# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056602
**Filing Date:** 2025-8
**Character Count:** 220274
**Document Hash:** fbe615e3c0f24d15fcc35bf6863db398
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056602.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056602

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275425

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $389652448.41

**Total Liabilities:** $1721309.44

**Net Assets:** $387931138.97

**Stand-by Commitments:** $20562.76

**Cash Not Reported:** $1760902.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -451.143836000000 | **1-Year:** -11850.847719000000 | **5-Year:** -40354.861449000000 | **10-Year:** -43984.252266000000 | **30-Year:** -8221.792538000000

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

- **3-Month:** -171.555848000000 | **1-Year:** -10275.027077000000 | **5-Year:** -24939.048908000000 | **10-Year:** -5127.761635000000 | **30-Year:** -1561.958653000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022739 | 0.23%                | 0.78%                | 1.78%                |
| Class ID C000022740 | 0.23%                | 0.86%                | 1.70%                |
| Class ID C000022741 | 0.23%                | 0.78%                | 1.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3056026.33             | $4490178.60                                |
| Month 2  | $194.62                  | $1823524.21                                |
| Month 3  | $-320615.85              | $5760660.48                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |     1015000 | PA      | $1054777.26   | 0.27%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      760000 | PA      | $761210.46    | 0.20%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP JR SUBORDINA 12/99 VAR                         | CUSIP: 00912XBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $732016.14    | 0.19%             | 2026-12-15      | Variable      | 4.12%                 | 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        |      760000 | PA      | $729696.95    | 0.19%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625                 | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $343412.94    | 0.09%             | 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        |      657000 | PA      | $768249.64    | 0.20%             | 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        |      393250 | PA      | $390237.71    | 0.10%             | 2028-04-20      | Floating      | 6.52%                 | 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        |      910000 | PA      | $915005.00    | 0.24%             | 2032-05-28      | Floating      | 7.55%                 | 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        |     1895000 | PA      | $1975797.02   | 0.51%             | 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        |     1700000 | PA      | $1885313.36   | 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        |      730000 | PA      | $742312.03    | 0.19%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC 2024 TERM LOAN B7                        | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      239000 | PA      | $239129.06    | 0.06%             | 2028-04-06      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC. 2024 TERM LOAN B8                       | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      996973 | PA      | $998218.75    | 0.26%             | 2030-06-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25                       | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $505592.76    | 0.13%             | 2028-09-01      | Fixed         | 3.25%                 | 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        |      160761 | PA      | $156845.42    | 0.04%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AUTONATION FIN TR 2025 1 12/30 FIXED 5.83                                       | AUTONATION FIN TR 2025 1 12/30 FIXED 5.83                     | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      265000 | PA      | $268774.47    | 0.07%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AUTONATION FIN TR 2025 1 09/32 5.63                                             | AUTONATION FIN TR 2025 1 09/32 5.63                           | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $172342.91    | 0.04%             | 2032-09-10      | Fixed         | 5.63%                 | 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        |      670000 | PA      | $680424.53    | 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        |      334246 | PA      | $333201.18    | 0.09%             | 2036-09-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     2005000 | PA      | $1807477.02   | 0.47%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 03/28 6.875                            | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      975000 | PA      | $997735.05    | 0.26%             | 2028-03-15      | Fixed         | 6.88%                 | 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        |     1685000 | PA      | $1745075.31   | 0.45%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corporation                                                      | BANK OF HAWAII CORP PREFERRED STOCK 8                         | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       33075 | NS      | $864580.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/82 VAR                       | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1985000 | PA      | $1532374.81   | 0.40%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A           | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      450000 | PA      | $464485.50    | 0.12%             | 2043-07-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M1 144A           | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      774145 | PA      | $773897.84    | 0.20%             | 2044-02-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A                             | FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A           | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      285000 | PA      | $298995.35    | 0.08%             | 2041-11-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A           | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79636 | PA      | $79586.25     | 0.02%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A           | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209587 | PA      | $214482.27    | 0.06%             | 2042-05-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1M2 144A           | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      930000 | PA      | $932036.70    | 0.24%             | 2045-02-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M1 144A           | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      705828 | PA      | $707131.16    | 0.18%             | 2045-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc.                                                         | CONNECTONE BANCORP INC SUBORDINATED 06/35 VAR                 | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |      675000 | PA      | $676238.54    | 0.17%             | 2035-06-01      | Variable      | 8.12%                 | 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        |      317873 | PA      | $326062.54    | 0.08%             | 2042-12-25      | Floating      | 6.71%                 | 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        |     1240000 | PA      | $1251883.92   | 0.32%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     2546000 | PA      | $2140377.26   | 0.55%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                    | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1625510.01   | 0.42%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1610000 | PA      | $1601598.05   | 0.41%             | 2030-02-10      | Variable      | 7.00%                 | 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        |     1045000 | PA      | $1040704.32   | 0.27%             | 2034-08-10      | Variable      | 7.12%                 | 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        |     1440000 | PA      | $1459013.76   | 0.38%             | 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        |      510000 | PA      | $508956.34    | 0.13%             | 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        |      761000 | PA      | $970666.37    | 0.25%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5                           | DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5         | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296031 | PA      | $279657.39    | 0.07%             | 2028-06-10      | Fixed         | 2.50%                 | 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        |      790000 | PA      | $831067.46    | 0.21%             | 2055-02-01      | Variable      | 6.88%                 | 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        |     1120000 | PA      | $1201683.84   | 0.31%             | 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        |      875000 | PA      | $888013.88    | 0.23%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2015 1A A2II 144A        | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      644612 | PA      | $643239.86    | 0.17%             | 2045-10-25      | Fixed         | 4.47%                 | 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      | $-72488.64    | -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      | $-13280.48    | -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      | $9761.54      | 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      | $7867.98      | 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      | $9257.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $14862.14     | 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      | $-1828.38     | -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      | $18928.94     | 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      | $30799.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD MXN                                                             | BOUGHT CAD/SOLD MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-11021.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-24075.74    | -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      | $19284.05     | 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      | $15156.75     | 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      | $22422.55     | 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      | $-3382.00     | -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      | $-7091.87     | -0.00%            |  |  |  | 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        |      200000 | PA      | $205562.49    | 0.05%             | 2054-09-01      | Variable      | 6.45%                 | 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        |      429610 | PA      | $429670.19    | 0.11%             | 2031-10-31      | Floating      | 6.33%                 | 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        |      163410 | PA      | $163432.84    | 0.04%             | 2031-10-31      | Floating      | 6.33%                 | 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        |     1935000 | PA      | $1793532.67   | 0.46%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 02/34 5.75                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      445000 | PA      | $460115.51    | 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        |     1615000 | PA      | $1625131.38   | 0.42%             | 2076-06-15      | Variable      | 6.75%                 | 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        |      720000 | PA      | $559340.92    | 0.14%             | 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        |     1270000 | PA      | $1318032.57   | 0.34%             | 2034-08-15      | Fixed         | 6.50%                 | 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        |     1290000 | PA      | $1372410.36   | 0.35%             | 2054-05-15      | Variable      | 8.00%                 | 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        |      455000 | PA      | $471021.01    | 0.12%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1266371.33   | 0.33%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 02/28 3.875     | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |      455000 | PA      | $446908.45    | 0.12%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6                                               | FREDDIE MAC POOL FR 10/54 FIXED 6                             | CUSIP: 3132DULA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1026177 | PA      | $1056560.82   | 0.27%             | 2054-10-01      | Fixed         | 6.00%                 | 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        |      991080 | PA      | $994170.72    | 0.26%             | 2054-02-01      | Fixed         | 5.50%                 | 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        |     1499672 | PA      | $1512315.87   | 0.39%             | 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        |     2854011 | PA      | $2861127.63   | 0.74%             | 2054-04-01      | Fixed         | 5.50%                 | 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        |      273936 | PA      | $277358.38    | 0.07%             | 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        |     1456432 | PA      | $1472807.23   | 0.38%             | 2055-01-01      | Fixed         | 5.50%                 | 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        |     1066607 | PA      | $1097188.07   | 0.28%             | 2055-01-01      | Fixed         | 6.00%                 | 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        |     2303195 | PA      | $2321893.14   | 0.60%             | 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        |     1036933 | PA      | $1043082.55   | 0.27%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 6                                               | FREDDIE MAC POOL FR 01/55 FIXED 6                             | CUSIP: 31425XAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1339003 | PA      | $1362748.04   | 0.35%             | 2055-01-01      | Fixed         | 6.00%                 | 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        |      876909 | PA      | $902324.68    | 0.23%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 6                                               | FREDDIE MAC POOL FR 11/54 FIXED 6                             | CUSIP: 3142GTBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1090119 | PA      | $1112857.73   | 0.29%             | 2054-11-01      | Fixed         | 6.00%                 | 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        |     1303464 | PA      | $1316082.79   | 0.34%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Busey Corporation                                                         | FIRST BUSEY CORP PREFERRED STOCK 8.25                         | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       30775 | NS      | $770606.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 03/40 VAR         | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1134348.68   | 0.29%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1327011.90   | 0.34%             | 2030-09-01      | Fixed         | 6.62%                 | 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        |      585000 | PA      | $605605.63    | 0.16%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875    | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      995000 | PA      | $969188.31    | 0.25%             | 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        |     1118000 | PA      | $1064589.12   | 0.27%             | 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        |     1255000 | PA      | $804038.66    | 0.21%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS' FINANCE TRUS COMPANY GUAR 144A 04/31 2      | CUSIP: 68329AAJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     1860000 | PA      | $1652264.15   | 0.43%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 12/30 1.35               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1850000 | PA      | $1237037.64   | 0.32%             | 2030-12-02      | Fixed         | 1.35%                 | 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        |      550000 | PA      | $530336.90    | 0.14%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Holding Sarl                                                | PETRORIO LUXEMBOURG HOLDING SA SR SECURED 144A 06/26 6.125    | CUSIP: 71677WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      655000 | PA      | $656196.69    | 0.17%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25        | CUSIP: 718286BM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    43000000 | PA      | $746163.12    | 0.19%             | 2036-01-14      | Fixed         | 6.25%                 | 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        |      170000 | PA      | $169220.48    | 0.04%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      515000 | PA      | $478027.79    | 0.12%             | 2031-09-15      | Fixed         | 4.50%                 | 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        |     1260000 | PA      | $1271487.42   | 0.33%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY SR UNSECURED 144A 07/31 2.25                      | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      715000 | PA      | $625896.70    | 0.16%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY SR UNSECURED 144A 07/51 3.3                       | CUSIP: 74730DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      575000 | PA      | $387550.00    | 0.10%             | 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        |      674000 | PA      | $674738.03    | 0.17%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     1935150 | PA      | $1931763.49   | 0.50%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      370000 | PA      | $381775.62    | 0.10%             | 2033-03-01      | Fixed         | 6.75%                 | 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        |     1245000 | PA      | $1300217.00   | 0.34%             | 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        |      387000 | PA      | $366688.58    | 0.09%             | 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        |      350000 | PA      | $345171.33    | 0.09%             | 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        |     1900000 | PA      | $1963340.91   | 0.51%             | 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        |      920000 | PA      | $864791.81    | 0.22%             | 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        |     2215000 | PA      | $1465356.49   | 0.38%             | 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        |     1384000 | PA      | $1410679.37   | 0.36%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $976285.08    | 0.25%             | 2028-01-15      | Fixed         | 6.60%                 | 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        |     1075000 | PA      | $1058446.29   | 0.27%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125              | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1265600.25   | 0.33%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A                                     | SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A                   | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $303926.73    | 0.08%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                          | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      425000 | PA      | $420369.63    | 0.11%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/55 VAR                                 | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      680000 | PA      | $644813.28    | 0.17%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| QXO Inc.                                                                        | QXO INC PREFERRED STOCK 05/28 5.5                             | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       33250 | NS      | $2061167.50   | 0.53%             |  |  |  | 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        |      980000 | PA      | $1008393.54   | 0.26%             | 2055-03-15      | Variable      | 6.38%                 | 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        |      615000 | PA      | $618075.00    | 0.16%             | 2028-06-15      | Fixed         | 3.25%                 | 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        |     2170000 | PA      | $2119804.21   | 0.55%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corporation                                                   | WEBSTER FINANCIAL CORP SUBORDINATED 11/30 VAR                 | CUSIP: 85917AAC4<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      715000 | PA      | $703872.23    | 0.18%             | 2030-11-01      | Variable      | 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        |      250000 | PA      | $227492.78    | 0.06%             | 2031-02-15      | Fixed         | 2.88%                 | 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        |      420000 | PA      | $394344.34    | 0.10%             | 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        |      690000 | PA      | $608104.07    | 0.16%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2022-1                                                        | T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                 | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      184957 | PA      | $185081.92    | 0.05%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2016 1A A23 144A                   | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1122188 | PA      | $1122169.88   | 0.29%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC 2024 USD TERM LOAN                   | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     1298039 | PA      | $1299959.70   | 0.34%             | 2031-03-21      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE SR UNSECURED 09/25 2.667            | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      597000 | PA      | $438174.11    | 0.11%             | 2025-09-09      | Fixed         | 2.67%                 | 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        |     1415000 | PA      | $1477835.91   | 0.38%             | 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        |      538000 | PA      | $563264.32    | 0.15%             | 2037-10-15      | Fixed         | 6.20%                 | 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        |      222000 | PA      | $251432.08    | 0.06%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 04/30 4.1              | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      330000 | PA      | $323193.01    | 0.08%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2024 TERM LOAN K                                | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      153062 | PA      | $153573.73    | 0.04%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2024 TERM LOAN                                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      262239 | PA      | $262590.85    | 0.07%             | 2032-01-19      | Floating      | 6.80%                 | 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        |     1015000 | PA      | $980955.99    | 0.25%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                                | UFC HOLDINGS LLC 2024 TERM LOAN B                             | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1043331 | PA      | $1046753.20   | 0.27%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corporation                                                       | UMB FINANCIAL CORP PREFERRED STOCK VAR                        | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       45925 | NS      | $1191294.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      542000 | PA      | $521065.47    | 0.13%             | 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        |      280000 | PA      | $275026.19    | 0.07%             | 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        |      565000 | PA      | $548425.84    | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | 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        |      954302 | PA      | $954702.96    | 0.25%             | 2031-02-22      | Floating      | 6.28%                 | 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        |      915000 | PA      | $860427.48    | 0.22%             | 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        |      870000 | PA      | $830221.16    | 0.21%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS INC 2024 TERM LOAN B                           | CUSIP: 91136EAL9<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      548029 | PA      | $552139.38    | 0.14%             | 2031-02-14      | Floating      | 6.08%                 | 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        |     1315000 | PA      | $1001711.52   | 0.26%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                        | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6495000 | PA      | $4785495.74   | 1.23%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2093000 | PA      | $1228983.44   | 0.32%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      960000 | PA      | $692962.50    | 0.18%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/53 3.625                    | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1030000 | PA      | $840817.96    | 0.22%             | 2053-02-15      | Fixed         | 3.62%                 | 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        |     2305000 | PA      | $2126362.50   | 0.55%             | 2032-08-15      | Fixed         | 2.75%                 | 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        |     1390000 | PA      | $1351356.33   | 0.35%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 09/67 6.13                                              | VERUS SECURITIZATION TR 09/67 6.13                            | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235044 | PA      | $234558.86    | 0.06%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A                          | VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A        | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      618116 | PA      | $615059.25    | 0.16%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2024 1 A1 144A           | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137788 | PA      | $138052.21    | 0.04%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      785000 | PA      | $771213.74    | 0.20%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5      | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1471000 | PA      | $1446849.92   | 0.37%             | 2029-05-15      | Fixed         | 5.50%                 | 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        |      190000 | PA      | $182727.69    | 0.05%             | 2030-02-01      | Fixed         | 4.05%                 | 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        |      843000 | PA      | $843885.30    | 0.22%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corporation                                                  | WINTRUST FINANCIAL CORP PREFERRED STOCK VAR                   | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       26425 | NS      | $676480.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO 2024 TERM LOAN B                          | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     1529756 | PA      | $1530903.71   | 0.39%             | 2029-12-14      | Floating      | 6.83%                 | 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        |     1683000 | PA      | $1667138.73   | 0.43%             | 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        |     1890000 | PA      | $1744463.76   | 0.45%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 01/32 4.625                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      875000 | PA      | $842425.68    | 0.22%             | 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        |      565000 | PA      | $576790.25    | 0.15%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Euro-BTP Future Jun 17 0925                                                     | Euro-BTP Future Jun 17 0925                                   | CUSIP: ADI2VGS90<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          53 | NC      | $-12548.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0925                                                           | EURO-BUND FUTURE 0925                                         | CUSIP: ADI2VGSY5<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          44 | NC      | $-46179.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0925                                                           | US 10YR NOTE CBT 0925                                         | CUSIP: ADI2VWVH3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          70 | NC      | $-105281.77   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0925                                                            | US LONG BONDCBT 0925                                          | CUSIP: ADI2VWY64<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          19 | NC      | $-17999.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0925                                                          | CAN 10YR BOND FUT 0925                                        | CUSIP: ADI2VWYP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          29 | NC      | $-27507.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| USDCALL/CNHPUT 7.65 FXVANILLAOPTION---20251104                                  | USDCALL/CNHPUT 7.65 FXVANILLAOPTION---20251104                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     4150000 | PA      | $-1332.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USDCALL/CNHPUT 7.40 FXVANILLAOPTION---20251104                                  | USDCALL/CNHPUT 7.40 FXVANILLAOPTION---20251104                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     4150000 | PA      | $5917.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUR CALL/USD PUT FXVANILLAOPTION---20250730                                     | EUR CALL/USD PUT FXVANILLAOPTION---20250730                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |     3730000 | PA      | $-17065.35    | -0.00%            |  |  |  | No            |                  2 | 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        |      661000 | PA      | $370502.16    | 0.10%             | 2033-04-14      | Fixed         | 3.50%                 | 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        |      353423 | PA      | $358983.97    | 0.09%             | 2042-09-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192096 | PA      | $195159.99    | 0.05%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286238 | PA      | $290362.22    | 0.07%             | 2042-03-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A           | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1045000 | PA      | $1072982.07   | 0.28%             | 2042-04-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                   | BNG BANK NV SR UNSECURED REGS 07/28 3.3                       | CUSIP: AQ6587572<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1130000 | PA      | $734956.27    | 0.19%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 08/34 1.2         | CUSIP: AT8524767<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     1750000 | PA      | $1783554.40   | 0.46%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-45871.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-38089.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-20313.37    | -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      | $-12853.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $18770.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 10/28 5.625             | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      640000 | PA      | $876897.81    | 0.23%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A        | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      540000 | PA      | $564975.00    | 0.15%             | 2042-08-25      | Floating      | 7.86%                 | 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        |     2405000 | PA      | $2272762.52   | 0.59%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                   | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $502740.81    | 0.13%             | 2034-11-14      | Fixed         | 5.40%                 | 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        |      360000 | PA      | $356596.98    | 0.09%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                               | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1205000 | PA      | $1179393.75   | 0.30%             | 2032-01-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 09/30 3.5                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1793000 | PA      | $1695519.88   | 0.44%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A                                | HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A              | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      323927 | PA      | $311571.68    | 0.08%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 12/29 3.375           | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      300000 | PA      | $283122.57    | 0.07%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      240000 | PA      | $222846.02    | 0.06%             | 2030-09-15      | Fixed         | 3.50%                 | 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        |      990000 | PA      | $877288.20    | 0.23%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                        | MARRIOTT VACATIONS WORLDWIDE C COMPANY GUAR 12/27 3.25        | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      755000 | PA      | $702905.00    | 0.18%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/35 5.2                          | CUSIP: 571676BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $748864.56    | 0.19%             | 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        |      510000 | PA      | $476945.01    | 0.12%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 03/28 7.25                           | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |      750000 | PA      | $796811.33    | 0.21%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375       | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $581047.28    | 0.15%             | 2039-06-19      | Fixed         | 2.38%                 | 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        |      915000 | PA      | $931561.06    | 0.24%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5    | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      570000 | PA      | $441094.18    | 0.11%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      585000 | PA      | $367316.29    | 0.09%             | 2050-01-31      | Fixed         | 5.88%                 | 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        |      750000 | PA      | $735892.61    | 0.19%             | 2033-07-06      | Fixed         | 4.20%                 | 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        |      730000 | PA      | $941335.00    | 0.24%             | 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        |     1002795 | PA      | $1002168.65   | 0.26%             | 2038-12-15      | Floating      | 5.35%                 | 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        |     2275000 | PA      | $2324079.58   | 0.60%             | 2084-11-26      | Variable      | 7.30%                 | 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        |     1285000 | PA      | $1363666.42   | 0.35%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                        | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      390000 | PA      | $390933.27    | 0.10%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc.                                                              | CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25                | CUSIP: 12593CAR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      635000 | PA      | $437335.12    | 0.11%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      923000 | PA      | $926962.44    | 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        |     2332228 | PA      | $2325674.07   | 0.60%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1139239.31   | 0.29%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      905000 | PA      | $779193.05    | 0.20%             | 2031-03-01      | Fixed         | 2.50%                 | 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        |       31811 | PA      | $31307.41     | 0.01%             | 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        |     1501677 | PA      | $1496991.71   | 0.39%             | 2031-10-30      | Floating      | 6.07%                 | 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        |     2536000 | PA      | $2713498.11   | 0.70%             | 2039-11-15      | Fixed         | 6.75%                 | 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      | $-19405.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                         | CACI INTERNATIONAL INC SR UNSECURED 144A 06/33 6.375          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      535000 | PA      | $552092.19    | 0.14%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |      275000 | PA      | $177633.74    | 0.05%             | 2030-12-01      | Fixed         | 0.50%                 | 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      | $-14486.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-69091.82    | -0.02%            |  |  |  | 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        |      785000 | PA      | $592495.58    | 0.15%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      260000 | PA      | $252884.42    | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-42900.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-40999.98    | -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      | $-208460.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-32028.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1155897.04   | 0.30%             | 2030-02-15      | Fixed         | 3.38%                 | 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        |      757000 | PA      | $671956.48    | 0.17%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD CAD                                                             | BOUGHT MXN/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $20469.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $72042.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 02/28 3.5                     | CUSIP: 15135UAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      510000 | PA      | $374151.06    | 0.10%             | 2028-02-07      | Fixed         | 3.50%                 | 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        |      955000 | PA      | $1033310.00   | 0.27%             | 2026-08-15      | Fixed         | 4.25%                 | 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      | $6045.10      | 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      | $23307.30     | 0.01%             |  |  |  | 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        |      250000 | PA      | $227338.18    | 0.06%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                              | CLEAN HARBORS INC 2024 TERM LOAN B                            | CUSIP: 18449EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      672807 | PA      | $678525.96    | 0.17%             | 2028-10-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                        | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                     | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1040000 | PA      | $1038700.00   | 0.27%             | 2032-04-21      | Floating      | 6.53%                 | 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        |     2320000 | PA      | $2243356.71   | 0.58%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD MXN                                                             | BOUGHT CAD/SOLD MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-5493.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-14301.78    | -0.00%            |  |  |  | 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        |     1330000 | PA      | $1248812.52   | 0.32%             | 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        |     1217977 | PA      | $1212568.88   | 0.31%             | 2032-04-01      | Floating      | 7.58%                 | 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      | $31327.26     | 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      | $-7403.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQ HOLDINGS INC 2025 DELAYED DRAW TERM LOAN       | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         639 | PA      | $636.00       | 0.00%             | 2032-04-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A                              | COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A            | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280017 | PA      | $280588.68    | 0.07%             | 2067-04-25      | Variable      | 4.55%                 | 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      | $18083.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five Star Bancorp                                                               | FIVE STAR BANCORP SUBORDINATED 144A 09/32 VAR                 | CUSIP: 33830TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $272951.49    | 0.07%             | 2032-09-01      | Variable      | 6.00%                 | 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        |      690000 | PA      | $724005.16    | 0.19%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A           | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      695000 | PA      | $739090.80    | 0.19%             | 2043-04-25      | Floating      | 8.21%                 | 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        |     3881000 | PA      | $3272066.87   | 0.84%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      255000 | PA      | $232802.05    | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | 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      | $-6552.27     | -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      | $-9795.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD CAD                                                             | BOUGHT MXN/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $42999.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $77320.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      360000 | PA      | $337536.21    | 0.09%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A        | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      280773 | PA      | $282906.92    | 0.07%             | 2042-09-25      | Floating      | 6.46%                 | 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      | $73908.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD CAD                                                             | BOUGHT MXN/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $20854.30     | 0.01%             |  |  |  | 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        |      422738 | PA      | $428294.04    | 0.11%             | 2052-03-25      | Floating      | 6.81%                 | 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      | $377001.67    | 0.10%             | 2042-03-25      | Floating      | 7.81%                 | 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        |      370455 | PA      | $374622.56    | 0.10%             | 2042-05-25      | Floating      | 6.51%                 | 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        |      795000 | PA      | $826104.38    | 0.21%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M2 144A         | CUSIP: 35564NCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1715000 | PA      | $1731043.48   | 0.45%             | 2044-03-25      | Floating      | 6.31%                 | 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        |      865376 | PA      | $864839.42    | 0.22%             | 2045-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-66476.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-72125.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M2 144A         | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      760000 | PA      | $758578.80    | 0.20%             | 2045-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                                     | GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                   | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314992 | PA      | $313832.44    | 0.08%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD MXN                                                             | BOUGHT CAD/SOLD MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-12190.90    | -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      | $-68842.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4                                             | GINNIE MAE II POOL G2 08/52 FIXED 4                           | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      459690 | PA      | $431200.40    | 0.11%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 08/52 FIXED 4.5                         | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      211621 | PA      | $204376.76    | 0.05%             | 2052-08-20      | Fixed         | 4.50%                 | 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      | $-56980.31    | -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      | $89480.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 09/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 09/52 FIXED 4.5                         | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      386901 | PA      | $373656.91    | 0.10%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/52 FIXED 4                                             | GINNIE MAE II POOL G2 10/52 FIXED 4                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      542552 | PA      | $508927.17    | 0.13%             | 2052-10-20      | Fixed         | 4.00%                 | 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      | $49385.28     | 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      | $52865.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 4                                             | GINNIE MAE II POOL G2 11/52 FIXED 4                           | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      547228 | PA      | $510748.70    | 0.13%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 12/52 FIXED 4.5                         | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      569426 | PA      | $549577.93    | 0.14%             | 2052-12-20      | Fixed         | 4.50%                 | 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      | $-35189.51    | -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      | $-6886.50     | -0.00%            |  |  |  | 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        |      545000 | PA      | $509988.33    | 0.13%             | 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        |      304000 | PA      | $299440.49    | 0.08%             | 2028-09-30      | Variable      | 6.50%                 | 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      | $4463.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD MXN                                                             | BOUGHT CAD/SOLD MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3188.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/34 5.6                                | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1897938.32   | 0.49%             | 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        |      870000 | PA      | $873289.47    | 0.23%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR                      | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1510000 | PA      | $1518245.31   | 0.39%             | 2031-05-13      | Floating      | 5.94%                 | 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        |      415000 | PA      | $419795.74    | 0.11%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-12459.66    | -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      | $-8141.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2686521 | PA      | $42620.59     | 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        |     2765401 | PA      | $43624.47     | 0.01%             | 2047-07-19      | Variable      | 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      | $-8721.50     | -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      | $-11613.05    | -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        |     2973235 | PA      | $49107.74     | 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        |      640000 | PA      | $720834.32    | 0.19%             | 2039-08-01      | Fixed         | 7.12%                 | 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      | $3517.97      | 0.00%             |  |  |  | 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        |      721965 | PA      | $728953.81    | 0.19%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |     2660953 | PA      | $2690870.82   | 0.69%             | 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        |     1216334 | PA      | $1218986.70   | 0.31%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                              | HEWLETT PACKARD ENTERPRISE CO PREFERRED STOCK 09/27 7.625     | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       16350 | NS      | $962688.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I L.P.                                                           | HILCORP ENERGY I LP TERM LOAN B                               | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     1082288 | PA      | $1082287.50   | 0.28%             | 2030-02-11      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                       | FIRST HORIZON CORP SR UNSECURED 03/31 VAR                     | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1146282.60   | 0.30%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| First Interstate BancSystem Inc.                                                | FIRST INTERSTATE BANCSYSTEM IN SUB NOTES 06/35 VAR            | CUSIP: 32055YAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $453989.00    | 0.12%             | 2035-06-15      | Variable      | 7.62%                 | 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        |      915000 | PA      | $910885.34    | 0.23%             | 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        |      275000 | PA      | $249110.84    | 0.06%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      468106 | PA      | $462176.88    | 0.12%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 11/41 2       | CUSIP: BI0191519<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1135000 | PA      | $488792.29    | 0.13%             | 2041-11-20      | Fixed         | 2.25%                 | 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        |      790000 | PA      | $792346.30    | 0.20%             | 2030-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH PREFERRED STOCK 4.5              | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |          99 | NS      | $1738.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G 05/41 2.25         | CUSIP: BJ1619839<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1650000 | PA      | $731342.43    | 0.19%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 05/35 0.00000       | CUSIP: BJ3055610<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      170000 | PA      | $155041.45    | 0.04%             | 2035-05-15      | Fixed         | 0.00%                 | 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        |      580000 | PA      | $592019.63    | 0.15%             | 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        |     2535000 | PA      | $1005423.66   | 0.26%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SouthState Bank National Association                                            | SOUTH STATE BANK NA SUBORDINATED 08/34 VAR                    | CUSIP: 45384BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $410000.00    | 0.11%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corporation Limited                                      | INDIAN RAILWAY FINANCE CORP LT SR UNSECURED 144A 02/30 3.249  | CUSIP: 45434L2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      645000 | PA      | $605160.01    | 0.16%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05        | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      700000 | PA      | $460457.87    | 0.12%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY B 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY B 144A          | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      695000 | PA      | $691959.38    | 0.18%             | 2042-03-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY C 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY C 144A          | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285000 | PA      | $283931.25    | 0.07%             | 2042-03-15      | Floating      | 6.56%                 | 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        |      565000 | PA      | $516630.18    | 0.13%             | 2032-01-15      | Fixed         | 3.62%                 | 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        | 32916000000 | PA      | $2025780.58   | 0.52%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/31 0.00000       | CUSIP: BN2612610<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      470000 | PA      | $490121.21    | 0.13%             | 2031-02-15      | Fixed         | 0.00%                 | 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        |      319000 | PA      | $327906.48    | 0.08%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1002488 | PA      | $1018131.82   | 0.26%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1         | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      261000 | PA      | $256762.79    | 0.07%             | 2033-03-12      | Fixed         | 1.10%                 | 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        |     1635000 | PA      | $842911.52    | 0.22%             | 2034-05-24      | Fixed         | 1.75%                 | 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        |      730000 | PA      | $710203.33    | 0.18%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                     | KASEYA INC 2025 1L TERM LOAN B                                | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      982538 | PA      | $985917.43    | 0.25%             | 2032-03-20      | Floating      | 7.58%                 | 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        |      735000 | PA      | $813088.38    | 0.21%             | 2039-01-26      | Fixed         | 6.88%                 | 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        |     1305000 | PA      | $1055781.41   | 0.27%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 07/31 4.5          | CUSIP: BQ1812974<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      700000 | PA      | $859849.72    | 0.22%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/27 5.125                     | CUSIP: BQ3771400<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  6216000000 | PA      | $372866.72    | 0.10%             | 2027-04-15      | Fixed         | 5.12%                 | 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        |      965000 | PA      | $934843.75    | 0.24%             | 2039-05-15      | Floating      | 5.61%                 | 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        |     1590000 | PA      | $1446900.00   | 0.37%             | 2039-05-15      | Floating      | 6.11%                 | 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        | 32544000000 | PA      | $1976490.77   | 0.51%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                  | CUSIP: BQ4051935<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    33840000 | PA      | $391040.53    | 0.10%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                                | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75              | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $508989.16    | 0.13%             | 2032-02-15      | Fixed         | 8.75%                 | 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        |      871158 | PA      | $687692.50    | 0.18%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 08/26 2.69                                          | CHINA GOVERNMENT BOND BONDS 08/26 2.69                        | CUSIP: BQ8787179<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     4220000 | PA      | $597853.47    | 0.15%             | 2026-08-12      | Fixed         | 2.69%                 | 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        |      500000 | PA      | $529806.27    | 0.14%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1435054.63   | 0.37%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 02/31 3.875                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      765000 | PA      | $721326.76    | 0.19%             | 2031-02-15      | Fixed         | 3.88%                 | 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        |    31700000 | PA      | $367499.08    | 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        |     2750000 | PA      | $263703.33    | 0.07%             | 2027-02-17      | Fixed         | 1.75%                 | 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        |    23445000 | PA      | $2100232.73   | 0.54%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/26 2.7         | CUSIP: BV4039590<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |        2000 | PA      | $1308.48      | 0.00%             | 2026-01-29      | Fixed         | 2.70%                 | 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        |      629000 | PA      | $579535.25    | 0.15%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B               | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2120169 | PA      | $2121208.37   | 0.55%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2004-9                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 9 1A                  | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50671 | PA      | $50347.59     | 0.01%             | 2034-11-25      | Variable      | 5.28%                 | 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        |      200000 | PA      | $200098.00    | 0.05%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      865000 | PA      | $883708.64    | 0.23%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC 2024 TERM LOAN                                 | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     1209651 | PA      | $1211163.21   | 0.31%             | 2031-04-16      | Floating      | 6.03%                 | 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        |     1730000 | PA      | $1655160.89   | 0.43%             | 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        |       56900 | NS      | $2517825.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING JR SUBORDINA 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      560000 | PA      | $572432.27    | 0.15%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A                             | OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A           | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208025 | PA      | $208378.47    | 0.05%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 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        |      505000 | PA      | $500896.88    | 0.13%             | 2042-02-15      | Floating      | 5.52%                 | 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        |      565000 | PA      | $621861.60    | 0.16%             | 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        |      140000 | PA      | $143237.16    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST COMPANY GUAR 144A 03/31 4.75              | CUSIP: 682142AL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      465000 | PA      | $477542.97    | 0.12%             | 2031-03-26      | Fixed         | 4.75%                 | 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        |   215020000 | PA      | $2589890.33   | 0.67%             | 2029-04-18      | Fixed         | 7.10%                 | 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        |    46960000 | PA      | $850876.88    | 0.22%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 08/28 6.375                     | CUSIP: BY4236745<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 27724000000 | PA      | $1713879.72   | 0.44%             | 2028-08-15      | Fixed         | 6.38%                 | 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        |    82250000 | PA      | $1513379.28   | 0.39%             | 2032-09-15      | Fixed         | 6.75%                 | 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        |     2795000 | PA      | $1789531.40   | 0.46%             | 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        |     1733971 | PA      | $1724573.16   | 0.44%             | 2030-09-20      | Floating      | 6.08%                 | 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        |     2000000 | PA      | $198255.97    | 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        | 11797000000 | PA      | $710599.49    | 0.18%             | 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        |     1385000 | PA      | $900800.11    | 0.23%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT BOND BONDS 09/33 3.375                                     | SINGAPORE GOVERNMENT BOND BONDS 09/33 3.375                   | CUSIP: EJ8015756<br>LEI: N/A                  | Long             | DBT              | NUSS              | SG        |     1250000 | PA      | $1068068.73   | 0.28%             | 2033-09-01      | Fixed         | 3.38%                 | 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        |  6709000000 | PA      | $449037.73    | 0.12%             | 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        |      875000 | PA      | $546148.67    | 0.14%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED 07/25 4.25                     | CUSIP: EK3777555<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      540000 | PA      | $355420.85    | 0.09%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER AMERICAN DEVEL BK SR UNSECURED REGS 10/25 2.75          | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      500000 | PA      | $327930.81    | 0.08%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL BIDCO SAS USD TERM LOAN B                                | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1920000 | PA      | $1926604.80   | 0.50%             | 2032-04-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS MILEAGE PLAN IP LIMITED TERM LOAN B                        | CUSIP: G0541TAB1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      731325 | PA      | $733701.81    | 0.19%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Organon and Co.                                                                 | ORGANON + CO 2024 USD TERM LOAN                               | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      245000 | PA      | $240303.35    | 0.06%             | 2031-05-19      | Floating      | 6.57%                 | 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        |      615000 | PA      | $796807.53    | 0.21%             | 2054-06-01      | Fixed         | 5.75%                 | 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        |      733267 | PA      | $736243.88    | 0.19%             | 2028-03-15      | Floating      | 6.18%                 | 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        |     3235000 | PA      | $3118489.47   | 0.80%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                     | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B                  | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |     1260475 | PA      | $1178077.75   | 0.30%             | 2029-08-27      | Floating      | 9.07%                 | 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        |    36210000 | PA      | $6323177.33   | 1.63%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                    | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      330000 | PA      | $349291.47    | 0.09%             | 2028-01-15      | Fixed         | 7.50%                 | 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        |      855000 | PA      | $884201.17    | 0.23%             | 2035-05-22      | Fixed         | 6.50%                 | 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        |      498000 | PA      | $498124.50    | 0.13%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                              | DELTA 2 LUX SARL 2024 TERM LOAN B2                            | CUSIP: L2465BAX4<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      248000 | PA      | $248062.00    | 0.06%             | 2031-09-30      | Floating      | 0.00%                 | 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        |      720000 | PA      | $691069.67    | 0.18%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      428006 | NS      | $4281082.21   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORPORATION 2025 TERM LOAN 2027                      | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |      141390 | PA      | $141257.21    | 0.04%             | 2027-08-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORPORATION 2025 TERM LOAN 2028                      | CUSIP: P2121YAY4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |      330000 | PA      | $329689.80    | 0.08%             | 2028-10-18      | Floating      | 6.31%                 | 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        |     2320000 | PA      | $1337319.67   | 0.34%             | 2033-04-14      | Fixed         | 3.50%                 | 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        | 17423000000 | PA      | $1185197.27   | 0.31%             | 2031-05-15      | Fixed         | 8.75%                 | 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        |    39310000 | PA      | $702793.34    | 0.18%             | 2035-04-28      | Fixed         | 6.38%                 | 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        |     5965000 | PA      | $588954.10    | 0.15%             | 2035-06-12      | Fixed         | 3.75%                 | 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        |      695000 | PA      | $410208.94    | 0.11%             | 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        |      725000 | PA      | $880090.88    | 0.23%             | 2032-07-22      | Variable      | 3.90%                 | 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        |      870000 | PA      | $1178501.42   | 0.30%             | 2034-07-31      | Fixed         | 4.25%                 | 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        |      400000 | PA      | $483124.25    | 0.12%             | 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        |     2465000 | PA      | $1498204.91   | 0.39%             | 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        |      580000 | PA      | $728730.33    | 0.19%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/29 4.125                    | CUSIP: ZB6713786<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      680000 | PA      | $942166.43    | 0.24%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Oslo Norway                                                             | CITY OF OSLO NORWAY SR UNSECURED 06/29 3.99                   | CUSIP: ZF0839604<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    12000000 | PA      | $1187527.23   | 0.31%             | 2029-06-11      | Fixed         | 3.99%                 | 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        |      750000 | PA      | $861710.15    | 0.22%             | 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        |     6000000 | PA      | $592121.16    | 0.15%             | 2029-01-22      | Fixed         | 3.62%                 | 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        |     1870000 | PA      | $1221805.70   | 0.31%             | 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        |      550000 | PA      | $648118.57    | 0.17%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 02/29 6.25                   | CUSIP: ZF9229781<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    57705000 | PA      | $1039914.23   | 0.27%             | 2029-02-28      | Fixed         | 6.25%                 | 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        |      855000 | PA      | $657447.44    | 0.17%             | 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        |    31000000 | PA      | $373027.25    | 0.10%             | 2030-10-06      | Fixed         | 7.35%                 | 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        |     2380000 | PA      | $1590253.72   | 0.41%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 02/34 6.625                     | CUSIP: ZI4194448<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  9589000000 | PA      | $588718.36    | 0.15%             | 2034-02-15      | Fixed         | 6.62%                 | 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        |    92680000 | PA      | $1680048.76   | 0.43%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 08/28 4.7         | CUSIP: ZJ9835563<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      850000 | PA      | $574129.43    | 0.15%             | 2028-08-01      | Fixed         | 4.70%                 | 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        |    32500000 | PA      | $381804.41    | 0.10%             | 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        |     1055000 | PA      | $1259099.27   | 0.32%             | 2033-09-15      | Fixed         | 3.00%                 | 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        |     1380000 | PA      | $945948.62    | 0.24%             | 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        |     4435000 | PA      | $2665896.77   | 0.69%             | 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        |      650000 | PA      | $835273.38    | 0.22%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 09/25 0.375           | CUSIP: ZO1774181<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |      965000 | PA      | $584809.01    | 0.15%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375                         | JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375       | CUSIP: ZO4141503<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $270099.37    | 0.07%             | 2027-09-15      | Fixed         | 0.38%                 | 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        |      630000 | PA      | $849160.21    | 0.22%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 10/29 6.45                                          | INDIA GOVERNMENT BOND BONDS 10/29 6.45                        | CUSIP: ZR8860481<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    33000000 | PA      | $390174.06    | 0.10%             | 2029-10-07      | Fixed         | 6.45%                 | 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        |     1565000 | PA      | $1792409.58   | 0.46%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/34 2.25             | CUSIP: ZS9578676<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      550000 | PA      | $291110.04    | 0.08%             | 2034-11-20      | Fixed         | 2.25%                 | 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        |     3260000 | PA      | $3356495.64   | 0.87%             | 2055-01-15      | Variable      | 7.60%                 | 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        |     1360000 | PA      | $1358806.87   | 0.35%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 2024 TERM LOAN                                          | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |     1036769 | PA      | $1043083.33   | 0.27%             | 2031-04-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      595000 | PA      | $602275.66    | 0.16%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BIO BX 2024 BIO D 144A                                            | BX TRUST 2024-BIO BX 2024 BIO D 144A                          | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      545000 | PA      | $536005.70    | 0.14%             | 2041-02-15      | Floating      | 7.95%                 | 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        |      334145 | PA      | $334458.18    | 0.09%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BW Real Estate Inc.                                                             | BW REAL ESTATE INC 144A 12/99 VAR                             | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $349812.06    | 0.09%             | 2030-03-30      | Variable      | 9.50%                 | 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        |     1375000 | PA      | $1358525.85   | 0.35%             | 2036-01-09      | Fixed         | 5.38%                 | 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        |      560000 | PA      | $561400.00    | 0.14%             | 2041-08-15      | Floating      | 6.23%                 | 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        |       12600 | NS      | $856800.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      925000 | PA      | $887075.73    | 0.23%             | 2050-05-01      | Fixed         | 5.80%                 | 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        |     1910000 | PA      | $1588094.02   | 0.41%             | 2049-07-01      | Fixed         | 5.12%                 | 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        |     1887000 | PA      | $1795634.78   | 0.46%             | 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        |      470000 | PA      | $485427.47    | 0.13%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1319497.41   | 0.34%             | 2031-07-01      | Fixed         | 8.75%                 | 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        |      625000 | PA      | $519285.39    | 0.13%             | 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        |      602000 | PA      | $629712.90    | 0.16%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2019 1A A2II 144A                  | CUSIP: 233046AK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      584350 | PA      | $579257.04    | 0.15%             | 2049-05-20      | Fixed         | 4.02%                 | 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        |      440000 | PA      | $422394.06    | 0.11%             | 2028-03-20      | Fixed         | 3.38%                 | 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      | $-48089.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $207691.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-49391.25    | -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      | $-15012.98    | -0.00%            |  |  |  | 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        |     1130000 | PA      | $1140747.71   | 0.29%             | 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        |     1110000 | PA      | $1235838.48   | 0.32%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC JR SUBORDINA 06/54 VAR                           | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      825000 | PA      | $847558.07    | 0.22%             | 2054-06-27      | Variable      | 7.20%                 | 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        |     1065000 | PA      | $1084877.16   | 0.28%             | 2030-05-15      | Variable      | 7.12%                 | 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        |     1045000 | PA      | $1057017.50   | 0.27%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Provident Financial Services Inc.                                               | PROVIDENT FINANCIAL SERVICES I SUBORDINATED 05/34 VAR         | CUSIP: 74386TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $636896.59    | 0.16%             | 2034-05-15      | Variable      | 9.00%                 | 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        |      710000 | PA      | $636524.98    | 0.16%             | 2049-03-14      | Fixed         | 4.82%                 | 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        |     1450000 | PA      | $1336957.32   | 0.34%             | 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        |     1435000 | PA      | $1464256.78   | 0.38%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                 | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 144A 03/55 VAR    | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      545000 | PA      | $562302.12    | 0.14%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 06/27 4.5                        | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      945000 | PA      | $1039510.40   | 0.27%             | 2027-06-15      | Fixed         | 4.50%                 | 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        |      730000 | PA      | $729346.14    | 0.19%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                      | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      875000 | PA      | $849939.32    | 0.22%             | 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        |     1964000 | PA      | $2057718.15   | 0.53%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC. 2023 TERM LOAN J                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      420750 | PA      | $421465.28    | 0.11%             | 2031-02-28      | Floating      | 6.80%                 | 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        |      925000 | PA      | $921594.90    | 0.24%             | 2032-05-15      | Fixed         | 5.12%                 | 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        |     1055000 | PA      | $1064698.16   | 0.27%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5      | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      670000 | PA      | $622690.96    | 0.16%             | 2030-08-15      | Fixed         | 4.50%                 | 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        |     1545000 | PA      | $1415404.16   | 0.36%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 02/31 3                  | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1142561.95   | 0.29%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Western Alliance Bancorporation                                                 | WESTERN ALLIANCE BANCORP SUBORDINATED 06/31 VAR               | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1324352.25   | 0.34%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 06/35 7.5                       | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 10800000000 | PA      | $702307.44    | 0.18%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC TERM LOAN B                                               | LONG RIDGE ENERGY LLC TERM LOAN B                             | CUSIP: BA000FWX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      982538 | PA      | $966571.27    | 0.25%             | 2032-02-19      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 05/30 2.2                  | CUSIP: BJ4434624<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     1240000 | PA      | $740804.13    | 0.19%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE SR UNSECURED REGS 06/30 1.625                       | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | FR        |      255000 | PA      | $285845.34    | 0.07%             | 2030-06-09      | Fixed         | 1.62%                 | 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        |     2920000 | PA      | $284101.05    | 0.07%             | 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        |     1080000 | PA      | $102986.21    | 0.03%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 05/31 2.25   | CUSIP: BP3961482<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     1965000 | PA      | $1064693.45   | 0.27%             | 2031-05-15      | Fixed         | 2.25%                 | 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        |     1680000 | PA      | $890130.12    | 0.23%             | 2032-05-15      | Fixed         | 2.00%                 | 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        |     1530000 | PA      | $1530963.90   | 0.39%             | 2032-01-28      | Floating      | 7.08%                 | 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        |   533850000 | PA      | $3736203.56   | 0.96%             | 2025-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 09/26 8.375                     | CUSIP: EI4133860<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  5144000000 | PA      | $326142.71    | 0.08%             | 2026-09-15      | Fixed         | 8.38%                 | 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        |    17600000 | PA      | $351257.95    | 0.09%             | 2035-09-30      | Fixed         | 8.00%                 | 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        |      510000 | PA      | $601669.36    | 0.16%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                  | NBN CO LTD SR UNSECURED REGS 03/35 5.35                       | CUSIP: YR8699443<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      410000 | PA      | $275038.73    | 0.07%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST OMERS FINANCE TRUST                       | CUSIP: YS8014443<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      390000 | PA      | $458244.57    | 0.12%             | 2035-01-28      | Fixed         | 3.25%                 | 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        | 11582000000 | PA      | $718227.09    | 0.19%             | 2030-07-15      | Fixed         | 6.50%                 | 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        |     2120000 | PA      | $1315147.59   | 0.34%             | 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        |      440000 | PA      | $553819.60    | 0.14%             | 2031-05-16      | Fixed         | 4.62%                 | 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        |      410000 | PA      | $487977.64    | 0.13%             | 2033-02-20      | Fixed         | 2.90%                 | 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        |     4230000 | PA      | $396834.19    | 0.10%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer