# EDGAR Filing Document

**Accession Number:** 0000792858
**File Stem:** 0001145549-25-049333
**Filing Date:** 2025-7
**Character Count:** 257890
**Document Hash:** ee8b4288b7de36a5bb0e1f8e90f8b8ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049333.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049333

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04651
- **FILM NUMBER:** 251158712

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Strategic Series

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1722496835.92

**Total Liabilities:** $25416675.08

**Net Assets:** $1697080160.84

**Stand-by Commitments:** $81109.18

**Cash Not Reported:** $17835215.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2090.184811000000 | **1-Year:** -51108.428088000000 | **5-Year:** -182104.406289000000 | **10-Year:** -199609.837027000000 | **30-Year:** -37990.559544000000

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

- **3-Month:** -705.827726000000 | **1-Year:** -30250.969955000000 | **5-Year:** -88019.384810000000 | **10-Year:** -24140.352338000000 | **30-Year:** -7931.570508000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001863 | -0.31%               | 0.35%                | 0.53%                |
| Class ID C000001865 | -0.37%               | 0.30%                | 0.47%                |
| Class ID C000001866 | -0.28%               | 0.38%                | 0.55%                |
| Class ID C000078712 | -0.46%               | 0.54%                | 0.54%                |
| Class ID C000078713 | -0.28%               | 0.38%                | 0.56%                |
| Class ID C000106430 | -0.27%               | 0.56%                | 0.56%                |
| Class ID C000113489 | -0.32%               | 0.35%                | 0.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5656801.79             | $3432742.28                                |
| Month 2  | $-1372781.59             | $15928545.30                               |
| Month 3  | $3938704.86              | $613306.45                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 11/26 4                   | CUSIP: EI8608073<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |      9000000 | PA      | $877371.80    | 0.05%             | 2026-11-04      | Fixed         | 4.00%                 | 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      | $101353.64    | 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        |      5115000 | PA      | $4661809.47   | 0.27%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      6540000 | PA      | $5753081.69   | 0.34%             | 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        |      3445000 | PA      | $2925073.02   | 0.17%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 11/39 6.75                    | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8010000 | PA      | $8436916.10   | 0.50%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/47 5.4                     | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2411000 | PA      | $2074672.06   | 0.12%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 02/28 3.5                     | CUSIP: 15135UAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2280000 | PA      | $1656200.24   | 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        |      1630000 | PA      | $1790555.00   | 0.11%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2280000 | PA      | $2194087.37   | 0.13%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5595000 | PA      | $4909710.86   | 0.29%             | 2048-04-01      | Fixed         | 5.75%                 | 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        |      2530000 | PA      | $2499089.22   | 0.15%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $4098217.50   | 0.24%             | 2054-06-01      | Variable      | 7.00%                 | 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      | $5674.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $3989.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $86412.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $91549.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M1 144A         | CUSIP: 35564NBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1847118 | PA      | $1849988.39   | 0.11%             | 2044-03-25      | Floating      | 5.57%                 | 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        |      2060000 | PA      | $2511488.39   | 0.15%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 10/31 4                        | CUSIP: ZD2171464<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      8005000 | PA      | $10611237.43  | 0.63%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 03/34 5           | CUSIP: ZD3828021<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      6945000 | PA      | $4527333.29   | 0.27%             | 2034-03-08      | Fixed         | 5.00%                 | 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        |     14300000 | PA      | $15957693.81  | 0.94%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/31 4.625                  | CUSIP: ZK5588874<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $2098553.25   | 0.12%             | 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        |      3940000 | PA      | $4542624.71   | 0.27%             | 2033-02-20      | Fixed         | 2.90%                 | 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      | $189741.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-1032311.09  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $98941.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $84976.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $5946.16      | 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      | $6138.13      | 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      | $-22507.46    | -0.00%            |  |  |  | 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        |      3630000 | PA      | $3556985.82   | 0.21%             | 2032-05-15      | Fixed         | 5.12%                 | 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        |     14085000 | PA      | $7060885.36   | 0.42%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1         | CUSIP: BN9945377<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     16455000 | PA      | $1379832.55   | 0.08%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 03/26 1.25        | CUSIP: BO4889347<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     14270000 | PA      | $1364256.61   | 0.08%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 02/27 1.25         | CUSIP: BP2490954<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     11040000 | PA      | $1034352.14   | 0.06%             | 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        |      8170000 | PA      | $4307413.71   | 0.25%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED REGS 05/32 VAR              | CUSIP: BP5466381<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3125000 | PA      | $3129109.19   | 0.18%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                                   | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                 | CUSIP: BP9145262<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      6670000 | PA      | $3445047.47   | 0.20%             | 2032-05-15      | Fixed         | 2.00%                 | 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        |  23368000000 | PA      | $1396895.06   | 0.08%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/32 6.375                     | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  45572000000 | PA      | $2754188.61   | 0.16%             | 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        |    166260000 | PA      | $1951958.07   | 0.12%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS OYJ LOCAL GOVT G REGS 01/28 2.875               | CUSIP: ZM3548546<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |      3600000 | PA      | $4166912.08   | 0.25%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4       | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     12470000 | PA      | $7712695.20   | 0.45%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 08/28 6.125                  | CUSIP: ZM8810230<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    249565000 | PA      | $4514637.16   | 0.27%             | 2028-08-22      | Fixed         | 6.12%                 | 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        |     24200000 | PA      | $2217228.61   | 0.13%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 02/35 3.125               | CUSIP: ZM9292636<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |     18340000 | PA      | $1637924.44   | 0.10%             | 2035-02-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 11/27 3.77   | CUSIP: ZN1283425<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     24670000 | PA      | $2395652.82   | 0.14%             | 2027-11-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 11/28 5.4                  | CUSIP: ZN2068650<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      3880000 | PA      | $2605266.12   | 0.15%             | 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        |     21680000 | PA      | $12754502.69  | 0.75%             | 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        |      9650000 | PA      | $12024679.75  | 0.71%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-2751851.58  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $484576.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $499232.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-56935.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $16469.68     | 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      | $-208534.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-103288.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/30 4.5                                 | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/30 4.5               | CUSIP: ZL4403453<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      9460000 | PA      | $5789874.88   | 0.34%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125         | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7775000 | PA      | $6255501.19   | 0.37%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2107324.25   | 0.12%             | 2031-04-01      | Fixed         | 2.80%                 | 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        |      5960000 | PA      | $5584483.35   | 0.33%             | 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        |      1760000 | PA      | $1805269.84   | 0.11%             | 2040-10-12      | Variable      | 5.82%                 | 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        |      3447404 | PA      | $3474120.98   | 0.20%             | 2028-10-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 04/30 6.75             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      2207000 | PA      | $1981275.46   | 0.12%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 05/33 7.375            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5760000 | PA      | $4946813.91   | 0.29%             | 2033-05-01      | Fixed         | 7.38%                 | 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        |      8530000 | PA      | $8369870.58   | 0.49%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1827175 | PA      | $1799067.75   | 0.11%             | 2047-11-20      | Fixed         | 4.03%                 | 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        |      1715350 | PA      | $1696981.52   | 0.10%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-1395075.19  | -0.08%            |  |  |  | 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      | $53004.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $39295.98     | 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      | $-211020.22   | -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      | $45763.64     | 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      | $88323.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $48659.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $59506.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 06/25 6.5                       | CUSIP: AZ8693832<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   8527000000 | PA      | $523303.40    | 0.03%             | 2025-06-15      | Fixed         | 6.50%                 | 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        |      3885000 | PA      | $3763593.75   | 0.22%             | 2032-02-19      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 10/26 6.2                 | CUSIP: QZ6604008<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |    147000000 | PA      | $1706719.44   | 0.10%             | 2026-10-06      | Fixed         | 6.20%                 | 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        |      2210000 | PA      | $2529558.81   | 0.15%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-1212136.91  | -0.07%            |  |  |  | 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      | $111327.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $25039.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-29910.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $48475.73     | 0.00%             |  |  |  | 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        |     21230000 | PA      | $2995061.66   | 0.18%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 03/34 1.75    | CUSIP: BR0514587<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      6970000 | PA      | $3521908.85   | 0.21%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.                                                    | CELLNEX FINANCE CO SA COMPANY GUAR REGS 09/32 2               | CUSIP: BR3179453<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1537554.77   | 0.09%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/35 2                | CUSIP: BR4617469<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      9900000 | PA      | $4805298.61   | 0.28%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTERNATIONAL DEVELOPMENT ASSO SR UNSECURED REGS 02/27 1.75   | CUSIP: BS0126323<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     13510000 | PA      | $1270520.61   | 0.07%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/32 0.25         | CUSIP: BT4352949<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |       165000 | PA      | $160910.15    | 0.01%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED 08/32 2.5                      | CUSIP: BT7137974<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      3140000 | PA      | $1769924.90   | 0.10%             | 2032-08-03      | Fixed         | 2.50%                 | 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        | 126058000000 | PA      | $7752260.48   | 0.46%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                        | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2240000 | PA      | $2232294.40   | 0.13%             | 2032-01-28      | Floating      | 7.08%                 | 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      | $-256717.98   | -0.02%            |  |  |  | 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      | $-296069.19   | -0.02%            |  |  |  | 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      | $-243143.03   | -0.01%            |  |  |  | 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        |      2620000 | PA      | $1665613.05   | 0.10%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/28 6.125                     | CUSIP: EJ3146325<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  55303000000 | PA      | $3359916.99   | 0.20%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/33 6.625                     | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  87567000000 | PA      | $5256431.34   | 0.31%             | 2033-05-15      | Fixed         | 6.62%                 | 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        |      2420000 | PA      | $2755463.39   | 0.16%             | 2034-01-31      | Fixed         | 3.10%                 | 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        |      4045000 | PA      | $3091071.48   | 0.18%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWO YEAR BOND BONDS 12/25 0.005                                | JAPAN GOVERNMENT TWO YEAR BOND BONDS 12/25 0.005              | CUSIP: ZG4505597<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   2758600000 | PA      | $19126093.76  | 1.13%             | 2025-12-01      | Fixed         | 0.01%                 | 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        |     12080000 | PA      | $7872342.93   | 0.46%             | 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        |  42160000000 | PA      | $2553621.13   | 0.15%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 10/30 4.7    | CUSIP: ZI9908297<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      4260000 | PA      | $2834334.10   | 0.17%             | 2030-10-03      | Fixed         | 4.70%                 | 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        |    439160000 | PA      | $8046112.34   | 0.47%             | 2030-07-27      | Fixed         | 6.38%                 | 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        |      2695000 | PA      | $3115946.18   | 0.18%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/36 4.25    | CUSIP: ZK3909205<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      7175000 | PA      | $4336681.28   | 0.26%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 10/25 0.5             | CUSIP: ZO7497126<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     45610000 | PA      | $4405010.71   | 0.26%             | 2025-10-08      | Fixed         | 0.50%                 | 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        |      2385000 | PA      | $3143921.77   | 0.19%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT REALKREDIT AS COVERED REGS 07/25 1                   | CUSIP: ZP0090438<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     13680000 | PA      | $2080646.79   | 0.12%             | 2025-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                   | BOSTON SCIENTIFIC CORP SR UNSECURED 12/27 0.625               | CUSIP: ZQ4919481<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      3355000 | PA      | $3648366.46   | 0.21%             | 2027-12-01      | Fixed         | 0.62%                 | 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        |      4645000 | PA      | $5089411.76   | 0.30%             | 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        |      3905000 | PA      | $2006153.32   | 0.12%             | 2034-11-20      | Fixed         | 2.25%                 | 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      | $9636.63      | 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      | $272406.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $374486.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $350497.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $57657.98     | 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      | $10677.19     | 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      | $-51102.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $512693.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-261585.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $214059.76    | 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      | $47471.83     | 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      | $7636.48      | 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      | $6733.29      | 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      | $35295.00     | 0.00%             |  |  |  | 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        |      2400000 | PA      | $2419291.20   | 0.14%             | 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        |    142000000 | PA      | $2479007.39   | 0.15%             | 2036-01-14      | Fixed         | 6.25%                 | 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        |      3385130 | PA      | $3406286.59   | 0.20%             | 2028-03-15      | Floating      | 6.19%                 | 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        |      1050000 | PA      | $1036962.15   | 0.06%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      4235000 | PA      | $4007925.23   | 0.24%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1103300.87   | 0.07%             | 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        |      6130000 | PA      | $6085197.67   | 0.36%             | 2033-03-01      | Fixed         | 6.38%                 | 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        |      2440000 | PA      | $2168515.84   | 0.13%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY SR UNSECURED 144A 07/31 2.25                      | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      1775000 | PA      | $1545169.45   | 0.09%             | 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        |      1405000 | PA      | $920766.75    | 0.05%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/55 VAR                                 | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2643268.32   | 0.16%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1826043.65   | 0.11%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC 2024 TERM LOAN B7                        | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1398000 | PA      | $1399747.50   | 0.08%             | 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        |      4368420 | PA      | $4369336.99   | 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        |      2110000 | PA      | $1940438.92   | 0.11%             | 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        |       652861 | PA      | $634114.02    | 0.04%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 06/30 4.76                                             | AUTONATION FINANCE TRUST 06/30 4.76                           | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3065000 | PA      | $3083504.32   | 0.18%             | 2030-06-10      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3095000 | PA      | $3115306.30   | 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        |      1665000 | PA      | $1656675.00   | 0.10%             | 2036-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1880000 | PA      | $1894685.81   | 0.11%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BIO BX 2024 BIO C 144A                                            | BX TRUST 2024-BIO BX 2024 BIO C 144A                          | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1775000 | PA      | $1761687.50   | 0.10%             | 2041-02-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC SR UNSECURED 12/27 1.25                 | CUSIP: 122017AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2505000 | PA      | $3190117.50   | 0.19%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC JR SUBORDINA 12/99 VAR                           | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      8005000 | PA      | $7990411.69   | 0.47%             | 2025-07-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M1 144A           | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1144664 | PA      | $1163329.63   | 0.07%             | 2043-04-25      | Floating      | 6.82%                 | 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        |      1137567 | PA      | $1155272.39   | 0.07%             | 2042-09-25      | Floating      | 6.82%                 | 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        |       262162 | PA      | $266488.36    | 0.02%             | 2042-03-25      | Floating      | 6.42%                 | 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        |       729868 | PA      | $740775.89    | 0.04%             | 2042-03-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M1 144A           | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       813296 | PA      | $817047.85    | 0.05%             | 2042-04-25      | Floating      | 6.22%                 | 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      | $237270.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-9164.75     | -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      | $-11012.94    | -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      | $74407.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M1 144A           | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1224929 | PA      | $1231801.26   | 0.07%             | 2043-07-25      | Floating      | 6.02%                 | 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        |      1045332 | PA      | $1067545.80   | 0.06%             | 2042-05-25      | Floating      | 7.07%                 | 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        |       412317 | PA      | $411546.44    | 0.02%             | 2041-12-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R07 1M1 144A           | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1746422 | PA      | $1790489.88   | 0.11%             | 2042-06-25      | Floating      | 7.27%                 | 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        |      1231274 | PA      | $1154250.11   | 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        |       870000 | PA      | $901251.71    | 0.05%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      2530000 | PA      | $2424108.47   | 0.14%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2375000 | PA      | $2171741.52   | 0.13%             | 2032-01-15      | Fixed         | 4.00%                 | 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        |      6109300 | PA      | $6091155.38   | 0.36%             | 2031-03-21      | Floating      | 8.05%                 | 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        |      3584788 | PA      | $3573387.16   | 0.21%             | 2045-10-25      | Fixed         | 4.47%                 | 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        |      1795021 | PA      | $1793639.03   | 0.11%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7631991 | PA      | $7624682.54   | 0.45%             | 2054-10-01      | Fixed         | 5.50%                 | 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        |     10408276 | PA      | $10382045.88  | 0.61%             | 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        |      4327603 | PA      | $4309935.50   | 0.25%             | 2054-10-01      | Fixed         | 5.50%                 | 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      | $57026.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3         | CUSIP: YR2442626<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     26495000 | PA      | $2545238.62   | 0.15%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4375000 | PA      | $4582073.13   | 0.27%             | 2082-10-31      | Variable      | 8.12%                 | 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        |      5375000 | PA      | $5206098.58   | 0.31%             | 2030-04-15      | Fixed         | 4.10%                 | 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        |      2875000 | PA      | $2846617.14   | 0.17%             | 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        |      3640000 | PA      | $3423139.36   | 0.20%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 12/31 7.125                     | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      8384000 | PA      | $8672837.18   | 0.51%             | 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        |      1836125 | PA      | $1835519.08   | 0.11%             | 2031-02-28      | 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        |      4124000 | PA      | $3918636.10   | 0.23%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3145047.97   | 0.19%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8                  | CUSIP: 90353TAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2460686.76   | 0.14%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE JR SUBORDINA 01/55 VAR                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      3965000 | PA      | $3996371.08   | 0.24%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 2024 TERM LOAN                                          | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      4538138 | PA      | $4565094.04   | 0.27%             | 2031-04-18      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA SR UNSECURED 07/25 4                               | CUSIP: 008911BF5<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      1470000 | PA      | $1458430.85   | 0.09%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2215000 | PA      | $2225581.28   | 0.13%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0925                                                           | US 10YR NOTE CBT 0925                                         | CUSIP: ADI2VWVH3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          311 | NC      | $-316347.65   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0925                                                            | US LONG BONDCBT 0925                                          | CUSIP: ADI2VWY64<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           18 | NC      | $-40951.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/33 3.5         | CUSIP: AN1028702<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      3595000 | PA      | $1961795.86   | 0.12%             | 2033-04-14      | Fixed         | 3.50%                 | 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        |      4995000 | PA      | $2089119.67   | 0.12%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | 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        |      5140000 | PA      | $2212782.67   | 0.13%             | 2041-05-07      | Fixed         | 2.25%                 | 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        |      1135000 | PA      | $1225699.29   | 0.07%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 06/25 5.22                                   | INDIA GOVERNMENT BOND SR UNSECURED 06/25 5.22                 | CUSIP: BJ9441202<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    395190000 | PA      | $4617184.20   | 0.27%             | 2025-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-165386.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-139526.71   | -0.01%            |  |  |  | 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        |      2852000 | PA      | $1825474.87   | 0.11%             | 2026-01-29      | Fixed         | 2.70%                 | 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        |    723000000 | PA      | $8787159.93   | 0.52%             | 2029-04-18      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005                                | JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005              | CUSIP: BV8940330<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    461200000 | PA      | $3163764.82   | 0.19%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 05/29 6.5             | CUSIP: BW4839732<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    213960000 | PA      | $3919629.05   | 0.23%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 08/25 3.75                | CUSIP: BY2445256<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      2405000 | PA      | $1437844.78   | 0.08%             | 2025-08-18      | Fixed         | 3.75%                 | 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        |    235270000 | PA      | $4382281.29   | 0.26%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 10/42 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 10/42 3         | CUSIP: BZ3005569<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |      6532000 | PA      | $604960.24    | 0.04%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/36 4.75             | CUSIP: BZ6602487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     16340000 | PA      | $10179282.30  | 0.60%             | 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        |      9603325 | PA      | $9560110.04   | 0.56%             | 2030-09-20      | Floating      | 6.08%                 | 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        |    585750000 | PA      | $4106653.30   | 0.24%             | 2025-12-20      | Fixed         | 2.10%                 | 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      | $-116855.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-152637.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-259551.39   | -0.02%            |  |  |  | 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      | $63524.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $17609.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $22664.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      2072909 | NS      | $20734479.31  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $83.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $27793.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1289412.11  | -0.08%            |  |  |  | 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      | $-2951973.72  | -0.17%            |  |  |  | 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      | $-188676.69   | -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      | $877176.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-28724.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-64739.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $3331.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-143253.94   | -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      | $65451.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $2709.12      | 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      | $66343.23     | 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      | $154165.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-93465.14    | -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      | $-33856.18    | -0.00%            |  |  |  | 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        |      4164724 | PA      | $4262067.28   | 0.25%             | 2054-10-01      | 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        |      6214509 | PA      | $6208558.06   | 0.37%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                                     | FIDELITY NATIONAL INFORMATION COMPANY GUAR 05/30 2            | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2390000 | PA      | $2571710.96   | 0.15%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       663719 | PA      | $653123.56    | 0.04%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 09/30 2.25                      | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      2945000 | PA      | $2580562.46   | 0.15%             | 2030-09-01      | Fixed         | 2.25%                 | 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        |     13418000 | PA      | $11072629.81  | 0.65%             | 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        |      3145000 | PA      | $2800811.77   | 0.17%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1484879.57   | 0.09%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 04/30 5.78              | CUSIP: 345397F40<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1896907.24   | 0.11%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1143430.77   | 0.07%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA2                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA2 M1B 144A        | CUSIP: 35564KB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1550000 | PA      | $1636601.91   | 0.10%             | 2042-07-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 A1 144A         | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3493500 | PA      | $3485861.85   | 0.21%             | 2045-02-25      | Floating      | 5.27%                 | 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        |      3541352 | PA      | $3538027.43   | 0.21%             | 2045-02-25      | Floating      | 5.47%                 | 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        |      1122075 | PA      | $1116355.11   | 0.07%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1224894.91   | 0.07%             | 2028-09-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1796000 | PA      | $1722917.89   | 0.10%             | 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        |      4765000 | PA      | $4607755.00   | 0.27%             | 2032-01-17      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 09/30 3.5                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     16505000 | PA      | $15394881.46  | 0.91%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/34 5.6                                | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8210000 | PA      | $8255669.85   | 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        |      5865000 | PA      | $5831655.72   | 0.34%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/36 VAR                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3980000 | PA      | $4007777.77   | 0.24%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      9053000 | PA      | $9053819.21   | 0.53%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8081762 | PA      | $124010.59    | 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        |      8344882 | PA      | $132044.41    | 0.01%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8940942 | PA      | $147997.63    | 0.01%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3060000 | PA      | $3373536.78   | 0.20%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Helmerich and Payne Inc.                                                        | HELMERICH and PAYNE INC SR UNSECURED 09/31 2.9                | CUSIP: 423452AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4645000 | PA      | $3789030.13   | 0.22%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                           | HILCORP ENERGY I LP TERM LOAN B                               | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      4285000 | PA      | $4272487.80   | 0.25%             | 2030-02-11      | Floating      | 6.33%                 | 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        |      1300000 | PA      | $1274193.18   | 0.08%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      2655000 | PA      | $2363082.91   | 0.14%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO. 2023 TERM LOAN B4               | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      4395000 | PA      | $4408097.10   | 0.26%             | 2030-11-08      | Floating      | 6.08%                 | 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        |       970000 | PA      | $897976.05    | 0.05%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp.                                                          | INDEPENDENT BANK CORP SUBORDINATED 04/35 VAR                  | CUSIP: 453836AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3290000 | PA      | $3299376.50   | 0.19%             | 2035-04-01      | Variable      | 7.25%                 | 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        |      4865000 | PA      | $4506122.09   | 0.27%             | 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        |      3660000 | PA      | $3408050.36   | 0.20%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1608444.56   | 0.09%             | 2033-08-15      | Fixed         | 3.25%                 | 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        |      1080000 | PA      | $1171377.94   | 0.07%             | 2027-09-15      | Fixed         | 0.38%                 | 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        |      3709156 | PA      | $3685899.59   | 0.22%             | 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        |      6321458 | PA      | $6307502.90   | 0.37%             | 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        |     11533713 | PA      | $11454186.98  | 0.67%             | 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        |      7248183 | PA      | $7259362.66   | 0.43%             | 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        |      7277469 | PA      | $7281871.16   | 0.43%             | 2055-01-01      | Fixed         | 5.50%                 | 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        |      5951983 | PA      | $5946283.02   | 0.35%             | 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        |     11605198 | PA      | $11597711.77  | 0.68%             | 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        |      4701974 | PA      | $4665144.92   | 0.27%             | 2055-01-01      | 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        |      6942288 | PA      | $7021570.68   | 0.41%             | 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        |      4746202 | PA      | $4847124.85   | 0.29%             | 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        |      4133372 | PA      | $4192523.35   | 0.25%             | 2054-11-01      | Fixed         | 6.00%                 | 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        |      1997273 | PA      | $1840256.63   | 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        |      1381841 | PA      | $1316163.44   | 0.08%             | 2052-08-20      | Fixed         | 4.50%                 | 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        |      2553246 | PA      | $2431891.82   | 0.14%             | 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        |      2361157 | PA      | $2179960.25   | 0.13%             | 2052-10-20      | Fixed         | 4.00%                 | 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        |      2378846 | PA      | $2189601.03   | 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        |      3698991 | PA      | $3523181.37   | 0.21%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 10/30 3.75                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      5765000 | PA      | $5384640.87   | 0.32%             | 2030-10-01      | Fixed         | 3.75%                 | 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        |      3952000 | PA      | $3587375.20   | 0.21%             | 2031-11-01      | Fixed         | 3.62%                 | 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        |      8690000 | PA      | $7237459.17   | 0.43%             | 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        |  26967000000 | PA      | $1798626.13   | 0.11%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/40 5                | CUSIP: EK0887258<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      3640000 | PA      | $2220579.50   | 0.13%             | 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        |      1120000 | PA      | $722125.10    | 0.04%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                          | REALKREDIT DANMARK A/S COVERED REGS 01/26 1                   | CUSIP: EK6597141<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     15920000 | PA      | $2410496.39   | 0.14%             | 2026-01-01      | Fixed         | 1.00%                 | 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        |      1095000 | PA      | $702540.36    | 0.04%             | 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        |      2025000 | PA      | $2026012.50   | 0.12%             | 2032-04-28      | Floating      | 0.00%                 | 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        |      3049675 | PA      | $3053487.09   | 0.18%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                     | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B                  | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      4373025 | PA      | $4247300.53   | 0.25%             | 2029-08-27      | Floating      | 9.05%                 | 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        |    109930000 | PA      | $18963794.71  | 1.12%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                              | DELTA 2 LUX SARL 2024 TERM LOAN B1                            | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      2184000 | PA      | $2182908.00   | 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        |      1092000 | PA      | $1091454.00   | 0.06%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVERNMENT TEN YEAR BOND BONDS 06/26 0.1                | CUSIP: LW3164867<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1250700000 | PA      | $8644767.74   | 0.51%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORPORATION 2025 TERM LOAN 2027                      | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |      1886545 | PA      | $1884772.02   | 0.11%             | 2027-08-08      | Floating      | 6.33%                 | 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      | $-1024514.31  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-115080.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-16349.72    | -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      | $21094.18     | 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      | $48759.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOTT TRUST 2023-SFS SCOTT 2023 SFS A 144A                                      | SCOTT TRUST 2023-SFS SCOTT 2023 SFS A 144A                    | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4550000 | PA      | $4650059.51   | 0.27%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY A 144A                              | SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY A 144A            | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5240000 | PA      | $5202337.50   | 0.31%             | 2039-05-15      | Floating      | 5.72%                 | 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        |      4245000 | PA      | $3856874.13   | 0.23%             | 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        |      5680000 | PA      | $5711001.44   | 0.34%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6490000 | PA      | $6164537.53   | 0.36%             | 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        |      4512758 | PA      | $4520655.63   | 0.27%             | 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        |      6395000 | PA      | $5900609.58   | 0.35%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/32 2.875                    | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     13225000 | PA      | $12195929.69  | 0.72%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 2.625                    | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       980000 | PA      | $955882.81    | 0.06%             | 2027-05-31      | Fixed         | 2.62%                 | 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        |     30785000 | PA      | $28044413.40  | 1.65%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/33 3.5                      | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      6160000 | PA      | $5866196.89   | 0.35%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/30 4                        | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     17190000 | PA      | $17219545.31  | 1.01%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2910000 | PA      | $2744626.33   | 0.16%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 8 A2 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2022 8 A2 144A           | CUSIP: 924922AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       941479 | PA      | $939740.92    | 0.06%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-4                                               | VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A           | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3374045 | PA      | $3354376.54   | 0.20%             | 2067-04-25      | Variable      | 4.47%                 | 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        |      1550407 | PA      | $1539507.81   | 0.09%             | 2067-08-25      | Variable      | 5.04%                 | 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        |      1395000 | PA      | $1352991.53   | 0.08%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2725000 | PA      | $2569496.51   | 0.15%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3745000 | PA      | $3692932.52   | 0.22%             | 2031-11-15      | 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        |      4160000 | PA      | $4111236.06   | 0.24%             | 2035-04-01      | Fixed         | 5.62%                 | 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        |      2489000 | PA      | $2421410.53   | 0.14%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5      | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2250000 | PA      | $2077561.13   | 0.12%             | 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        |     11510000 | PA      | $10416631.72  | 0.61%             | 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        |      1070000 | PA      | $958410.24    | 0.06%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      1310000 | PA      | $1245331.17   | 0.07%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO 2024 TERM LOAN B                          | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |      2171037 | PA      | $2161550.05   | 0.13%             | 2029-12-14      | Floating      | 6.83%                 | 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        |      8470000 | PA      | $7699216.45   | 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        |      3490000 | PA      | $3309515.35   | 0.20%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE SR UNSECURED REGS 11/31 0.625                         | CUSIP: BK26CQII1<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      1530000 | PA      | $1502612.10   | 0.09%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75              | CUSIP: BK4327957<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     11280000 | PA      | $4349345.57   | 0.26%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 04/37 2      | CUSIP: BK6471308<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     10590000 | PA      | $4505225.39   | 0.27%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/37 2                | CUSIP: BK7234325<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     11345000 | PA      | $5087570.86   | 0.30%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 02/31 6.5                       | CUSIP: BK8407086<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 128889000000 | PA      | $7861103.81   | 0.46%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                        | IRELAND GOVERNMENT BOND UNSECURED REGS 10/31 0.00000          | CUSIP: BN3323571<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |      3350000 | PA      | $3262072.67   | 0.19%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1         | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      1191000 | PA      | $1106452.21   | 0.07%             | 2033-03-12      | Fixed         | 1.10%                 | 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        |    113695000 | PA      | $9959850.97   | 0.59%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 03/36 4.25                     | CUSIP: EC8677113<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      2375000 | PA      | $3072748.92   | 0.18%             | 2036-03-07      | Fixed         | 4.25%                 | 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        |  42453000000 | PA      | $2682381.49   | 0.16%             | 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        |     84500000 | PA      | $1699834.53   | 0.10%             | 2035-09-30      | Fixed         | 8.00%                 | 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      | $-109229.71   | -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      | $298153.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $347961.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-33712.42    | -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      | $196477.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $70653.95     | 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      | $-370460.64   | -0.02%            |  |  |  | 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      | $-64699.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $18120.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5                   | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      4785000 | PA      | $4477617.39   | 0.26%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      3720000 | PA      | $3637873.93   | 0.21%             | 2030-01-15      | Fixed         | 4.75%                 | 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      | $312048.99    | 0.02%             |  |  |  | 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      | $97714.67     | 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      | $404836.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $255106.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-266144.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $129264.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-3899.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $16051.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $145867.80    | 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      | $10368.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-117545.30   | -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      | $97109.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $231839.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-176222.08   | -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      | $5838.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-113613.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-313230.75   | -0.02%            |  |  |  | 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      | $3641.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $4634.03      | 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      | $-164963.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-121271.45   | -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      | $-45200.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-59016.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-32894.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A          | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2141400 | PA      | $2140061.63   | 0.13%             | 2037-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569                             | CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569           | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1283006.82   | 0.08%             | 2031-12-01      | Fixed         | 3.57%                 | 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        |       990000 | PA      | $976976.95    | 0.06%             | 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        |      2455000 | PA      | $1677203.19   | 0.10%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTURY PLAZA TOWERS 2019-CPT CPTS 2019 CPT A 144A                              | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019 CPT A 144A            | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4715000 | PA      | $4250758.27   | 0.25%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875  | CUSIP: 29135LAJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      1625000 | PA      | $1231685.96   | 0.07%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 08/34 6.5                            | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3015000 | PA      | $3021511.53   | 0.18%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 02/38 6.5                            | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2601464.70   | 0.15%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      4285000 | PA      | $4649734.92   | 0.27%             | 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        |      3530000 | PA      | $3546246.05   | 0.21%             | 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        |      5290000 | PA      | $5312736.42   | 0.31%             | 2030-05-15      | Variable      | 7.12%                 | 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        |  19373000000 | PA      | $1240532.60   | 0.07%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125     | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2690000 | PA      | $2482633.01   | 0.15%             | 2030-08-01      | Fixed         | 4.12%                 | 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        |      1326000 | PA      | $1310608.85   | 0.08%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR                   | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7915000 | PA      | $8228370.68   | 0.48%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/84 VAR                   | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3790000 | PA      | $3561347.78   | 0.21%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR                   | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3040000 | PA      | $1959524.61   | 0.12%             | 2027-02-24      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 02/33 6         | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      5430000 | PA      | $5449490.77   | 0.32%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875              | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7690000 | PA      | $7539778.93   | 0.44%             | 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        |      4325000 | PA      | $4023531.93   | 0.24%             | 2029-02-01      | Fixed         | 3.12%                 | 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      | $-1155707.65  | -0.07%            |  |  |  | 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      | $29838.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $46876.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $1699.54      | 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      | $-1551.66     | -0.00%            |  |  |  | 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        |      2820000 | PA      | $2824733.79   | 0.17%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35                          | DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35        | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3112000 | PA      | $3852057.41   | 0.23%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      2105000 | PA      | $2077328.09   | 0.12%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOLD DKK/BOUGHT USD                                                             | SOLD DKK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |            1 | NC      | $-165384.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $50815.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT DKK/SOLD USD                                                             | BOUGHT DKK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |            1 | NC      | $775.09       | 0.00%             |  |  |  | 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        |      5320000 | PA      | $3367544.40   | 0.20%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625                 | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      1145000 | PA      | $1259565.51   | 0.07%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/33 3                             | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      2953000 | PA      | $3342083.97   | 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        |      1901250 | PA      | $1879385.63   | 0.11%             | 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        |      4045000 | PA      | $4059319.30   | 0.24%             | 2032-05-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                                    | AMERICAN AIRLINES GROUP INC COMPANY GUAR 07/25 6.5            | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4390000 | PA      | $4389104.92   | 0.26%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                          | AMERICAN AIRLINES INC SR SECURED 144A 05/29 8.5               | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      2373000 | PA      | $2458700.90   | 0.14%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 12/54 VAR         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      7040000 | PA      | $7198674.56   | 0.42%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR         | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      7990000 | PA      | $8585529.62   | 0.51%             | 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        |      3605000 | PA      | $3650697.70   | 0.22%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/26 1.95                   | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       785000 | PA      | $887567.92    | 0.05%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                    | AMERICAN WATER CAPITAL CORP COMPANY GUAR 06/26 3.625          | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      1480000 | PA      | $1497760.00   | 0.09%             | 2026-06-15      | Fixed         | 3.62%                 | 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        |      3357065 | PA      | $3359163.41   | 0.20%             | 2041-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      9175000 | PA      | $8131848.38   | 0.48%             | 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        |      4670000 | PA      | $4782920.60   | 0.28%             | 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        |      8045000 | PA      | $8172497.16   | 0.48%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/82 VAR                       | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      6050000 | PA      | $4604057.27   | 0.27%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/84 VAR                       | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      2420000 | PA      | $2421914.22   | 0.14%             | 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        |      5180000 | PA      | $5457254.32   | 0.32%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4204000 | PA      | $4153098.39   | 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        |      2259338 | PA      | $2237873.79   | 0.13%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BECLE S.A.B. DE C.V.                                                            | BECLE SAB DE CV SR UNSECURED 144A 10/31 2.5                   | CUSIP: 07586PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      3855000 | PA      | $3171426.00   | 0.19%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 08/48 4.2         | CUSIP: 084664CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2315000 | PA      | $1900198.21   | 0.11%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375       | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2058691.89   | 0.12%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                              | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/36 5.375          | CUSIP: 09031WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3155000 | PA      | $3041283.07   | 0.18%             | 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        |      2455000 | PA      | $2458835.94   | 0.14%             | 2041-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE PREFERRED STOCK 10/27 6                         | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        52450 | NS      | $3530934.00   | 0.21%             |  |  |  | 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        |      1445000 | PA      | $1353141.78   | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6745000 | PA      | $6804134.16   | 0.40%             | 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        |      2328000 | PA      | $1909003.77   | 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        |       990000 | PA      | $655610.57    | 0.04%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Province of British Columbia                                                    | PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 07/33 4.2         | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3695000 | PA      | $3581956.76   | 0.21%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A             | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1996794 | PA      | $1993050.35   | 0.12%             | 2038-12-15      | Floating      | 5.36%                 | 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        |      5907725 | PA      | $5900872.04   | 0.35%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7                 | CUSIP: 62877VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       935000 | PA      | $935983.62    | 0.06%             | 2026-05-14      | Fixed         | 7.00%                 | 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        |      4822894 | PA      | $4782960.12   | 0.28%             | 2032-04-01      | Floating      | 7.49%                 | 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        |         2530 | PA      | $2509.00      | 0.00%             | 2032-04-01      | Floating      | 7.49%                 | 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        |      1362715 | PA      | $1357719.59   | 0.08%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3795000 | PA      | $3906220.75   | 0.23%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-13563.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5545000 | PA      | $5812208.01   | 0.34%             | 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        |      1990000 | PA      | $2034537.93   | 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        |      3840000 | PA      | $3835462.35   | 0.23%             | 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        |      3075000 | PA      | $3001562.36   | 0.18%             | 2028-02-01      | Fixed         | 3.88%                 | 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        |      3535000 | PA      | $3535658.00   | 0.21%             | 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        |      4372915 | PA      | $4372477.29   | 0.26%             | 2031-04-16      | Floating      | 6.03%                 | 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      | $-48230.14    | -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      | $142822.96    | 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      | $216069.25    | 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      | $170864.78    | 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        |      1223549 | PA      | $1240284.10   | 0.07%             | 2052-03-25      | Floating      | 6.82%                 | 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      | $379232.04    | 0.02%             | 2042-03-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1900027 | PA      | $1916651.85   | 0.11%             | 2042-04-25      | Floating      | 6.32%                 | 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        |      1863748 | PA      | $1885293.39   | 0.11%             | 2042-05-25      | Floating      | 6.52%                 | 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        |      2000000 | PA      | $2078652.60   | 0.12%             | 2042-05-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 A1 144A         | CUSIP: 35564NBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4271010 | PA      | $4281687.93   | 0.25%             | 2044-03-25      | Floating      | 5.57%                 | 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        |      5930000 | PA      | $5475826.64   | 0.32%             | 2043-03-15      | Fixed         | 5.45%                 | 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        |     10225000 | PA      | $6087657.97   | 0.36%             | 2035-05-15      | Fixed         | 4.50%                 | 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        |      1840000 | PA      | $1834678.90   | 0.11%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2012663.76   | 0.12%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       975000 | PA      | $888123.55    | 0.05%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      3416000 | PA      | $3481330.69   | 0.21%             | 2030-04-23      | Fixed         | 5.75%                 | 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        |      2545000 | PA      | $2364350.02   | 0.14%             | 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        |      4315000 | PA      | $2768707.50   | 0.16%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A                              | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A            | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       271980 | PA      | $275702.15    | 0.02%             | 2057-06-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      6685000 | PA      | $6340049.32   | 0.37%             | 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        |       221750 | NS      | $9905572.50   | 0.58%             |  |  |  | No            |                  1 | 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        |      2000000 | PA      | $1994118.40   | 0.12%             | 2042-02-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1663004.01   | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3640000 | PA      | $3577070.59   | 0.21%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/27 1.8         | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      1935000 | PA      | $1390250.30   | 0.08%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY A 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY A 144A          | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2960000 | PA      | $2943350.00   | 0.17%             | 2042-03-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2990000 | PA      | $2687938.24   | 0.16%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1936000 | PA      | $1961051.84   | 0.12%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875                      | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4115000 | PA      | $4070416.94   | 0.24%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3480000 | PA      | $3756928.06   | 0.22%             | 2039-01-26      | Fixed         | 6.88%                 | 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        |      4275000 | PA      | $4452044.85   | 0.26%             | 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        |      3520000 | PA      | $3583609.92   | 0.21%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST COMPANY GUAR 144A 11/33 5.5               | CUSIP: 682142AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4275000 | PA      | $4465804.58   | 0.26%             | 2033-11-15      | Fixed         | 5.50%                 | 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        |      1833000 | PA      | $1774260.60   | 0.10%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5      | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3239000 | PA      | $3054425.26   | 0.18%             | 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        |      3895000 | PA      | $2495797.14   | 0.15%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Organon and Co.                                                                 | ORGANON + CO 2024 USD TERM LOAN                               | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1025000 | PA      | $996812.50    | 0.06%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc.                                                                | TXNM ENERGY INC JR SUBORDINA 144A 06/54 5.75                  | CUSIP: 69349HAE7<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |      3230000 | PA      | $4174775.00   | 0.25%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25       | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2235000 | PA      | $2130252.26   | 0.13%             | 2029-08-01      | Fixed         | 4.25%                 | 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        |      1755000 | PA      | $1844572.69   | 0.11%             | 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        |      3770000 | PA      | $3805815.00   | 0.22%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/35 2.5           | CUSIP: YS3267715<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      4100000 | PA      | $4654520.50   | 0.27%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 01/33 VAR       | CUSIP: YS7112883<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1645000 | PA      | $1877130.24   | 0.11%             | 2033-01-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 05/32 4.5    | CUSIP: YU2364088<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      8400000 | PA      | $4957551.75   | 0.29%             | 2032-05-14      | Fixed         | 4.50%                 | 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        |      2953000 | PA      | $1706040.58   | 0.10%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 07/30 6.5                       | CUSIP: YV1931588<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  70959000000 | PA      | $4361750.67   | 0.26%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED REGS 07/32 VAR                | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       595000 | PA      | $694278.61    | 0.04%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 12/35 4.25        | CUSIP: YW5935096<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      7270000 | PA      | $4668714.47   | 0.28%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/34 4.25                     | CUSIP: YX3339711<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      3450000 | PA      | $4530853.98   | 0.27%             | 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        |      3015000 | PA      | $3530562.85   | 0.21%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 01/29 3.625               | CUSIP: ZF2710605<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     23000000 | PA      | $2215951.69   | 0.13%             | 2029-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                        | IRELAND GOVERNMENT BOND UNSECURED REGS 10/34 2.6              | CUSIP: ZF2761889<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |      5080000 | PA      | $5677296.90   | 0.33%             | 2034-10-18      | Fixed         | 2.60%                 | 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        |      4495000 | PA      | $2862735.65   | 0.17%             | 2035-09-20      | Fixed         | 4.75%                 | 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      | $-2766234.18  | -0.16%            |  |  |  | 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      | $-54340.21    | -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      | $-30387.45    | -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      | $-182174.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED 09/33 4.5              | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3926000 | PA      | $3885059.67   | 0.23%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA UNSECURED 12/43 4.25                | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      5270000 | PA      | $3784945.60   | 0.22%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      8298000 | PA      | $8432070.79   | 0.50%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5205000 | PA      | $5376645.81   | 0.32%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1336000 | PA      | $1258152.08   | 0.07%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| 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        |      2265000 | PA      | $2258593.22   | 0.13%             | 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        |      4395000 | PA      | $4789895.36   | 0.28%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      3870000 | PA      | $3933142.92   | 0.23%             | 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        |      2730000 | PA      | $2721810.00   | 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        |      3360000 | PA      | $3258379.15   | 0.19%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3975000 | PA      | $3875369.01   | 0.23%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3220000 | PA      | $3104940.42   | 0.18%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1815000 | PA      | $1633376.22   | 0.10%             | 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        |      3585000 | PA      | $3331172.68   | 0.20%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 03/32 2.7                       | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1707679.08   | 0.10%             | 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        |       924217 | PA      | $924660.30    | 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        |      1668750 | PA      | $1665260.81   | 0.10%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2024 TERM LOAN K                                | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       658350 | PA      | $659857.62    | 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        |      1835775 | PA      | $1834545.03   | 0.11%             | 2032-01-19      | Floating      | 6.80%                 | 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        |      4545355 | PA      | $4554991.15   | 0.27%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4           | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      2620000 | PA      | $2459450.85   | 0.14%             | 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        |      4079840 | PA      | $4113008.80   | 0.24%             | 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        |      5190000 | PA      | $3871415.63   | 0.23%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 2.5                      | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5970000 | PA      | $4107639.87   | 0.24%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                        | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       730000 | PA      | $525714.06    | 0.03%             | 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        |     45666000 | PA      | $26150920.31  | 1.54%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/42 2.375                    | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2240000 | PA      | $1595737.49   | 0.09%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                    | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     29248000 | PA      | $25365784.85  | 1.49%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-175812.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1A1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1A1 144A           | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3645091 | PA      | $3640540.45   | 0.21%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R06 1A1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R06 1A1 144A           | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6879470 | PA      | $6891295.65   | 0.41%             | 2044-09-25      | Floating      | 5.47%                 | 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        |      1683670 | PA      | $1721030.26   | 0.10%             | 2042-12-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      4811000 | PA      | $4789530.43   | 0.28%             | 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        |      6869000 | PA      | $5619085.71   | 0.33%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 11/44 4.875  | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      2130000 | PA      | $1733100.85   | 0.10%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 01/36 6.44   | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      2830000 | PA      | $2896792.70   | 0.17%             | 2036-01-26      | Fixed         | 6.44%                 | 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      | $-436111.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $368184.46    | 0.02%             |  |  |  | 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        |      4350000 | PA      | $3434079.14   | 0.20%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A                             | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A           | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3945000 | PA      | $3826650.00   | 0.23%             | 2039-05-15      | Floating      | 5.62%                 | 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        |      5255000 | PA      | $4782050.00   | 0.28%             | 2039-05-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 C 144A                              | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 C 144A            | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2425000 | PA      | $2182500.00   | 0.13%             | 2039-05-15      | Floating      | 6.42%                 | 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        |      3659568 | PA      | $2863611.94   | 0.17%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       470000 | PA      | $459712.36    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                                  | MVW 2022-2 LLC MVWOT 2022 2A A 144A                           | CUSIP: 55400VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1786356 | PA      | $1814770.70   | 0.11%             | 2041-10-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6410000 | PA      | $5640034.01   | 0.33%             | 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        |      2025000 | PA      | $1881225.00   | 0.11%             | 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        |      4745000 | PA      | $4727201.32   | 0.28%             | 2035-03-01      | Fixed         | 5.20%                 | 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        |       682769 | PA      | $682243.07    | 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        |      6900000 | PA      | $6292125.87   | 0.37%             | 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        |      2070000 | PA      | $2083813.75   | 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        |      6930000 | PA      | $6964040.16   | 0.41%             | 2076-06-15      | Variable      | 6.75%                 | 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        |       116995 | PA      | $115012.35    | 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        |      6628388 | PA      | $6632563.38   | 0.39%             | 2031-10-30      | Floating      | 6.07%                 | 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        |      2820000 | PA      | $1807319.27   | 0.11%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 05/55 VAR                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      3635000 | PA      | $3639249.93   | 0.21%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP JR SUBORDINA 09/54 VAR                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1111206.34   | 0.07%             | 2054-09-01      | Variable      | 6.45%                 | 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        |      4782496 | PA      | $4883816.55   | 0.29%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75                       | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7495000 | PA      | $7359922.56   | 0.43%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 03/55 VAR         | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      4090000 | PA      | $4195139.91   | 0.25%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/34 5.125                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      4940000 | PA      | $4633216.71   | 0.27%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                             | PROVINCE OF ALBERTA CANADA UNSECURED 06/50 3.1                | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      7440000 | PA      | $4329767.19   | 0.26%             | 2050-06-01      | Fixed         | 3.10%                 | 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      | $357130.50    | 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        |      2500000 | PA      | $1874831.49   | 0.11%             | 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        |      1170000 | PA      | $1126711.17   | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-31226.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORPORATION 2025 TERM LOAN 2028                      | CUSIP: P2121YAY4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |      2508000 | PA      | $2504238.00   | 0.15%             | 2028-10-18      | Floating      | 6.33%                 | 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        |      4690000 | PA      | $2640888.81   | 0.16%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/37 2.75                           | NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/37 2.75         | CUSIP: QZ2927965<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     11450000 | PA      | $5611168.59   | 0.33%             | 2037-04-15      | Fixed         | 2.75%                 | 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        |  48811000000 | PA      | $3308789.61   | 0.19%             | 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        |     80030000 | PA      | $1446258.25   | 0.09%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST OMERS FINANCE TRUST                       | CUSIP: YS8014443<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1515000 | PA      | $1724605.98   | 0.10%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer