19%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 10/30 7.35        | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    366000000 | PA      | $4188642.79   | 0.23%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/34 4.625                    | CUSIP: ZH3058893<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      2015000 | PA      | $2720859.60   | 0.15%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5       | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      6695000 | PA      | $4373947.83   | 0.24%             | 2036-07-21      | Fixed         | 5.25%                 | 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      | $-77111.67    | -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      | $-70870.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2190938 | PA      | $2166911.46   | 0.12%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2II 144A                  | CUSIP: 233046AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2055000 | PA      | $2070464.70   | 0.11%             | 2055-08-20      | Fixed         | 5.17%                 | 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        |      2530000 | PA      | $2463288.86   | 0.13%             | 2028-03-20      | Fixed         | 3.38%                 | 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        |      2230000 | PA      | $2264533.78   | 0.12%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2023 1A A2 144A                                            | DATABANK ISSUER COLO 2023 1A A2 144A                          | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2095000 | PA      | $2087687.19   | 0.11%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35                          | DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35        | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3112000 | PA      | $4016189.51   | 0.22%             | 2046-07-15      | Fixed         | 8.35%                 | 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      | $-113601.32   | -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      | $-90352.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/30 5.25                   | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $1031780.61   | 0.06%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       870000 | PA      | $907237.56    | 0.05%             | 2055-02-01      | Variable      | 6.88%                 | 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      | $6904.38      | 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      | $-222443.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $4244627.40   | 0.23%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 05/55 VAR                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      3635000 | PA      | $3761916.03   | 0.21%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2II 144A        | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1410000 | PA      | $1421321.17   | 0.08%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2787818 | PA      | $2695559.96   | 0.15%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP JR SUBORDINA 09/54 VAR                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1155205.70   | 0.06%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 06/54 VAR                           | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3530000 | PA      | $3783506.95   | 0.21%             | 2054-06-27      | Variable      | 7.20%                 | 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        |      5473000 | PA      | $4807578.38   | 0.26%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                           | HILCORP ENERGY I LP TERM LOAN B                               | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      4263575 | PA      | $4263575.00   | 0.23%             | 2030-02-11      | Floating      | 5.96%                 | 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        |     48661000 | PA      | $29424698.44  | 1.61%             | 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        |      2240000 | PA      | $1680700.00   | 0.09%             | 2042-02-15      | Fixed         | 2.38%                 | 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        |     32523000 | PA      | $29202096.63  | 1.60%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/32 2.875                    | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     13845000 | PA      | $13154913.28  | 0.72%             | 2032-05-15      | Fixed         | 2.88%                 | 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      | $-193499.21   | -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      | $-119784.93   | -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      | $-104212.85   | -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      | $6028.74      | 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      | $-59185.67    | -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      | $-58507.32    | -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      | $-56387.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                                    | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B1         | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1786024 | PA      | $1790185.03   | 0.10%             | 2031-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                                    | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B2         | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       679346 | PA      | $680929.28    | 0.04%             | 2031-10-31      | Floating      | 5.92%                 | 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        |      7220000 | PA      | $6808505.41   | 0.37%             | 2031-05-15      | Fixed         | 3.62%                 | 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      | $242706.15    | 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      | $451940.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 02/34 5.75                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      2070000 | PA      | $2180534.50   | 0.12%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                              | EMERA INC JR SUBORDINA 06/76 VAR                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      7845000 | PA      | $7902401.87   | 0.43%             | 2076-06-15      | Variable      | 6.75%                 | 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      | $24079.00     | 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      | $56250.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE JR SUBORDINA 01/55 VAR                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      3965000 | PA      | $4044767.87   | 0.22%             | 2055-01-15      | Variable      | 7.60%                 | 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        |      1625000 | PA      | $1342814.66   | 0.07%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 08/34 6.5                            | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3015000 | PA      | $3239750.79   | 0.18%             | 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        |      3885000 | PA      | $4098236.07   | 0.22%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      4285000 | PA      | $4916056.24   | 0.27%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4955000 | PA      | $5089201.22   | 0.28%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5545000 | PA      | $5912522.60   | 0.32%             | 2054-05-15      | Variable      | 8.00%                 | 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        |      8410000 | PA      | $8508985.70   | 0.47%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM COMPANY GUAR 144A 08/33 6                               | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4831318.00   | 0.26%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                              | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                      | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1990000 | PA      | $2095965.87   | 0.11%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                              | EUSHI FINANCE INC COMPANY GUAR 04/56 VAR                      | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4185000 | PA      | $4189511.43   | 0.23%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      3840000 | PA      | $4015729.80   | 0.22%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED 5.5                            | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3499355 | PA      | $3562355.38   | 0.20%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 2024 TERM LOAN                                          | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      4964139 | PA      | $5002908.91   | 0.27%             | 2031-04-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 03/55 VAR         | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5830000 | PA      | $6114017.78   | 0.33%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/34 5.125                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      4940000 | PA      | $4887940.35   | 0.27%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                             | PROVINCE OF ALBERTA CANADA UNSECURED 06/50 3.1                | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      9110000 | PA      | $5280012.45   | 0.29%             | 2050-06-01      | Fixed         | 3.10%                 | 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        |      1145000 | PA      | $1293845.11   | 0.07%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/33 3                             | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      2953000 | PA      | $3412909.29   | 0.19%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AMERICAN AIRLINES INC 2025 TERM LOAN                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      1891744 | PA      | $1890079.01   | 0.10%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AMERICAN AIRLINES INC 2025 TERM LOAN B                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      4491315 | PA      | $4503666.41   | 0.25%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                          | AMERICAN AIRLINES INC SR SECURED 144A 05/29 8.5               | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      2373000 | PA      | $2478939.88   | 0.14%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 12/54 VAR         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      7040000 | PA      | $7603453.44   | 0.42%             | 2054-12-15      | Variable      | 6.95%                 | 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        |      7990000 | PA      | $8946786.52   | 0.49%             | 2058-05-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/28 5.49          | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3185000 | PA      | $3241745.55   | 0.18%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1877110.14   | 0.10%             | 2030-03-01      | Fixed         | 5.38%                 | 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      | $-117420.29   | -0.01%            |  |  |  | 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      | $-6784.40     | -0.00%            |  |  |  | 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      | $-14942.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/54 FIXED 5.5                            | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5144475 | PA      | $5269246.54   | 0.29%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/54 FIXED 5.5                            | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12037800 | PA      | $12243237.40  | 0.67%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                      | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3640000 | PA      | $3583955.65   | 0.20%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 12/31 7.125                     | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      9269000 | PA      | $9717563.99   | 0.53%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 01/34 6.25                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1373811.68   | 0.08%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2835000 | PA      | $2962120.32   | 0.16%             | 2034-01-31      | Fixed         | 6.75%                 | 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        |      2729000 | PA      | $2662516.92   | 0.15%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 09/33 6.125               | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1676035.35   | 0.09%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO WORLDWIDE HOLDINGS LLC. 2025 TERM LOAN                    | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4522628 | PA      | $4536377.01   | 0.25%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      1820000 | PA      | $1766844.90   | 0.10%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8                  | CUSIP: 90353TAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2564280.00   | 0.14%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6490000 | PA      | $6457165.27   | 0.35%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6386577 | PA      | $6565423.22   | 0.36%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7032468 | PA      | $7218413.15   | 0.40%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC 2024 1ST LIEN TERM LOAN B                 | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4489967 | PA      | $4498228.14   | 0.25%             | 2031-02-22      | Floating      | 5.95%                 | 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        |      5855000 | PA      | $5597189.71   | 0.31%             | 2031-02-15      | Fixed         | 3.88%                 | 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        |      2620000 | PA      | $2530863.15   | 0.14%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS INC 2025 REPRICED TERM LOAN B                  | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      4956956 | PA      | $4978023.02   | 0.27%             | 2031-02-14      | Floating      | 5.42%                 | 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        |      5190000 | PA      | $4069487.10   | 0.22%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 2.5                      | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5970000 | PA      | $4326850.75   | 0.24%             | 2045-02-15      | Fixed         | 2.50%                 | 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        |       730000 | PA      | $552262.11    | 0.03%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/41 2.25             | CUSIP: BH7332159<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      5050000 | PA      | $2099545.78   | 0.11%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 6                              | CUSIP: 3140QV3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4557135 | PA      | $4737633.69   | 0.26%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9100008 | PA      | $9323558.39   | 0.51%             | 2054-10-01      | Fixed         | 5.50%                 | 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        |      5185000 | PA      | $2925082.06   | 0.16%             | 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        |      1595000 | PA      | $1761786.88   | 0.10%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE SR UNSECURED REGS 11/31 0.625                         | CUSIP: BK26CQII1<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      1170000 | PA      | $1185458.89   | 0.06%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75              | CUSIP: BK4327957<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     11280000 | PA      | $4323911.07   | 0.24%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/37 2                | CUSIP: BK7234325<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     11345000 | PA      | $5183325.81   | 0.28%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 02/31 6.5                       | CUSIP: BK8407086<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 121673000000 | PA      | $7465487.89   | 0.41%             | 2031-02-15      | Fixed         | 6.50%                 | 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        |      1191000 | PA      | $1152911.24   | 0.06%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/26 0.5                                 | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/26 0.5               | CUSIP: BN7879297<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      9645000 | PA      | $5487420.82   | 0.30%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SOUTH AUSTRALIAN GOVERNMENT FI LOCAL GOVT G REGS 05/34 1.75   | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      6955000 | PA      | $3539724.50   | 0.19%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1         | CUSIP: BN9945377<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     52840000 | PA      | $4517618.94   | 0.25%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 03/26 1.25        | CUSIP: BO4889347<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     14270000 | PA      | $1398537.79   | 0.08%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 02/27 1.25         | CUSIP: BP2490954<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |      6650000 | PA      | $637174.82    | 0.03%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED REGS 05/32 VAR              | CUSIP: BP5466381<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3125000 | PA      | $3256115.84   | 0.18%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                                   | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                 | CUSIP: BP9145262<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     17495000 | PA      | $8936170.97   | 0.49%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 08/31 0.00000       | CUSIP: BP9803662<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      2430000 | PA      | $2471996.52   | 0.14%             | 2031-08-15      | Fixed         | 0.00%                 | 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        | 102212000000 | PA      | $6225234.72   | 0.34%             | 2032-04-15      | Fixed         | 6.38%                 | 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        |     16480000 | PA      | $2351001.96   | 0.13%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 10/27 6.3         | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    143700000 | PA      | $1602802.34   | 0.09%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTERNATIONAL DEVELOPMENT ASSO SR UNSECURED REGS 02/27 1.75   | CUSIP: BS0126323<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     13510000 | PA      | $1299254.71   | 0.07%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/32 0.00000       | CUSIP: BT2450315<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      4280000 | PA      | $4289114.40   | 0.23%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED 08/32 2.5                      | CUSIP: BT7137974<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      3458000 | PA      | $1953955.95   | 0.11%             | 2032-08-03      | Fixed         | 2.50%                 | 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        |    130890000 | PA      | $11630515.22  | 0.64%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5         | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    242550000 | PA      | $10697122.96  | 0.59%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1                  | CUSIP: BV8654691<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    752550000 | PA      | $8688370.49   | 0.48%             | 2029-04-18      | Fixed         | 7.10%                 | 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        |    461200000 | PA      | $2920891.49   | 0.16%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 05/29 6.5             | CUSIP: BW4839732<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    497730000 | PA      | $8786053.62   | 0.48%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 09/32 6.75            | CUSIP: BY9195128<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    335020000 | PA      | $6044780.34   | 0.33%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 10/42 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 10/42 3         | CUSIP: BZ3005569<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |      6532000 | PA      | $603484.89    | 0.03%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/36 4.75             | CUSIP: BZ6602487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      9095000 | PA      | $5696411.35   | 0.31%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                        | 1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6               | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     10437917 | PA      | $10422259.92  | 0.57%             | 2030-09-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                        | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2240000 | PA      | $2246294.40   | 0.12%             | 2032-01-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWENTY YEAR B BONDS 12/25 2.1                                  | JAPAN GOVERNMENT TWENTY YEAR B BONDS 12/25 2.1                | CUSIP: EF2077933<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    620050000 | PA      | $3972674.66   | 0.22%             | 2025-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 12/30 4.75                     | CUSIP: EG8729493<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      1400000 | PA      | $1929403.77   | 0.11%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 09/35 8                      | CUSIP: EI4159923<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     84500000 | PA      | $1653978.25   | 0.09%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 11/26 4                   | CUSIP: EI8608073<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |      9000000 | PA      | $888346.42    | 0.05%             | 2026-11-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/33 6.625                     | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  87567000000 | PA      | $5380446.45   | 0.29%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 12/32 4.25             | CUSIP: EJ6963270<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      6770000 | PA      | $4298578.85   | 0.24%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 03/29 9                         | CUSIP: EJ8243903<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  26967000000 | PA      | $1788161.04   | 0.10%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/40 5                | CUSIP: EK0887258<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      3640000 | PA      | $2215405.20   | 0.12%             | 2040-11-20      | Fixed         | 5.00%                 | 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        |      7890000 | PA      | $4632427.79   | 0.25%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                          | REALKREDIT DANMARK A/S COVERED REGS 01/26 1                   | CUSIP: EK6597141<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     15920000 | PA      | $2471041.24   | 0.14%             | 2026-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3         | CUSIP: YR2442626<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     26495000 | PA      | $2556149.86   | 0.14%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/35 2.5           | CUSIP: YS3267715<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      4100000 | PA      | $4697108.95   | 0.26%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 01/33 VAR       | CUSIP: YS7112883<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1645000 | PA      | $1931972.42   | 0.11%             | 2033-01-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST COMPANY GUAR 144A 01/35 3.25              | CUSIP: YS8014443<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2310000 | PA      | $2665189.37   | 0.15%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/36 4.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/36 4.25              | CUSIP: YV1744767<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      2148000 | PA      | $1220342.58   | 0.07%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED REGS 07/32 VAR                | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       595000 | PA      | $712225.78    | 0.04%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 04/32 5.625        | CUSIP: ZB0006997<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3780000 | PA      | $4439225.64   | 0.24%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5                                 | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5               | CUSIP: ZB1410586<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      5475000 | PA      | $3199045.35   | 0.18%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 01/30 5.75                    | CUSIP: ZB4914840<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      1705000 | PA      | $2131711.12   | 0.12%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 10/29 VAR         | CUSIP: ZB5353782<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     45190000 | PA      | $4465229.43   | 0.24%             | 2029-10-26      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA SR UNSECURED 05/34 5.35            | CUSIP: ZB8096370<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6500000 | PA      | $4302890.91   | 0.24%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 03/34 5           | CUSIP: ZD3828021<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      6945000 | PA      | $4499602.59   | 0.25%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/37 4.75    | CUSIP: ZD5099407<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      8815000 | PA      | $5504639.38   | 0.30%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/34 2.2           | CUSIP: ZF1451532<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |     13315000 | PA      | $15023513.89  | 0.82%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 01/29 3.625               | CUSIP: ZF2710605<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     23000000 | PA      | $2247312.77   | 0.12%             | 2029-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                        | IRELAND GOVERNMENT BOND UNSECURED REGS 10/34 2.6              | CUSIP: ZF2761889<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |      3245000 | PA      | $3684757.30   | 0.20%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 08/26 4.25                | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1998262.93   | 0.11%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 144A 08/28 3              | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      3795000 | PA      | $3887977.50   | 0.21%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3220000 | PA      | $3085172.74   | 0.17%             | 2045-10-23      | Fixed         | 6.48%                 | 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        |      7655000 | PA      | $6708144.17   | 0.37%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R06 1A1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R06 1A1 144A           | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5706852 | PA      | $5725768.26   | 0.31%             | 2044-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1A1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1A1 144A           | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3167458 | PA      | $3172625.49   | 0.17%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A           | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1490001 | PA      | $1521651.52   | 0.08%             | 2042-12-25      | Floating      | 6.47%                 | 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        |      4811000 | PA      | $4961423.61   | 0.27%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9983021 | PA      | $10222024.63  | 0.56%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4104371 | PA      | $4189807.36   | 0.23%             | 2054-10-01      | Fixed         | 5.50%                 | 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      | $186463.86    | 0.01%             |  |  |  | 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      | $220554.45    | 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      | $284149.97    | 0.02%             |  |  |  | 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      | $320902.58    | 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      | $446352.96    | 0.02%             |  |  |  | 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      | $251187.29    | 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      | $421233.24    | 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      | $292105.54    | 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      | $218349.43    | 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      | $-7743.50     | -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      | $158604.54    | 0.01%             |  |  |  | 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      | $24545.49     | 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      | $59471.79     | 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      | $-84239.44    | -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      | $-15788.88    | -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      | $52879.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC. 2024 TERM LOAN B8                       | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      4309856 | PA      | $4317699.56   | 0.24%             | 2030-06-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC 2025 REPRICED TERM LOAN                  | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1058000 | PA      | $1058666.54   | 0.06%             | 2028-04-06      | Floating      | 5.67%                 | 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      | $-14178.25    | -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      | $231229.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                                | ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A              | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       511029 | PA      | $499688.31    | 0.03%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A A4 144A                           | AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A A4 144A         | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3065000 | PA      | $3116557.28   | 0.17%             | 2030-06-10      | Fixed         | 4.76%                 | 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      | $-31969.18    | -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      | $35192.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA A 144A          | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2455000 | PA      | $2458063.59   | 0.13%             | 2041-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE PREFERRED STOCK 10/27 6                         | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        52450 | NS      | $3315889.00   | 0.18%             |  |  |  | No            |                  1 | 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      | $354118.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      2730000 | PA      | $2755974.07   | 0.15%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1445000 | PA      | $1439006.73   | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | 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        |      4175000 | PA      | $4303090.96   | 0.24%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      3610000 | PA      | $3694849.44   | 0.20%             | 2035-11-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                                   | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR           | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      3360000 | PA      | $3365117.28   | 0.18%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                   | BOSTON SCIENTIFIC CORP SR UNSECURED 12/27 0.625               | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $2438354.37   | 0.13%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                    | PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 07/33 4.2         | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3695000 | PA      | $3706090.88   | 0.20%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP JR SUBORDINA 144A 12/99 VAR                         | CUSIP: 86765KAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3925000 | PA      | $3993687.50   | 0.22%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC SR UNSECURED 12/27 1.25                 | CUSIP: 122017AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2505000 | PA      | $3357952.50   | 0.18%             | 2027-12-15      | Fixed         | 1.25%                 | 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        |      1996794 | PA      | $1994922.35   | 0.11%             | 2038-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569                             | CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569           | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       680000 | PA      | $635888.01    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | 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      | $-380271.03   | -0.02%            |  |  |  | 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      | $349006.40    | 0.02%             |  |  |  | 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      | $368623.64    | 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      | $-160129.02   | -0.01%            |  |  |  | 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      | $334762.35    | 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      | $38041.44     | 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      | $355033.34    | 0.02%             |  |  |  | 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      | $99740.66     | 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      | $473742.38    | 0.03%             |  |  |  | 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      | $76079.99     | 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      | $1141725.15   | 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      | $-837007.32   | -0.05%            |  |  |  | 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      | $-200997.05   | -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      | $-111320.18   | -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      | $-115545.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                            | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4975081 | PA      | $5097298.67   | 0.28%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5                              | CUSIP: 3140QVWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5455398 | PA      | $5505188.47   | 0.30%             | 2054-12-01      | Fixed         | 5.00%                 | 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      | $-35977.90    | -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      | $-176249.89   | -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      | $356881.57    | 0.02%             |  |  |  | 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      | $-122792.08   | -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      | $-146049.45   | -0.01%            |  |  |  | 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      | $-82876.08    | -0.00%            |  |  |  | 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      | $-65349.97    | -0.00%            |  |  |  | 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      | $-83312.88    | -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      | $-31299.20    | -0.00%            |  |  |  | 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      | $46446.67     | 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      | $-107312.74   | -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      | $-84150.01    | -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      | $67955.19     | 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      | $2897.86      | 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      | $29361.90     | 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      | $42880.43     | 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      | $97823.07     | 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      | $184309.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA3 A1 144A         | CUSIP: 35564UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4296625 | PA      | $4298277.44   | 0.24%             | 2045-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA4 A1 144A         | CUSIP: 35564UBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2666125 | PA      | $2666110.37   | 0.15%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA4 M1 144A         | CUSIP: 35564UBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3219007 | PA      | $3216963.38   | 0.18%             | 2045-10-25      | Floating      | 5.17%                 | 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        |      9460000 | PA      | $9211233.41   | 0.50%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/52 FIXED 4                                                     | GINNIE MAE G2 08/52 FIXED 4                                   | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1880632 | PA      | $1803292.39   | 0.10%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/52 FIXED 4.5                                                   | GINNIE MAE G2 08/52 FIXED 4.5                                 | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3183402 | PA      | $3137460.67   | 0.17%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 10/52 FIXED 4                                                     | GINNIE MAE G2 10/52 FIXED 4                                   | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1707171 | PA      | $1634830.70   | 0.09%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1796000 | PA      | $1796353.81   | 0.10%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: —       |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                               | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4765000 | PA      | $4718207.70   | 0.26%             | 2032-05-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 09/30 3.5                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     12475000 | PA      | $12007998.38  | 0.66%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/34 5.6                                | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8210000 | PA      | $8607329.03   | 0.47%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3389000 | PA      | $3517192.31   | 0.19%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/36 VAR                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3980000 | PA      | $4226698.07   | 0.23%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     12003000 | PA      | $12451312.05  | 0.68%             | 2030-06-05      | Variable      | 7.05%                 | 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        |      7705457 | PA      | $119932.36    | 0.01%             | 2037-05-19      | 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        |      8010269 | PA      | $123314.09    | 0.01%             | 2037-07-19      | 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        |      8715358 | PA      | $102842.10    | 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        |      3060000 | PA      | $3492455.14   | 0.19%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Helmerich and Payne Inc.                                                        | HELMERICH and PAYNE INC SR UNSECURED 09/31 2.9                | CUSIP: 423452AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4645000 | PA      | $4159458.71   | 0.23%             | 2031-09-29      | Fixed         | 2.90%                 | 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        |      3190000 | PA      | $3196986.10   | 0.18%             | 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        |      2655000 | PA      | $2467246.63   | 0.14%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO. 2023 TERM LOAN B4               | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      4890000 | PA      | $4907408.40   | 0.27%             | 2030-11-08      | Floating      | 5.70%                 | 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        |       975000 | PA      | $926361.01    | 0.05%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 03/32 5.75                     | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      4540000 | PA      | $4764516.71   | 0.26%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05        | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      4315000 | PA      | $2914911.69   | 0.16%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/27 1.8         | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      1350000 | PA      | $959862.61    | 0.05%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375                         | JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375       | CUSIP: 47837RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       585000 | PA      | $653531.61    | 0.04%             | 2027-09-15      | Fixed         | 0.38%                 | 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        |      3480000 | PA      | $3906113.23   | 0.21%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5.5                            | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10805666 | PA      | $11125146.26  | 0.61%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4468340 | PA      | $4541804.06   | 0.25%             | 2055-01-01      | Fixed         | 5.50%                 | 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        |      6000000 | PA      | $5039646.12   | 0.28%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A                             | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A           | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3945000 | PA      | $3802722.00   | 0.21%             | 2039-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A                              | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A            | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3190000 | PA      | $2865153.69   | 0.16%             | 2039-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 C 144A                              | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 C 144A            | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1855000 | PA      | $1661487.70   | 0.09%             | 2039-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5                                               | FREDDIE MAC POOL FR 01/55 FIXED 5                             | CUSIP: 31427MHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2428467 | PA      | $2443042.59   | 0.13%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 6                                               | FREDDIE MAC POOL FR 02/55 FIXED 6                             | CUSIP: 3142GT3M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3183574 | PA      | $3311657.99   | 0.18%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      4340000 | PA      | $4313108.14   | 0.24%             | 2035-09-27      | Variable      | 6.62%                 | 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        |      3626030 | PA      | $3045865.32   | 0.17%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      3590000 | PA      | $3435209.00   | 0.19%             | 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        |      2285000 | PA      | $2193162.49   | 0.12%             | 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        |      3202000 | PA      | $3022202.64   | 0.17%             | 2031-11-01      | Fixed         | 3.62%                 | 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        |      1875000 | PA      | $1686229.09   | 0.09%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC SR UNSECURED 03/36 5.15                              | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      4055000 | PA      | $4050057.08   | 0.22%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                                  | MVW 2022-2 LLC MVWOT 2022 2A A 144A                           | CUSIP: 55400VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1476377 | PA      | $1508786.52   | 0.08%             | 2041-10-21      | Fixed         | 6.11%                 | 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        |      5740000 | PA      | $5180728.84   | 0.28%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/35 5.2                          | CUSIP: 571676BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4745000 | PA      | $4909258.76   | 0.27%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125     | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2690000 | PA      | $2547527.11   | 0.14%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B              | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6795849 | PA      | $6803120.83   | 0.37%             | 2030-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 2A A2 144A           | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1885000 | PA      | $1911731.00   | 0.10%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A                              | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A            | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       249089 | PA      | $252187.44    | 0.01%             | 2057-06-25      | Floating      | 5.57%                 | 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        |      6685000 | PA      | $6450476.36   | 0.35%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 11/27 7.234                | CUSIP: 65339F119<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       218200 | NS      | $11189296.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP A 144A                               | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP A 144A             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1986336.40   | 0.11%             | 2042-02-15      | Floating      | 5.17%                 | 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        |      1545000 | PA      | $1742593.14   | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5440000 | PA      | $5808696.00   | 0.32%             | 2036-09-15      | Fixed         | 6.45%                 | 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        |      3520000 | PA      | $3725441.28   | 0.20%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6038658 | PA      | $6188891.21   | 0.34%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5                                               | FREDDIE MAC POOL FR 01/55 FIXED 5                             | CUSIP: 3142GTTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5619141 | PA      | $5659890.32   | 0.31%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 10/34 5.55             | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      4275000 | PA      | $4353907.95   | 0.24%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST COMPANY GUAR 144A 11/33 5.5               | CUSIP: 682142AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4275000 | PA      | $4629120.82   | 0.25%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| 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        |      1368000 | PA      | $1351439.95   | 0.07%             | 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 SR SECURED 144A 02/29 3.5      | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3239000 | PA      | $3127278.79   | 0.17%             | 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        |      3040000 | PA      | $1939556.76   | 0.11%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc.                                                                | TXNM ENERGY INC JR SUBORDINA 06/54 5.75                       | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |      2705000 | PA      | $3606847.00   | 0.20%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25       | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2235000 | PA      | $2194401.67   | 0.12%             | 2029-08-01      | Fixed         | 4.25%                 | 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        |    142000000 | PA      | $2398482.91   | 0.13%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                             | PHILLIPS 66 CO COMPANY GUAR 03/56 VAR                         | CUSIP: 718547BA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2375000 | PA      | $2378249.00   | 0.13%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      6130000 | PA      | $6204577.58   | 0.34%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A          | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6650000 | PA      | $6494358.75   | 0.36%             | 2042-09-17      | Fixed         | 4.00%                 | 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        |      3450000 | PA      | $3333703.67   | 0.18%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY SR UNSECURED 144A 07/51 3.3                       | CUSIP: 74730DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      1405000 | PA      | $1001687.73   | 0.05%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED 09/33 4.5              | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3926000 | PA      | $4014397.62   | 0.22%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA UNSECURED 12/43 4.25                | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      5270000 | PA      | $3756484.81   | 0.21%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      8298000 | PA      | $8616601.71   | 0.47%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5205000 | PA      | $5456445.74   | 0.30%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1336000 | PA      | $1291626.76   | 0.07%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95           | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       776000 | PA      | $773675.03    | 0.04%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR                   | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7915000 | PA      | $8379317.65   | 0.46%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/84 VAR                   | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3790000 | PA      | $3736875.95   | 0.20%             | 2084-11-24      | Variable      | 6.35%                 | 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        |      3040000 | PA      | $2063641.06   | 0.11%             | 2027-02-24      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 02/33 6         | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      5430000 | PA      | $5590819.06   | 0.31%             | 2033-02-01      | Fixed         | 6.00%                 | 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        |      5900000 | PA      | $5871831.63   | 0.32%             | 2027-02-15      | Fixed         | 3.88%                 | 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        |      1815000 | PA      | $1690482.98   | 0.09%             | 2031-02-15      | Fixed         | 2.88%                 | 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        |      3840000 | PA      | $3670382.59   | 0.20%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCOTT TRUST 2023-SFS SCOTT 2023 SFS A 144A                                      | SCOTT TRUST 2023-SFS SCOTT 2023 SFS A 144A                    | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5905000 | PA      | $6066975.92   | 0.33%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY A 144A                              | SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY A 144A            | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5240000 | PA      | $5240941.63   | 0.29%             | 2039-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/55 VAR                                 | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2861956.65   | 0.16%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/30 4.125             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      5255000 | PA      | $4975776.10   | 0.27%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5175000 | PA      | $5420419.20   | 0.30%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                 | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR         | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2265000 | PA      | $2402299.77   | 0.13%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SouthState Bank Corporation                                                     | SOUTHSTATE BANK CORP SUBORDINATED 06/35 VAR                   | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |     11455000 | PA      | $12036522.47  | 0.66%             | 2035-06-13      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE PREFERRED STOCK 12/28 7.125                   | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       119400 | NS      | $6098952.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      3870000 | PA      | $4097250.27   | 0.22%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC. 2023 TERM LOAN J                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1826875 | PA      | $1829450.89   | 0.10%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2024 TERM LOAN                                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1826550 | PA      | $1829399.42   | 0.10%             | 2032-01-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A           | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3385000 | PA      | $3407039.40   | 0.19%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                                     | FIDELITY NATIONAL INFORMATION COMPANY GUAR 05/30 2            | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      3220000 | PA      | $3570032.01   | 0.20%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2025 TERM LOAN K                                | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       656688 | PA      | $657331.05    | 0.04%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| EURO-OAT FUTURE 1225                                                            | EURO-OAT FUTURE 1225                                          | CUSIP: ADI2XTJT6<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           59 | NC      | $-159581.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0326                                                           | US 10YR NOTE CBT 0326                                         | CUSIP: ADI30KFZ9<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          106 | NC      | $-15900.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/33 3.5         | CUSIP: AN1028702<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      2945000 | PA      | $1592243.61   | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                           | LONG RIDGE ENERGY LLC TERM LOAN B                             | CUSIP: BA000FWX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3865575 | PA      | $3797927.44   | 0.21%             | 2032-02-19      | Floating      | 8.50%                 | 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        |    166260000 | PA      | $1830981.61   | 0.10%             | 2031-07-12      | Fixed         | 6.10%                 | 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        |      3585000 | PA      | $3436031.38   | 0.19%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 03/32 2.7                       | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1772919.66   | 0.10%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2II 144A                  | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4035000 | PA      | $4044538.74   | 0.22%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2375000 | PA      | $2268282.46   | 0.12%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                      | 3M CO SR UNSECURED 05/30 1.75                                 | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1740097.34   | 0.10%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC 2025 TERM LOAN B 2031                | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      6094027 | PA      | $6075439.97   | 0.33%             | 2031-03-21      | Floating      | 7.25%                 | 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        |      4375000 | PA      | $4598225.63   | 0.25%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 10/37 6.2              | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3154000 | PA      | $3400460.75   | 0.19%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 03/34 1.75    | CUSIP: BR0514587<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      6970000 | PA      | $3571651.92   | 0.20%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.                                                    | CELLNEX FINANCE CO SA COMPANY GUAR REGS 09/32 2               | CUSIP: BR3179453<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1583847.27   | 0.09%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/35 2                | CUSIP: BR4617469<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      9900000 | PA      | $4892573.09   | 0.27%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL BIDCO SAS USD 1ST LIEN TERM LOAN B                       | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2025000 | PA      | $2037980.25   | 0.11%             | 2032-04-28      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 08/38 7.25             | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1346000 | PA      | $1562932.81   | 0.09%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR              | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      4660000 | PA      | $4755753.68   | 0.26%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS MILEAGE PLAN IP LIMITED 2025 REPRICED TERM LOAN B          | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      2616461 | PA      | $2626272.29   | 0.14%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                     | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B                  | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      4351050 | PA      | $4005141.53   | 0.22%             | 2029-08-27      | Floating      | 8.75%                 | 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        |    119650000 | PA      | $22601708.70  | 1.24%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                              | DELTA 2 LUX SARL 2024 TERM LOAN B1                            | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      3276000 | PA      | $3276000.00   | 0.18%             | 2031-09-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 144A 01/31 3.875                | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      4470000 | PA      | $4971598.19   | 0.27%             | 2031-01-15      | Fixed         | 3.88%                 | 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        |      2565000 | PA      | $2416595.31   | 0.13%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVERNMENT TEN YEAR BOND BONDS 06/26 0.1                | CUSIP: LW3164867<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1279800000 | PA      | $8167940.29   | 0.45%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5                            | NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5          | CUSIP: QJ1094474<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      3865000 | PA      | $2141072.16   | 0.12%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/37 2.75                           | NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/37 2.75         | CUSIP: QZ2927965<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     22010000 | PA      | $10697951.06  | 0.59%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 10/26 6.2                 | CUSIP: QZ6604008<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |    147000000 | PA      | $1642863.36   | 0.09%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/31 8.75                      | CUSIP: UV4168299<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  48493000000 | PA      | $3282525.61   | 0.18%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc.                                                              | CDP FINANCIAL INC COMPANY GUAR 144A 09/35 3.25                | CUSIP: YK3317186<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1765000 | PA      | $2040391.70   | 0.11%             | 2035-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/38 5       | CUSIP: YL0100484<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3930000 | PA      | $2518661.69   | 0.14%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/30 6.01                                   | INDIA GOVERNMENT BOND SR UNSECURED 07/30 6.01                 | CUSIP: YM3616567<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    243900000 | PA      | $2701033.61   | 0.15%             | 2030-07-21      | Fixed         | 6.01%                 | 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        |      1605000 | PA      | $1539433.74   | 0.08%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA2                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA2 M1B 144A        | CUSIP: 35564KB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1550000 | PA      | $1625298.23   | 0.09%             | 2042-07-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA7                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A        | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       814765 | PA      | $821894.18    | 0.05%             | 2052-03-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       365000 | PA      | $374823.06    | 0.02%             | 2042-03-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                                   | INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                 | CUSIP: YO0526393<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    348220000 | PA      | $3832638.47   | 0.21%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                  | NBN CO LTD SR UNSECURED REGS 11/32 3.375                      | CUSIP: YO5032256<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1545000 | PA      | $1814851.20   | 0.10%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1418980 | PA      | $1425997.02   | 0.08%             | 2042-04-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1419632 | PA      | $1429299.81   | 0.08%             | 2042-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3570000 | PA      | $3687811.79   | 0.20%             | 2042-05-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 A1 144A         | CUSIP: 35564NBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4022277 | PA      | $4032283.34   | 0.22%             | 2044-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 04/35 6.375                  | CUSIP: YP6291635<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    183400000 | PA      | $3238743.65   | 0.18%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25                                 | CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25               | CUSIP: YP7773367<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     95940000 | PA      | $4501321.35   | 0.25%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/38 5.25    | CUSIP: YQ1054523<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      2655000 | PA      | $1716880.33   | 0.09%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A 05/35 3.25         | CUSIP: YQ2557201<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3265000 | PA      | $3785659.89   | 0.21%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 03/36 4.25        | CUSIP: YR1520430<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      7060000 | PA      | $4514026.63   | 0.25%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 07/30 6.5                       | CUSIP: YV1931588<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  70959000000 | PA      | $4381736.53   | 0.24%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/34 4.25                     | CUSIP: YX3339711<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      3450000 | PA      | $4523775.09   | 0.25%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 10/31 4                        | CUSIP: ZD2171464<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9390000 | PA      | $12400243.27  | 0.68%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M1 144A         | CUSIP: 35564NBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1225358 | PA      | $1225355.68   | 0.07%             | 2044-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 A1 144A         | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2568750 | PA      | $2571263.03   | 0.14%             | 2045-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M1 144A         | CUSIP: 35564NGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2730487 | PA      | $2728802.04   | 0.15%             | 2045-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp.                                                          | INDEPENDENT BANK CORP SUBORDINATED 04/35 VAR                  | CUSIP: 453836AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3290000 | PA      | $3434551.84   | 0.19%             | 2035-04-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/35 4.25                     | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4555000 | PA      | $4643253.13   | 0.25%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/35 6.5                    | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      3770000 | PA      | $4014565.37   | 0.22%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      4812168 | NS      | $48136595.54  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

**Name of Applicant:** John Hancock Strategic Series

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer