# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-184512
**Filing Date:** 2026-4
**Character Count:** 619202
**Document Hash:** bedcb934dd2baa6c46fc494bd4e0c872
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184512.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184512

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 26903882

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

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

## Series and Classes Contracts Data

### Opportunistic Fixed Income Fund (Series ID: S000003319)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008940 | Class 1      | JIGDX           |
| C000218631 | Class I      | JABTX           |
| C000218632 | Class R6     | JABUX           |
| C000218633 | Class A      | JABWX           |
| C000218634 | Class C      | JABOX           |

## 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 Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

- **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:** Opportunistic Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000003319

- **c. LEI of Series:** Z5TNEP76ZWYIF0536T79

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $188432758.91

**Total Liabilities:** $35489581.90

**Net Assets:** $152943177.01

**Delayed Delivery Securities:** $33703187.29

**Cash Not Reported:** $1683635.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -169.019355000000 | **1-Year:** -3345.780879000000 | **5-Year:** -10088.774428000000 | **10-Year:** -16148.908460000000 | **30-Year:** -12287.348679000000

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

- **3-Month:** -47.540316000000 | **1-Year:** -1716.939185000000 | **5-Year:** -3908.029680000000 | **10-Year:** -1506.011984000000 | **30-Year:** -375.895930000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008940 | -0.30%               | 0.49%                | 1.13%                |
| Class ID C000218631 | -0.31%               | 0.49%                | 1.13%                |
| Class ID C000218632 | -0.37%               | 0.49%                | 1.21%                |
| Class ID C000218633 | -0.38%               | 0.49%                | 1.13%                |
| Class ID C000218634 | -0.49%               | 0.49%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $310568.13               | $-848044.44                                |
| Month 2  | $485942.09               | $1227345.54                                |
| Month 3  | $225866.04               | $1053120.11                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                     | ABG INTERMEDIATE HOLDS 2 LLC 2024 1ST LIEN TERM LOAN B              | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57604 | PA      | $57387.84     | 0.04%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-2171.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1130.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                 | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $362.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-522.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                 | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-275.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                 | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-551.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNY/SOLD USD                                                 | BOUGHT CNY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $235.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                 | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-4064.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                 | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-3081.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Immunocore Holdings plc                                             | IMMUNOCORE HOLDINGS PLC SR UNSECURED 02/30 2.5                      | CUSIP: 45258DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     240000 | PA      | $217650.00    | 0.14%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A              | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A              | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83393 | PA      | $83158.46     | 0.05%             | 2067-08-25      | Variable      | 5.39%                 | 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      | $-831.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                 | SOLD AUD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-388.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                             | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 02/50 3.5               | CUSIP: 455780CR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $145408.66    | 0.10%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                             | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/50 4.2               | CUSIP: 455780CT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $163444.68    | 0.11%             | 2050-10-15      | Fixed         | 4.20%                 | 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        |     200000 | PA      | $132244.98    | 0.09%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Industrial FandB Investments III Inc.                               | INDUSTRIAL FandB INVESTMENTS III SR SECURED 144A 02/33 7.75         | CUSIP: 456142AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3079.00      | 0.00%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                            | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625               | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $125313.00    | 0.08%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                   | INTEL CORP SR UNSECURED 02/54 5.6                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      46000 | PA      | $43442.22     | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                | PAYPAL HOLDINGS INC SR UNSECURED 06/52 5.05                         | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     140000 | PA      | $125967.91    | 0.08%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| PENN Entertainment Inc.                                             | PENN ENTERTAINMENT INC SR UNSECURED 144A 07/29 4.125                | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14156.58     | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corporation                                        | INTEGER HOLDINGS CORP SR UNSECURED 144A 03/30 1.875                 | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23040.00     | 0.02%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                      | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 06/50 3                  | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      95000 | PA      | $62536.60     | 0.04%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                         | INTERNATIONAL BUSINESS MACHINE SR UNSECURED 07/52 4.9               | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     115000 | PA      | $101567.90    | 0.07%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                               | INTESA SANPAOLO SPA 144A 11/33 VAR                                  | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $239126.85    | 0.16%             | 2033-11-21      | Variable      | 8.25%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services Inc.                                    | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/34 6.75         | CUSIP: 70932MAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $118639.09    | 0.08%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                     | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7            | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7346.83      | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                         | INTUIT INC SR UNSECURED 09/53 5.5                                   | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61518.05     | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                                          | IONIS PHARMACEUTICALS INC SR UNSECURED 06/28 1.75                   | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      26000 | PA      | $41600.00     | 0.03%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc.                              | PETCO HEALTH and WELLNESS CO INC SR SECURED 144A 02/31 8.25         | CUSIP: 71601VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27000 | PA      | $26369.13     | 0.02%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                         | PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 01/41 6.75                 | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $99853.49     | 0.07%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                 | PHILLIPS 66 CO COMPANY GUAR 03/56 VAR                               | CUSIP: 718547AZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $44239.36     | 0.03%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                          | PLANET FINANCIAL GROUP LLC COMPANY GUAR 144A 12/29 10.5             | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      64000 | PA      | $61793.18     | 0.04%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                                          | IONIS PHARMACEUTICALS INC SR UNSECURED 144A 12/30 0.0000            | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      11000 | PA      | $12103.79     | 0.01%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD C ISHR IBX USD HIYLD CB ETF-UI         | ISHARES IBOXX USD HIGH YIELD C ISHR IBX USD HIYLD CB ETF-UI         | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |       1915 | NS      | $154578.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B                     | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B                     | CUSIP: 46590MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $79188.38     | 0.05%             | 2049-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B                     | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B                     | CUSIP: 46642NBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $38999.60     | 0.03%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                    | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11649.15     | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                         | ZOETIS INC SR UNSECURED 144A 06/29 0.25                             | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      22000 | PA      | $23045.00     | 0.02%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc.                                                        | ZSCALER INC SR UNSECURED 144A 07/28 0.0000                          | CUSIP: 98980GAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     248000 | PA      | $227168.00    | 0.15%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/31 7                         | REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/31 7                         | CUSIP: 989RJPII3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2409000 | PA      | $148888.42    | 0.10%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3                               | HUNGARY GOVERNMENT BOND BONDS 10/38 3                               | CUSIP: ACI198T62<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   42950000 | PA      | $94130.49     | 0.06%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE 0326                                               | EURO-BOBL FUTURE 0326                                               | CUSIP: ADI302MC2<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          9 | NC      | $-4263.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0326                                               | EURO-BUND FUTURE 0326                                               | CUSIP: ADI302N31<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         12 | NC      | $-27378.19    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO BUXL 30Y BND 0326                                              | EURO BUXL 30Y BND 0326                                              | CUSIP: ADI302N64<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          1 | NC      | $1511.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euro-BTP Future Jun 17 0326                                         | Euro-BTP Future Jun 17 0326                                         | CUSIP: ADI306KN1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         85 | NC      | $-116746.23   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-OAT FUTURE 0326                                                | EURO-OAT FUTURE 0326                                                | CUSIP: ADI306KZ4<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         32 | NC      | $-11234.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                  | PRET 2025-NPL5 LLC PRET 2025 NPL5 A2 144A                           | CUSIP: 74143LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100413.77    | 0.07%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                         | PROGRESSIVE CORP/THE SR UNSECURED 03/50 3.95                        | CUSIP: 743315AX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $63065.90     | 0.04%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A               | PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A               | CUSIP: 74331VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $96766.10     | 0.06%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                | PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                | CUSIP: 74332XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100326.60    | 0.07%             | 2041-05-17      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                | PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                | CUSIP: 74332YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100233.99    | 0.07%             | 2039-06-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                | PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98014.24     | 0.06%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 C 144A                | PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 C 144A                | CUSIP: 74334HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $96619.89     | 0.06%             | 2043-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                               | QUALCOMM INC SR UNSECURED 05/52 4.5                                 | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      75000 | PA      | $63609.06     | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                               | BOSTON PROPERTIES LP SR UNSECURED 144A 10/30 2                      | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      63000 | PA      | $59220.00     | 0.04%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                 | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-274.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                 | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                 | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-14.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                 | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-262.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                 | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-5.72        | -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      | $-98.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                 | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $10465.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                 | BOUGHT CAD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $6156.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                 | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-5358.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CHF/SOLD USD                                                 | BOUGHT CHF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $45.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CHF/BOUGHT USD                                                 | SOLD CHF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-8461.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                   | FLUOR CORP SR UNSECURED 08/29 1.125                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      28000 | PA      | $37268.00     | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                             | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA3 M2 144A               | CUSIP: 35564UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25062.37     | 0.02%             | 2045-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR 2026 DNA1 M2 144A               | STRUCTURED AGENCY CREDIT RISK STACR 2026 DNA1 M2 144A               | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $45024.61     | 0.03%             | 2046-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn9                                          | FREDDIE MAC MSCR TRUST MN9 MSCR 2024 MN9 M1 144A                    | CUSIP: 355917AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19153 | PA      | $19314.45     | 0.01%             | 2044-10-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                       | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 9.125         | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $17597.07     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                       | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 6.875         | CUSIP: 35641AAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $62692.32     | 0.04%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM2 TRUST GCAT 2022 NQM2 A1 144A                         | GCAT 2022-NQM2 TRUST GCAT 2022 NQM2 A1 144A                         | CUSIP: 36169KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64122 | PA      | $63918.97     | 0.04%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1               | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1               | CUSIP: BG0207897<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   32670000 | PA      | $3075616.16   | 2.01%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2               | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2               | CUSIP: BG1229221<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     760000 | PA      | $32877.67     | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                              | QUIKRETE HOLDINGS INC 2025 TERM LOAN B1                             | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     192083 | PA      | $191868.05    | 0.13%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                              | UBER TECHNOLOGIES INC SR UNSECURED 12/28 0.875                      | CUSIP: 90353TAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $21003.50     | 0.01%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/42 0.75                           | UNITED STATES TREASURY INFLATI 02/42 0.75                           | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2136854 | PA      | $1720614.62   | 1.13%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/50 0.25                           | UNITED STATES TREASURY INFLATI 02/50 0.25                           | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2571318 | PA      | $1547204.65   | 1.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/51 0.125                          | UNITED STATES TREASURY INFLATI 02/51 0.125                          | CUSIP: 912810SV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1686555 | PA      | $955200.69    | 0.62%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/52 0.125                          | UNITED STATES TREASURY INFLATI 02/52 0.125                          | CUSIP: 912810TE8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     861434 | PA      | $477037.25    | 0.31%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/54 2.125                          | UNITED STATES TREASURY INFLATI 02/54 2.125                          | CUSIP: 912810TY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1715821 | PA      | $1599547.85   | 1.05%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/55 2.375                          | UNITED STATES TREASURY INFLATI 02/55 2.375                          | CUSIP: 912810UH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     888320 | PA      | $874955.81    | 0.57%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BO 05/55 4.75                           | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2007000 | PA      | $2042514.49   | 1.34%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BO 02/56 4.75                           | CUSIP: 912810UR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      78000 | PA      | $79486.88     | 0.05%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BO 08/31 3.75                           | CUSIP: 91282CLJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      85000 | PA      | $85697.27     | 0.06%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BO 05/35 4.25                           | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    3722100 | PA      | $3817624.20   | 2.50%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BO 12/28 3.5                            | CUSIP: 91282CPP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      77400 | PA      | $77629.78     | 0.05%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BO 02/36 4.125                          | CUSIP: 91282CPZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      80000 | PA      | $81062.50     | 0.05%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                     | UNITEDHEALTH GROUP INC SR UNSECURED 04/47 4.25                      | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      75000 | PA      | $62379.81     | 0.04%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                     | UNITEDHEALTH GROUP INC SR UNSECURED 10/47 3.75                      | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $61474.21     | 0.04%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                     | UNITEDHEALTH GROUP INC SR UNSECURED 02/53 5.875                     | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66105.00     | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc.                                                 | UNITY SOFTWARE INC SR UNSECURED 03/30 0.00000                       | CUSIP: 91332UAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $22350.00     | 0.01%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                          | UNUM GROUP SR UNSECURED 06/54 6                                     | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64073.83     | 0.04%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Holdings Inc.                                               | UPSTART HOLDINGS INC SR UNSECURED 11/30 1                           | CUSIP: 91680MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $5211.50      | 0.00%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                                        | WIX.COM LTD SR UNSECURED 144A 09/30 0.0000                          | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     292000 | PA      | $241104.40    | 0.16%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                             | WELLS FARGO and CO PREFERRED STOCK 7.5                              | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        672 | NS      | $827897.28    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                             | WELLS FARGO and CO JR SUBORDINA 12/99 VAR                           | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32966.36     | 0.02%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                             | WELLS FARGO and CO SR UNSECURED 04/51 VAR                           | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64039.18     | 0.04%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2024 86 SA                                    | FANNIE MAE REMICS FNR 2024 86 SA                                    | CUSIP: 3136BTZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140147 | PA      | $5048.37      | 0.00%             | 2054-12-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                         | FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                         | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95299 | PA      | $856.82       | 0.00%             | 2027-09-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                          | FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                          | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85950 | PA      | $12394.70     | 0.01%             | 2055-10-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     469000 | PA      | $456285.69    | 0.30%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -469000 | PA      | $-456285.69   | -0.30%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     240000 | PA      | $233278.13    | 0.15%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5070 PI                                      | FREDDIE MAC REMICS FHR 5070 PI                                      | CUSIP: 3137F9Y54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90323 | PA      | $16141.67     | 0.01%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5               | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5               | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |  105080000 | PA      | $4847810.58   | 3.17%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                             | ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                             | CUSIP: BV1224013<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     270000 | PA      | $64189.59     | 0.04%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696                          | CUSIP: BV8949489<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      38000 | PA      | $10728.46     | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F040636<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -240000 | PA      | $-233278.13   | -0.15%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                             | CUSIP: 01F040644<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -240000 | PA      | $-232603.13   | -0.15%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                     | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                     | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $24154.14     | 0.02%             | 2047-02-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                 | CP ATLAS BUYER INC SR SECURED 144A 07/30 9.75                       | CUSIP: 12597YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3002.85      | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                 | CP ATLAS BUYER INC SECURED 144A 01/31 12.75                         | CUSIP: 12597YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23613 | PA      | $21203.80     | 0.01%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                               | CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                               | CUSIP: 12598HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42857 | PA      | $39317.82     | 0.03%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CRB COMMERCIAL MORTGAGE TRUST CRBCM 2025 CRE1 A 144A                | CRB COMMERCIAL MORTGAGE TRUST CRBCM 2025 CRE1 A 144A                | CUSIP: 12629SAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77899 | PA      | $78904.36     | 0.05%             | 2058-09-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                              | CVS HEALTH CORP JR SUBORDINA 03/55 VAR                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      48000 | PA      | $50487.79     | 0.03%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                      | CABLE ONE INC COMPANY GUAR 03/28 1.125                              | CUSIP: 12685JAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $11475.00     | 0.01%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 07/53 8                                         | MEXICAN BONOS BONDS 07/53 8                                         | CUSIP: BX4963407<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     924000 | PA      | $47433.47     | 0.03%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 02/33 7                               | CUSIP: BY4236786<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  459000000 | PA      | $28474.15     | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F042434<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1532000 | PA      | $1538044.20   | 1.01%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120000 | PA      | $118781.24    | 0.08%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $6283.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-839.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1230.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $7814.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -120000 | PA      | $-118781.24   | -0.08%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1220000 | PA      | $1206370.28   | 0.79%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F042632<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -570000 | PA      | $-563632.02   | -0.37%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                           | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $148207.02    | 0.10%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                           | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                           | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -445000 | PA      | $-439680.83   | -0.29%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     375000 | PA      | $377226.60    | 0.25%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -375000 | PA      | $-377226.60   | -0.25%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14010000 | PA      | $14073482.11  | 9.20%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                          | CAESARS ENTERTAINMENT CORP TERM LOAN B                              | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85312 | PA      | $84619.76     | 0.06%             | 2030-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Canyon Clo 2023-2 Ltd.                                              | CANYON CLO 2023-2 LTD CANYC 2023 2A D 144A                          | CUSIP: 13887AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250111.25    | 0.16%             | 2037-05-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-686.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-10.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-10.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                 | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $242.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 06/43 7.125                           | CUSIP: BY4236828<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  493000000 | PA      | $30924.19     | 0.02%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45                    | CUSIP: BY4967448<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    1642000 | PA      | $60283.27     | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 06/38 7.125                           | CUSIP: BY9716295<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1356000000 | PA      | $84287.92     | 0.06%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                            | ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                            | CUSIP: BZ4404662<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $76985.09     | 0.05%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND SR UNSECURED 06/33 3.35                    | CUSIP: BZ5011797<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    5888000 | PA      | $213948.94    | 0.14%             | 2033-06-17      | Fixed         | 3.35%                 | 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        |      99750 | PA      | $99417.83     | 0.07%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BPER Banca S.p.A.                                                   | BPER BANCA SPA JR SUBORDINA REGS 12/99 VAR                          | CUSIP: DA3580044<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $478110.74    | 0.31%             | 2031-03-19      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                              | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 11/38 6.5               | CUSIP: DA6782878<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     410000 | PA      | $478389.43    | 0.31%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $5137.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-1053.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $1004.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885                          | CUSIP: AX1841680<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     169000 | PA      | $44400.01     | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                  | EXELON CORP SR UNSECURED 144A 03/29 3.25                            | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1302690.00   | 0.85%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                          | EXETER AUTOMOBILE RECEIVABLES EART 2026 1A D                        | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85000 | PA      | $85893.09     | 0.06%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 A 144A                          | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 A 144A                          | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115665 | PA      | $117723.29    | 0.08%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                 | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $1274.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $442.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                         | ASURION LLC 2025 TERM LOAN B13                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      71725 | PA      | $71492.31     | 0.05%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                 | ATHENE HOLDING LTD SR UNSECURED 05/51 3.95                          | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     150000 | PA      | $102702.25    | 0.07%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                             | NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1.5                      | CUSIP: AX2426804<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.17         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                         | CUSIP: AX2612635<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 09/30 7.75                                      | COLOMBIAN TES BONDS 09/30 7.75                                      | CUSIP: EK6999263<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 9423400000 | PA      | $1993245.96   | 1.30%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                 | ATHENE HOLDING LTD SR UNSECURED 05/52 3.45                          | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $61819.15     | 0.04%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                 | ATHENE HOLDING LTD SR UNSECURED 05/55 6.625                         | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     110000 | PA      | $107636.28    | 0.07%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ARIA BX 2025 ARIA B 144A                              | BX TRUST 2025-ARIA BX 2025 ARIA B 144A                              | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35000 | PA      | $35835.37     | 0.02%             | 2042-12-13      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ARIA BX 2025 ARIA C 144A                              | BX TRUST 2025-ARIA BX 2025 ARIA C 144A                              | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $153231.11    | 0.10%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                  | BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                  | CUSIP: 05683NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100047.10    | 0.07%             | 2034-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-4 BCC 2020 4A DAR2 144A                | BAIN CAPITAL CREDIT CLO 2020-4 BCC 2020 4A DAR2 144A                | CUSIP: 05684KBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249090.00    | 0.16%             | 2036-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                 | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $246.86       | 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      | $926.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                   | CAPITAL ONE FINANCIAL CORP PREFERRED STOCK 4.25                     | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       1600 | NS      | $26400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                   | CAPITAL ONE FINANCIAL CORP PREFERRED STOCK 5                        | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |        775 | NS      | $15221.00     | 0.01%             |  |  |  | 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      | $1952.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                 | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $1044.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                 | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $2014.90      | 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      | $-124.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                        | BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875                   | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $23265.75     | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Brandywine Operating Partnership L.P.                               | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 01/31 6.125             | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61680.03     | 0.04%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Inc.                                             | CENTERPOINT ENERGY INC SR UNSECURED 144A 08/28 3                    | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     735000 | PA      | $777777.00    | 0.51%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                             | CENTERPOINT ENERGY INC CENTERPOINT ENERGY INC                       | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     432000 | PA      | $436406.40    | 0.29%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                 | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $1080.05      | 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      | $-1062.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                 | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $1154.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ARS/BOUGHT USD                                                 | SOLD ARS/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-451.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ARS/BOUGHT USD                                                 | SOLD ARS/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-99.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ARS/BOUGHT USD                                                 | SOLD ARS/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-451.06      | -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      | $208.94       | 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      | $-122.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 20 ESA 2026 ESH2 B 144A                 | EXTENDED STAY AMERICA TRUST 20 ESA 2026 ESH2 B 144A                 | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50093.75     | 0.03%             | 2043-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 20 ESA 2026 ESH2 E 144A                 | EXTENDED STAY AMERICA TRUST 20 ESA 2026 ESH2 E 144A                 | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $65376.81     | 0.04%             | 2043-02-15      | Floating      | 6.56%                 | 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      | $-3325.64     | -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      | $-32.24       | -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      | $-177.26      | -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      | $53.51        | 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      | $-2.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                        | BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                        | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   20000000 | PA      | $24743.33     | 0.02%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A              | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A              | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129000 | PA      | $126089.31    | 0.08%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A              | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A              | CUSIP: 10569TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $95550.08     | 0.06%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| PT Pertamina Persero                                                | PERTAMINA PERSERO PT SR UNSECURED REGS 05/43 5.625                  | CUSIP: EJ6770360<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     200000 | PA      | $193474.71    | 0.13%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/44 8.75                      | REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/44 8.75                      | CUSIP: EJ7498649<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2801000 | PA      | $177699.17    | 0.12%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/32 8.25                      | REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/32 8.25                      | CUSIP: EJ7500097<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     289000 | PA      | $18729.28     | 0.01%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/37 8.5                       | REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/37 8.5                       | CUSIP: EJ7500196<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2122000 | PA      | $135668.66    | 0.09%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 03/34 8.375                           | CUSIP: EJ7740016<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  496000000 | PA      | $33240.72     | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED REGS 10/44 4.875        | KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED REGS 10/44 4.875        | CUSIP: EK5167292<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $184201.37    | 0.12%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                        | BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                        | CUSIP: EK6971114<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1398000 | PA      | $1136895.03   | 0.74%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                        | BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                        | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   55000000 | PA      | $63739.80     | 0.04%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corporation                                       | CHAMP ACQUISITION CORP SR SECURED 144A 12/31 8.375                  | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $27649.05     | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                         | CHOBANI LLC 2025 TERM LOAN B                                        | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     200000 | PA      | $200500.00    | 0.13%             | 2032-10-28      | Floating      | 5.92%                 | 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        |     507000 | PA      | $98106.26     | 0.06%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                       | SUNRISE FINANCING PARTNERSHIP TERM LOAN AAA                         | CUSIP: N9000DAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     140000 | PA      | $138483.80    | 0.09%             | 2032-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                               | INVERSIONES CMPC SA COMPANY GUAR REGS 02/34 6.125                   | CUSIP: P58072AY8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     200000 | PA      | $204445.00    | 0.13%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND SR UNSECURED 05/36 1.84                    | CUSIP: YI0637649<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     853000 | PA      | $27757.97     | 0.02%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES BILLS 02/27 0.00000                                    | MEXICO CETES BILLS 02/27 0.00000                                    | CUSIP: YI6064889<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6138650 | PA      | $334000.48    | 0.22%             | 2027-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                              | ASIAN DEVELOPMENT BANK SR UNSECURED 11/40 0.00000                   | CUSIP: YJ6504486<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     100000 | PA      | $12365.15     | 0.01%             | 2040-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 04/55 8                                         | MEXICAN BONOS BONDS 04/55 8                                         | CUSIP: YJ7057260<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     773200 | PA      | $39531.66     | 0.03%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                 | KOREA TREASURY BOND BONDS 12/35 3.25                                | CUSIP: YJ8526396<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        | 2022670000 | PA      | $1382546.30   | 0.90%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES BILLS 10/27 0.00000                                    | MEXICO CETES BILLS 10/27 0.00000                                    | CUSIP: YJ8953764<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6629650 | PA      | $341603.48    | 0.22%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                              | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 09/32 5                 | CUSIP: YK0049733<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     110000 | PA      | $126118.18    | 0.08%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                         | EZCORP INC COMPANY GUAR 144A 04/32 7.375                            | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26773.45     | 0.02%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                     | FMC CORP SUBORDINATED 11/55 VAR                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      80000 | PA      | $52622.03     | 0.03%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                 | META PLATFORMS INC SR UNSECURED 08/62 4.65                          | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     170000 | PA      | $138142.62    | 0.09%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                 | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-1370.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NGN/BOUGHT USD                                                 | SOLD NGN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $7.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1                | BRIDGECREST LENDING AUTO SECUR BLAST 2026 1 D                       | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80000 | PA      | $80905.86     | 0.05%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BridgeBio Pharma Inc.                                               | BRIDGEBIO PHARMA INC SR UNSECURED 144A 03/31 1.75                   | CUSIP: 10806XAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $14058.00     | 0.01%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BridgeBio Pharma Inc.                                               | BRIDGEBIO PHARMA INC SR UNSECURED 144A 02/33 0.75                   | CUSIP: 10806XAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $8626.50      | 0.01%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                                          | BRIGHTHOUSE FINANCIAL INC PREFERRED STOCK 5.375                     | CUSIP: 10922N707<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1326 | NS      | $18205.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                               | MICROSOFT CORP SR UNSECURED 06/50 2.525                             | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     210000 | PA      | $130752.67    | 0.09%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                             | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                      | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45968 | PA      | $45036.89     | 0.03%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                             | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED 12/34 0.00000             | CUSIP: DC6264410<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |       6177 | PA      | $178.72       | 0.00%             | 2034-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                             | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED 12/36 1.25                | CUSIP: DC6400881<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |     204081 | PA      | $15561.18     | 0.01%             | 2036-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brown and Brown Inc.                                                | BROWN + BROWN INC SR UNSECURED 03/52 4.95                           | CUSIP: 115236AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $60110.29     | 0.04%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Brown and Brown Inc.                                                | BROWN + BROWN INC SR UNSECURED 06/55 6.25                           | CUSIP: 115236AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $122551.31    | 0.08%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                      | CITIGROUP INC JR SUBORDINA 12/99 VAR                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31013.43     | 0.02%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                       | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK 7.375                  | CUSIP: 174610600<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         97 | NS      | $2546.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA Inc.                                                   | CINEMARK USA INC 2025 TERM LOAN B                                   | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     121597 | PA      | $121786.40    | 0.08%             | 2030-05-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                  | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125                      | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11465.78     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                  | CISCO SYSTEMS INC SR UNSECURED 02/54 5.3                            | CUSIP: 17275RBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63236.19     | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $8105.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $80119.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-22575.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                             | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED 12/34 2.25                | CUSIP: DC6509905<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      11472 | PA      | $946.44       | 0.00%             | 2034-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 01/31 5.3                             | TURKIYE GOVERNMENT BOND BONDS 01/31 5.3                             | CUSIP: DC9123225<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    9833950 | PA      | $226744.47    | 0.15%             | 2031-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                       | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK VAR                    | CUSIP: 174610808<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      23450 | NS      | $598209.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75         | CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10380.25     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                             | TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25                      | CUSIP: 902252AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4990.00      | 0.00%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                          | TKO WORLDWIDE HOLDINGS LLC. 2025 TERM LOAN                          | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99002 | PA      | $99023.29     | 0.06%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                    | UWM HOLDINGS LLC COMPANY GUAR 144A 03/31 6.25                       | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $125602.41    | 0.08%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                   | VENTAS REALTY LP COMPANY GUAR 06/26 3.75                            | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      10000 | PA      | $15724.00     | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $21313.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-23636.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                       | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 01/34 5.75          | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11144.95     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                           | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68547.44     | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher and Co.                                         | ARTHUR J GALLAGHER + CO SR UNSECURED 07/54 5.75                     | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63827.65     | 0.04%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8              | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8              | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12603.70     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375          | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375          | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4975.83      | 0.00%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                 | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $26106.59     | 0.02%             | 2043-10-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                 | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $54725.00     | 0.04%             | 2045-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A                 | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25141.48     | 0.02%             | 2045-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                 | CUSIP: 207932AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $15974.51     | 0.01%             | 2042-12-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                               | AGNC INVESTMENT CORP PREFERRED STOCK VAR                            | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $251500.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                                               | AGNC INVESTMENT CORP PREFERRED STOCK VAR                            | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $249500.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                         | ATandT INC SR UNSECURED 09/53 3.5                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     180000 | PA      | $122790.25    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                         | ATandT INC SR UNSECURED 04/56 6                                     | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131121.91    | 0.09%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $21842.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-12705.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                 | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $693.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                 | BOUGHT NGN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $703.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                 | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $14789.31     | 0.01%             |  |  |  | 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      | $1680.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-4871.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-7268.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-187720.96   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-681.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                 | SOLD MYR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-299.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KZT/BOUGHT USD                                                 | SOLD KZT/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $1593.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                           | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25                 | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75062.84     | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                           | CLOUD SOFTWARE GROUP INC SR SECURED 144A 08/33 6.625                | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     125000 | PA      | $117974.54    | 0.08%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SOLD MYR/BOUGHT USD                                                 | SOLD MYR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-508.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                 | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $58.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $1442.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-6803.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                 | SOLD MYR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $162.83       | 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      | $-36842.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 05/27 3.502                          | CUSIP: EG4790283<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     205000 | PA      | $53011.55     | 0.03%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                | PERU GOVERNMENT BOND BONDS 08/37 6.9                                | CUSIP: EG6650006<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      45000 | PA      | $14027.86     | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | 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      | $4227.91      | 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      | $-1145.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corporation                                                 | NAVIENT CORP SR UNSECURED 06/32 7.875                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     120000 | PA      | $111624.66    | 0.07%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-4329.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $1582.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-143.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-548.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc.                                                     | CLOUDFLARE INC SR UNSECURED 08/26 0.00000                           | CUSIP: 18915MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $19463.40     | 0.01%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc.                                                     | CLOUDFLARE INC SR UNSECURED 144A 06/30 0.0000                       | CUSIP: 18915MAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31452.00     | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/32 6.75           | CUSIP: 18972EAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $65490.79     | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc.                                                | COINBASE GLOBAL INC SR UNSECURED 04/30 0.25                         | CUSIP: 19260QAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13950.00     | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-232.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $1.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $78.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-376.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                  | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 12/30 6.125          | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5194.04      | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                  | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 06/34 6.5            | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10499.61     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                 | SOLD NZD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $285.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1253.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-3542.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-991.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                      | CITIGROUP INC PREFERRED STOCK 6.25                                  | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |       4625 | NS      | $117475.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                      | CITIGROUP INC JR SUBORDINA 12/99 VAR                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      33000 | PA      | $34974.36     | 0.02%             | 2028-11-15      | Variable      | 7.62%                 | 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      | $861.22       | 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      | $622.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 10/30 6.5          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4980.16      | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 12/32 6.75         | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $113822.33    | 0.07%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LT BVSTAT 2024 1A B 144A                | VERDELITE STATIC CLO 2024-1 LT BVSTAT 2024 1A B 144A                | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     390000 | PA      | $390145.47    | 0.26%             | 2032-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                         | VERIZON COMMUNICATIONS INC SR UNSECURED 11/55 5.875                 | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166104.67    | 0.11%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1531.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $104.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-1540.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $15.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                 | SOLD AUD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-2035.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                 | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $1508.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                 | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1371.54     | -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      | $-1658.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                 | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $24.96        | 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      | $-377.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $122.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $135.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-229.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-1027.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-631.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $2525.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-800.58      | -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      | $961.45       | 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      | $15.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $806.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2026-CART BX 2026 CART C 144A                              | BX TRUST 2026-CART BX 2026 CART C 144A                              | CUSIP: 12433MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99893.31     | 0.07%             | 2036-02-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                         | CCO HOLDINGS LLC / CCO HOLDING COMPANY GUAR 144A 06/29 5.375        | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1995.24      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                         | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/32 4.75         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $36267.13     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                         | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/33 7            | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5112.23      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                 | SOLD SGD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-2350.48     | -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      | $49.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                 | SOLD SGD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-153.64      | -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      | $-172.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                         | VERIZON COMMUNICATIONS INC SR UNSECURED 11/65 6                     | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115442.10    | 0.08%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                            | VERSANT MEDIA GROUP INC SR SECURED 144A 01/31 7.25                  | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5116.92      | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | 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      | $-211.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                 | SOLD SGD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-135.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                 | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-7674.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IREN Limited                                                        | IREN LTD SR UNSECURED 144A 07/31 0.0000                             | CUSIP: 46270CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       7000 | PA      | $5512.50      | 0.00%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                 | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-151.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                 | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $8.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                 | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-205.93      | -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      | $770.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                 | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-132.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $3.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $5324.29      | 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      | $-6.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enstar Group Limited                                                | ENSTAR GROUP LTD PREFERRED STOCK VAR                                | CUSIP: 29359U109<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       2794 | NS      | $63284.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                                                  | FLOWERS FOODS INC SR UNSECURED 03/35 5.75                           | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64396.99     | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                           | FLYNN RESTAURANT GROUP LP 2025 INCREMENTAL TERM LOAN                | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99250 | PA      | $97451.59     | 0.06%             | 2032-01-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                        | FOCUS FINANCIAL PARTNERS LLC SR SECURED 144A 09/31 6.75             | CUSIP: 34417VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59684.31     | 0.04%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                            | VERSANT MEDIA GROUP INC TERM LOAN B                                 | CUSIP: 92528PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $99875.00     | 0.07%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                   | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                 | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49401 | PA      | $43691.00     | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                        | FORTRESS INTERMEDIATE 3 INC SR SECURED 144A 06/31 7.5               | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $190644.44    | 0.12%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn10                                         | FREDDIE MAC MSCR TRUST MN10 MSCR 2025 MN10 M1 144A                  | CUSIP: 35563UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86107 | PA      | $85334.80     | 0.06%             | 2045-02-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-86.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                 | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-176.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-5                                   | VERUS SECURITIZATION TRUST 202 VERUS 2024 5 A1 144A                 | CUSIP: 92540HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62745 | PA      | $63591.16     | 0.04%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-1                                   | VERUS SECURITIZATION TRUST 202 VERUS 2025 1 A3 144A                 | CUSIP: 92540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79841 | PA      | $80655.82     | 0.05%             | 2070-01-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                    | PARAMOUNT GLOBAL COMPANY GUAR 03/43 4.375                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      51000 | PA      | $32166.05     | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                    | PARAMOUNT GLOBAL COMPANY GUAR 03/62 VAR                             | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      65000 | PA      | $51025.00     | 0.03%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-456.38      | -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      | $-139.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                 | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $321.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-313.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375        | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      10000 | PA      | $9302.86      | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5          | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      10000 | PA      | $10314.08     | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                       | VOLTAGRID LLC SECURED 144A 11/30 7.375                              | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7309.34      | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2021-1 LTD VOYA 2021 1A CR 144A                            | VOYA CLO 2021-1 LTD VOYA 2021 1A CR 144A                            | CUSIP: 92918QAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250481.25    | 0.16%             | 2034-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-690.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $0.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                               | WEC ENERGY GROUP INC SR UNSECURED 06/29 4.375                       | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      56000 | PA      | $69972.00     | 0.05%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| WEC Energy Group Inc.                                               | WEC ENERGY GROUP INC SR UNSECURED 144A 06/28 3.375                  | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104600.00    | 0.07%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                 | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $9.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                                    | SPOTIFY USA INC COMPANY GUAR 03/26 0.00000                          | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $16957.50     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT 0326                                              | AUST 10Y BOND FUT 0326                                              | CUSIP: ADI30L4V8<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         20 | NC      | $21961.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0626                                                | US LONG BONDCBT 0626                                                | CUSIP: ADI37KQQ0<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         49 | NC      | $-42744.88    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $31.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $2351.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc.                                                          | BLOCK INC SR UNSECURED 05/32 6.5                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61725.54     | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                          | BLOCK INC SR UNSECURED 144A 08/33 6                                 | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     125000 | PA      | $127023.25    | 0.08%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Staples Inc.                                                        | STAPLES INC SR SECURED 144A 09/29 10.75                             | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      21000 | PA      | $19268.85     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 09/35 5.3                      | CZECH REPUBLIC GOVERNMENT BOND BONDS 09/35 5.3                      | CUSIP: YK1551562<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    2010000 | PA      | $105800.96    | 0.07%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn11                                         | FREDDIE MAC MSCR TRUST MN11 MSCR 2025 MN11 M2 144A                  | CUSIP: 35563YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $54970.82     | 0.04%             | 2045-07-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA3                             | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A               | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180000 | PA      | $181138.54    | 0.12%             | 2041-09-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                             | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A               | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136319 | PA      | $136690.30    | 0.09%             | 2041-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                             | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA7 B2 144A               | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10000 | PA      | $10436.71     | 0.01%             | 2041-11-25      | Floating      | 11.47%                | No            |                  2 | On Loan: No      |
| US ULTRA BOND CBT 0626                                              | US ULTRA BOND CBT 0626                                              | CUSIP: ADI37KRH9<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         19 | NC      | $21024.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0626                                               | US 10YR NOTE CBT 0626                                               | CUSIP: ADI37KRJ5<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         10 | NC      | $5813.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                             | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA1 M2 144A               | CUSIP: 35564KP94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $27174.92     | 0.02%             | 2043-03-25      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                    | GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6                 | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       3000 | PA      | $2931.84      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/39 9.875                     | REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/39 9.875                     | CUSIP: YK3662656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     952000 | PA      | $66025.37     | 0.04%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development               | INTERNATIONAL BANK FOR RECONST SR UNSECURED 10/37 6.5               | CUSIP: YK3684296<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    4500000 | PA      | $46921.11     | 0.03%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-9671.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-90.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 09/55 3.2                      | JAPAN GOVERNMENT THIRTY YEAR B BONDS 09/55 3.2                      | CUSIP: YK8376260<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  121700000 | PA      | $757897.69    | 0.50%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 03/31 5.875                           | CUSIP: YL1333084<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  596000000 | PA      | $35693.13     | 0.02%             | 2031-03-15      | Fixed         | 5.88%                 | 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        |     100000 | PA      | $100541.80    | 0.07%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                       | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/56 VAR                  | CUSIP: 37959GAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $34308.16     | 0.02%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1301.55     | -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      | $489.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD COMPANY GUAR 144A 03/29 3.5          | GO DADDY OPERATING CO LLC / GD COMPANY GUAR 144A 03/29 3.5          | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $60809.13     | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                         | HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A C 144A                    | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $97858.71     | 0.06%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/51 FIXED 2.5                               | GINNIE MAE II POOL G2 10/51 FIXED 2.5                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74509 | PA      | $65770.36     | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                               | GS MORTGAGE SECURITIES CORP II GSMS 2024 70P A 144A                 | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102105.38    | 0.07%             | 2041-03-10      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-159.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $91.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher and Co.                                         | ARTHUR J GALLAGHER + CO SR UNSECURED 05/51 3.5                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      90000 | PA      | $62525.04     | 0.04%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GameStop Corp.                                                      | GAMESTOP CORP-CLASS A SR UNSECURED 144A 04/30 0.0000                | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9670.50      | 0.01%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                | PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/39 7                 | CUSIP: YX8593908<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     178000 | PA      | $57732.14     | 0.04%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                         | REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                         | CUSIP: ZB2921763<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     440000 | PA      | $124900.77    | 0.08%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A                           | OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A                           | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66736 | PA      | $66733.87     | 0.04%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 28L B 144A                   | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 28L B 144A                   | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100873.29    | 0.07%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                        | ON SEMICONDUCTOR CORP COMPANY GUAR 03/29 0.5                        | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30135.00     | 0.02%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                         | ONEMAIN FINANCE CORP COMPANY GUAR 09/33 6.75                        | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129026.67    | 0.08%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8              | ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      60000 | PA      | $57996.41     | 0.04%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                             | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125                | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     161000 | PA      | $145095.55    | 0.09%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                             | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125                | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $69879.70     | 0.05%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Oracle Corporation                                                  | ORACLE CORP PREFERRED STOCK 01/29 6.5                               | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       9583 | NS      | $440722.17    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 08/55 7.24                       | INDIA GOVERNMENT BOND SR UNSECURED 08/55 7.24                       | CUSIP: YL1902912<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   53770000 | PA      | $583103.28    | 0.38%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS 09/50 3.25                     | NEW ZEALAND GOVERNMENT INFLATI BONDS 09/50 3.25                     | CUSIP: YL9727550<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     720000 | PA      | $456393.47    | 0.30%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                     | HERTZ VEHICLE FINANCING III LL HERTZ 2025 5A C 144A                 | CUSIP: 42806MDN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100833.73    | 0.07%             | 2030-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc.                                                             | HP INC SR UNSECURED 09/41 6                                         | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120351.01    | 0.08%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Oracle Corporation                                                  | ORACLE CORP SR UNSECURED 04/50 3.6                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     160000 | PA      | $100084.35    | 0.07%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                  | ORACLE CORP SR UNSECURED 04/60 3.85                                 | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $60834.48     | 0.04%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-8537.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                  | ORACLE CORP SR UNSECURED 02/66 6.85                                 | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62270.87     | 0.04%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $2217.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                 | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $1371.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                    | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 03/31 6.75              | CUSIP: ZD4889477<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    5000000 | PA      | $54528.52     | 0.04%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3                 | CUSIP: ZD6507176<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     460000 | PA      | $21056.00     | 0.01%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES BILLS 07/27 0.00000                                    | MEXICO CETES BILLS 07/27 0.00000                                    | CUSIP: YM2810211<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     621170 | PA      | $32782.82     | 0.02%             | 2027-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 04/36 6.5                             | CUSIP: YM8024957<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  442000000 | PA      | $26503.15     | 0.02%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                 | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-622.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-126.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-185.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-131.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                  | HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/45 6.35               | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123259.53    | 0.08%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                               | HIGHTOWER HOLDINGS LLC 2025 1ST LIEN TERM LOAN B                    | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     144420 | PA      | $142164.07    | 0.09%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Hopper Merger Sub Inc.                                              | HOLOGIC INC 2026 TERM LOAN B                                        | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $148125.00    | 0.10%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                  | HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                  | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76434 | PA      | $75669.59     | 0.05%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                 | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-21323.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $101276.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $61.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                 | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $228.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $13189.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                 | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-4850.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-390.81      | -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      | $8.29         | 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      | $242.88       | 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      | $141.79       | 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      | $37.20        | 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      | $81.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                        | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                        | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      65000 | PA      | $69354.09     | 0.05%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corporation                                        | LINCOLN NATIONAL CORP SR UNSECURED 11/35 5.35                       | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97631.06     | 0.06%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                      | LIVE NATION ENTERTAINMENT INC SR UNSECURED 01/30 2.875              | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      30000 | PA      | $33600.00     | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                     | SALESFORCE INC SR UNSECURED 07/41 2.7                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     170000 | PA      | $120744.86    | 0.08%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                     | SALESFORCE INC SR UNSECURED 07/51 2.9                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     195000 | PA      | $119352.37    | 0.08%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                     | SALESFORCE INC SR UNSECURED 07/61 3.05                              | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     105000 | PA      | $61140.82     | 0.04%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                       | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 4 D                       | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70000 | PA      | $70842.31     | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The E.W. Scripps Company                                            | EW SCRIPPS CO/THE SECURED 144A 08/30 9.875                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95393.49     | 0.06%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                              | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875                   | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9432.87      | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                              | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375                 | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $3922.27      | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                  | SEAGATE HDD CAYMAN COMPANY GUAR 06/28 3.5                           | CUSIP: 81180WBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       7000 | PA      | $34520.50     | 0.02%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc.                            | SEDGWICK CLAIMS MGMT SRVCS INC 2023 TERM LOAN B                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     123833 | PA      | $119685.01    | 0.08%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                                                 | SEMTECH CORP COMPANY GUAR 11/27 1.625                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |       5000 | PA      | $12285.00     | 0.01%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                                                 | SEMTECH CORP COMPANY GUAR 144A 10/30 0.0000                         | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      20000 | PA      | $24070.00     | 0.02%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                              | SEMPRA PREFERRED STOCK 07/79 5.75                                   | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        459 | NS      | $10327.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                              | SEMPRA JR SUBORDINA 04/56 VAR                                       | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56315.71     | 0.04%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Shake Shack Inc.                                                    | SHAKE SHACK INC SR UNSECURED 03/28 0.00000                          | CUSIP: 819047AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4806.25      | 0.00%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $34.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $176.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $10965.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $3.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Fuels Inc.                                                   | ENERGY FUELS INC/CANADA SR UNSECURED 144A 11/31 0.75                | CUSIP: 292671AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $15750.00     | 0.01%             | 2031-11-01      | Fixed         | 0.75%                 | 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        |      63000 | PA      | $67587.28     | 0.04%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc.                                                 | ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000                       | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35900.00     | 0.02%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                                            | MKS INC SR UNSECURED 06/30 1.25                                     | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      10000 | PA      | $17395.00     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A                  | HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A                  | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     116225 | PA      | $113898.15    | 0.07%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC / HOWD SR UNSECURED 144A 02/32 8.125        | HOWDEN UK REFINANCE PLC / HOWD SR UNSECURED 144A 02/32 8.125        | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $191485.60    | 0.13%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                 | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-438.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $680.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                         | MICHAELS COS INC/THE SR SECURED 144A 03/33 8.5                      | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11672.46     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                   | MICROCHIP TECHNOLOGY INC SR UNSECURED 06/30 0.75                    | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23442.85     | 0.02%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                           | MSCI INC SR UNSECURED 09/35 5.25                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65082.00     | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                           | MSCI INC SR UNSECURED 03/36 5.15                                    | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128819.19    | 0.08%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                          | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 01/42 5.125                 | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8307.45      | 0.01%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                          | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125            | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5036.29      | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Discovery Global Holdings Inc.                                      | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/32 4.279              | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $68906.25     | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                      | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/42 5.05               | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $5620.00      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Limited                                                  | MAKEMYTRIP LTD SR UNSECURED 144A 07/30 0.0000                       | CUSIP: 56087FAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     309000 | PA      | $276458.78    | 0.18%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mara Holdings Inc.                                                  | MARA HOLDINGS INC SR UNSECURED 144A 08/32 0.0000                    | CUSIP: 565788AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $6257.70      | 0.00%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                   | MARSH and MCLENNAN COS INC SR UNSECURED 03/53 5.45                  | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62553.17     | 0.04%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                               | NEPTUNE BIDCO US INC SR SECURED 144A 02/33 9.5                      | CUSIP: 640695AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63621.40     | 0.04%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 03/27 3                 | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      17000 | PA      | $23910.50     | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                           | NORTHERN OIL and GAS INC SR UNSECURED 04/29 3.625                   | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17892.50     | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                           | NORTHERN OIL and GAS INC SR UNSECURED 144A 04/29 3.625              | CUSIP: 665531AK5<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5262.50      | 0.00%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                        | NUTANIX INC SR UNSECURED 12/29 0.5                                  | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     118000 | PA      | $108501.00    | 0.07%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                  | NVIDIA CORP SR UNSECURED 04/50 3.5                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      85000 | PA      | $64880.03     | 0.04%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2015-9 Ltd.                                                 | OCP CLO 2015-9 LTD OCP 2015 9A D1R3 144A                            | CUSIP: 67091YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250183.50    | 0.16%             | 2037-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OSI Systems Inc.                                                    | OSI SYSTEMS INC SR UNSECURED 144A 02/31 0.5                         | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12718.80     | 0.01%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A                           | OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A                           | CUSIP: 67116HAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250044.00    | 0.16%             | 2037-04-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                  | OMNIA PARTNERS LLC 2024 TERM LOAN B                                 | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99750 | PA      | $99389.90     | 0.06%             | 2032-12-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                   | MICROCHIP TECHNOLOGY INC SR UNSECURED 144A 02/30 0.0000             | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2069.45      | 0.00%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY PREFERRED STOCK 6.625                                | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       2400 | NS      | $63360.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                 | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $69.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-25.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $491.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-117.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY PREFERRED STOCK 4.25                                 | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       1025 | NS      | $18491.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                 | MEDLINE BORROWER LP COMPANY GUAR 144A 10/29 5.25                    | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $27997.78     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                | NCL CORP LTD COMPANY GUAR 144A 04/30 0.875                          | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      14000 | PA      | $16737.00     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                | NCL CORP LTD COMPANY GUAR 144A 09/30 0.75                           | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67352.74     | 0.04%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                               | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     120230 | PA      | $118778.01    | 0.08%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| IREN Limited                                                        | IREN LTD SR UNSECURED 144A 06/33 1                                  | CUSIP: 46270CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       6000 | PA      | $6018.00      | 0.00%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Itron Inc.                                                          | ITRON INC SR UNSECURED 07/30 1.375                                  | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12495.00     | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                         | JD.COM INC SR UNSECURED 06/29 0.25                                  | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | CN        |     202000 | PA      | $199677.00    | 0.13%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                               | MICROSOFT CORP SR UNSECURED 06/60 2.675                             | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     340000 | PA      | $196845.82    | 0.13%             | 2060-06-01      | Fixed         | 2.67%                 | 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        |       5000 | PA      | $5196.49      | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR C 144A                          | ROCK TRUST 2024-CNTR ROCC 2024 CNTR C 144A                          | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $104855.45    | 0.07%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                      | RAVEN ACQUISITION HOLDINGS LLC SR SECURED 144A 11/31 6.875          | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $62565.41     | 0.04%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                           | REALTY INCOME CORP SR UNSECURED 144A 01/29 3.5                      | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     428000 | PA      | $454322.00    | 0.30%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                  | REDFIN CORP SR UNSECURED 04/27 0.5                                  | CUSIP: 75737FAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $7640.00      | 0.00%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                           | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/56 VAR               | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80078.24     | 0.05%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                | REPLIGEN CORP SR UNSECURED 12/28 1                                  | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6009.00      | 0.00%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                               | URUGUAY GOVERNMENT INTERNATION SR UNSECURED 07/33 9.75              | CUSIP: 760942BF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    1079500 | PA      | $32015.86     | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                      | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/29 4.125          | CUSIP: 76169XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     464000 | PA      | $462840.00    | 0.30%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc.                                              | RIVIAN AUTOMOTIVE INC SR UNSECURED 10/30 3.625                      | CUSIP: 76954AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $25480.90     | 0.02%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5                     | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     288000 | PA      | $241114.69    | 0.16%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Rocket Software Inc.                                                | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                         | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $7800.08      | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                        | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15801.36     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                  | RYAN SPECIALTY LLC SR SECURED 144A 08/32 5.875                      | CUSIP: 78351GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $125944.34    | 0.08%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                  | RYAN SPECIALTY LLC SR SECURED 144A 02/30 4.375                      | CUSIP: 78351MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63227.42     | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/31 6.5             | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/31 6.5             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60329.32     | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $2400.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                 | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-149.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                 | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-216.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $578.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                 | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $1378.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $1182.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc.                                                         | NASDAQ INC SR UNSECURED 04/50 3.25                                  | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     235000 | PA      | $161152.78    | 0.11%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                     | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR               | CUSIP: 836720AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      32000 | PA      | $33345.79     | 0.02%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $1630.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $1347.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                 | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $147.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                 | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-71.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $1182.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $1412.89      | 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      | $-5895.91     | -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      | $-6593.78     | -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      | $-1727.51     | -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      | $143.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $878.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                 | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $814.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 01/35 11.75                                     | COLOMBIAN TES BONDS 01/35 11.75                                     | CUSIP: YM8536158<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  399800000 | PA      | $97199.26     | 0.06%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Attica Bank S.A.                                                    | CREDIABANK SA JR SUBORDINA REGS 12/99 VAR                           | CUSIP: YN1655490<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     100000 | PA      | $127751.84    | 0.08%             | 2031-01-31      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $380.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $308.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Southern Company                                                | SOUTHERN CO/THE PREFERRED STOCK 03/85 6.5                           | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       2788 | NS      | $72627.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                | SOUTHERN CO/THE SR UNSECURED 06/27 4.5                              | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $33600.00     | 0.02%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $391.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $311.30       | 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      | $-2442.58     | -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      | $-523.02      | -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      | $36.50        | 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      | $-5.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375         | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375         | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59326.58     | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                                         | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875             | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7395.56      | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | 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        |    1030000 | PA      | $1057295.00   | 0.69%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWICK PARK CLO LLC STHWK 2019 4A CRR 144A                       | SOUTHWICK PARK CLO LLC STHWK 2019 4A CRR 144A                       | CUSIP: 846031BA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250029.00    | 0.16%             | 2032-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $11596.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $6852.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/35 5                         | REPUBLIC OF POLAND GOVERNMENT BONDS 10/35 5                         | CUSIP: YN2882762<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     304000 | PA      | $85539.67     | 0.06%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 02/36 8                                         | MEXICAN BONOS BONDS 02/36 8                                         | CUSIP: YN3190611<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3155300 | PA      | $175164.77    | 0.11%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75           | SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75           | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6750.86      | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                       | JH COLLATERAL                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     225267 | NS      | $2253342.67   | 1.47%             |  |  |  | No            |                  1 | 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      | $-116.89      | -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      | $132.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                 | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $125.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $959.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                      | BELLIS ACQUISITION CO PLC SR SECURED REGS 07/31 8                   | CUSIP: YN4668672<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112400.91    | 0.07%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Piraeus Bank S.A.                                                   | PIRAEUS BANK SA JR SUBORDINA REGS 12/99 VAR                         | CUSIP: YN6459799<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     200000 | PA      | $246055.33    | 0.16%             | 2030-12-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BRF S.A                                                             | BRF SA SR UNSECURED REGS 09/50 5.75                                 | CUSIP: ZO5145958<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     200000 | PA      | $164786.16    | 0.11%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND BONDS 06/42 2                              | CUSIP: ZO8401234<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     618000 | PA      | $19121.47     | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                 | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-329.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                 | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $185.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632                          | CUSIP: ZO9018995<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     176000 | PA      | $43758.46     | 0.03%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                       | BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                       | CUSIP: ZP2084801<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    3536000 | PA      | $628394.07    | 0.41%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-40.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                 | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-282.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $2.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                 | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-552.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND BONDS 12/29 1.6                            | CUSIP: ZQ3490328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     605000 | PA      | $19810.91     | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 05/40 3.757                          | CUSIP: ZQ6789759<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     210000 | PA      | $53616.26     | 0.04%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-837.32      | -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      | $4756.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                | PERU GOVERNMENT BOND SR UNSECURED 08/40 5.35                        | CUSIP: ZQ7588416<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     102000 | PA      | $26819.81     | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/31 1.5                     | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/31 1.5                     | CUSIP: ZR6098787<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    9885000 | PA      | $5301278.81   | 3.47%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                            | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                            | CUSIP: ZR8870548<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     460000 | PA      | $96109.40     | 0.06%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                | NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1                      | CUSIP: ZS9944027<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.16         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $3467.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                 | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $882.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $4529.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $45650.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $132.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $1000.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                 | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $795.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HKD/SOLD USD                                                 | BOUGHT HKD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |          1 | NC      | $-30.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $4.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                             | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B2 144A               | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $15692.09     | 0.01%             | 2042-01-25      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                             | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A               | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     460000 | PA      | $479817.72    | 0.31%             | 2042-03-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| US 5YR NOTE CBT 0626                                                | US 5YR NOTE CBT 0626                                                | CUSIP: ADI37RNY1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         46 | NC      | $18108.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0626                                                | US 2YR NOTE CBT 0626                                                | CUSIP: ADI37RNZ8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         80 | NC      | $23163.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp         | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875           | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5204.26      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F020638<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1350000 | PA      | $-1118021.54  | -0.73%            | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     595000 | PA      | $515465.22    | 0.34%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -595000 | PA      | $-515465.22   | -0.34%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                             | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA2 B1 144A               | CUSIP: 35564KW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $16763.62     | 0.01%             | 2043-04-25      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Dna3                             | FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA3 M2 144A               | CUSIP: 35564NFA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41315 | PA      | $41339.32     | 0.03%             | 2044-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $666.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                 | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $29.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-373.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                 | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $9059.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                 | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-125.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                 | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $167.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     711000 | PA      | $615709.36    | 0.40%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                 | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $1906.37      | 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      | $-304.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                 | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-118.63      | -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      | $14.02        | 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      | $134.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE 0626                                               | LONG GILT FUTURE 0626                                               | CUSIP: ADI37YNJ9<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          8 | NC      | $-8850.83     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0626                                              | US 10YR ULTRA FUT 0626                                              | CUSIP: ADI383C25<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         11 | NC      | $8406.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 05/36 8.25                            | CUSIP: AF1743877<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  320000000 | PA      | $21599.25     | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 06/32 7                                         | COLOMBIAN TES BONDS 06/32 7                                         | CUSIP: AM1281642<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 7989000000 | PA      | $1526517.23   | 1.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                 | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                 | CUSIP: AM6596531<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     820000 | PA      | $637898.87    | 0.42%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/47 8                                         | MEXICAN BONOS BONDS 11/47 8                                         | CUSIP: AM7523740<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1209600 | PA      | $62584.97     | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 04/37 4.762                          | CUSIP: AN1292431<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     284000 | PA      | $80350.99     | 0.05%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                 | CUSIP: AP5145606<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    3620000 | PA      | $152586.79    | 0.10%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                       | BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                       | CUSIP: AQ6084745<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     467000 | PA      | $87200.15     | 0.06%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3                               | HUNGARY GOVERNMENT BOND BONDS 10/38 3                               | CUSIP: AR0226704<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   12330000 | PA      | $27022.79     | 0.02%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                 | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $1971.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                 | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $8173.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                 | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-275.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-622.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $416.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KZT/BOUGHT USD                                                 | SOLD KZT/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $187.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                             | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA1 M2 144A               | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30000 | PA      | $30018.44     | 0.02%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                             | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M2 144A               | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25091.34     | 0.02%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-1567.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $11039.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                 | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $40.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                 | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $2606.07      | 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      | $-276.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                 | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-57.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $322.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                         | FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                         | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     217329 | PA      | $4491.65      | 0.00%             | 2029-11-25      | Variable      | 0.63%                 | 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      | $36643.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                 | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-49.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                 | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-456.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                 | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-118.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 11/33 4.642                          | CUSIP: AS4638860<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     158000 | PA      | $43736.40     | 0.03%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 06/38 4.893                          | CUSIP: AS9547660<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     180000 | PA      | $51505.62     | 0.03%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7        | BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7        | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   25000000 | PA      | $29115.87     | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND BONDS 12/28 2.875                          | CUSIP: AT4545436<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    2194000 | PA      | $74096.53     | 0.05%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                           | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 02/50 1                 | CUSIP: AU5557122<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1025000 | PA      | $623548.32    | 0.41%             | 2050-02-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/34 7.25                                      | COLOMBIAN TES BONDS 10/34 7.25                                      | CUSIP: AW6274582<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  594700000 | PA      | $108504.12    | 0.07%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                 | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $13361.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                         | GOEASY LTD SR UNSECURED 144A 10/30 7.375                            | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     145000 | PA      | $128546.40    | 0.08%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                         | GOEASY LTD COMPANY GUAR 144A 02/31 6.875                            | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $69004.31     | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                        | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                  | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      24000 | PA      | $25657.56     | 0.02%             | 2029-02-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                        | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                  | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32871.15     | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A CR 144A                  | GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A CR 144A                  | CUSIP: 381929AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249989.25    | 0.16%             | 2035-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                            | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 142 BI                      | CUSIP: 38382XSD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      84941 | PA      | $14890.27     | 0.01%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite Construction Incorporated                                   | GRANITE CONSTRUCTION INC SR UNSECURED 06/30 3.25                    | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |      13000 | PA      | $23627.50     | 0.02%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75           | GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75           | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      16000 | PA      | $16262.30     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                | GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99937.51     | 0.07%             | 2039-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc.                                             | GUIDEWIRE SOFTWARE INC SR UNSECURED 11/29 1.25                      | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27902.00     | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corporation                                             | HAEMONETICS CORP SR UNSECURED 06/29 2.5                             | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10787.70     | 0.01%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc.                          | HA SUSTAINABLE INFRASTRUCTURE COMPANY GUAR 06/56 VAR                | CUSIP: 41068XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $89536.45     | 0.06%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc.                          | HA SUSTAINABLE INFRASTRUCTURE COMPANY GUAR 11/56 VAR                | CUSIP: 41068XAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39989.01     | 0.03%             | 2056-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                         | FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                         | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97094 | PA      | $239.84       | 0.00%             | 2026-10-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                         | FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                         | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165342 | PA      | $8276.21      | 0.01%             | 2030-01-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4975 EI                                      | FREDDIE MAC REMICS FHR 4975 EI                                      | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      82978 | PA      | $15406.95     | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                    | FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                    | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87695 | PA      | $9381.00      | 0.01%             | 2045-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Incorporated                                           | CYTOKINETICS INC SR UNSECURED 144A 10/31 1.75                       | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |       9000 | PA      | $11126.25     | 0.01%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Datadog Inc.                                                        | DATADOG INC SR UNSECURED 12/29 0.00000                              | CUSIP: 23804LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $110917.50    | 0.07%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                  | DAYFORCE INC 2025 TERM LOAN                                         | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $137893.50    | 0.09%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                  | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                  | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63273 | PA      | $62964.58     | 0.04%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                  | DELUXE CORP SR SECURED 144A 09/29 8.125                             | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10489.23     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DexCom Inc.                                                         | DEXCOM INC SR UNSECURED 05/28 0.375                                 | CUSIP: 252131AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $243490.00    | 0.16%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5               | DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5               | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       3000 | PA      | $3188.93      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                             | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      58000 | PA      | $56607.35     | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust L.P.                                           | DIGITAL REALTY TRUST LP COMPANY GUAR 144A 11/29 1.875               | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33827.20     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10             | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $13296.04     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                | DISH DBS CORP SR SECURED 144A 12/28 5.75                            | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $3871.22      | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                | DOMINION ENERGY INC JR SUBORDINA 12/99 VAR                          | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     134000 | PA      | $133350.05    | 0.09%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc.                                                       | DOORDASH INC SR UNSECURED 144A 05/30 0.0000                         | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $22160.50     | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                            | DOW CHEMICAL CO/THE SR UNSECURED 02/54 5.6                          | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     120000 | PA      | $103880.93    | 0.07%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DuPont de Nemours Inc.                                              | DUPONT DE NEMOURS INC SR UNSECURED 11/38 5.319                      | CUSIP: 26078JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $65988.34     | 0.04%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DraftKings Holdings Inc.                                            | DRAFTKINGS HOLDINGS INC COMPANY GUAR 03/28 0.00000                  | CUSIP: 26142RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $19855.00     | 0.01%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc.                                                        | DROPBOX INC SR UNSECURED 03/28 0.00000                              | CUSIP: 26210CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14000 | PA      | $13811.00     | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                     | EQT CORP SR UNSECURED 01/31 4.75                                    | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10141.67     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                | ECHOSTAR CORP SR SECURED 11/30 6.75                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      24668 | PA      | $24982.62     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/40 1.5               | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/40 1.5               | CUSIP: BH2499433<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     970000 | PA      | $32179.82     | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                               | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625        | CUSIP: BJ0850450<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     110000 | PA      | $115850.07    | 0.08%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                        | GARTNER INC SR UNSECURED 11/35 5.6                                  | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62275.01     | 0.04%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                | GLOBAL PAYMENTS INC SR UNSECURED 03/31 1.5                          | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     355000 | PA      | $322872.50    | 0.21%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 07/26 3.906                          | CUSIP: AW6351018<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      77000 | PA      | $19860.71     | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND SR UNSECURED 06/34 2.8                     | CUSIP: ZF0235696<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    1075000 | PA      | $37799.94     | 0.02%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/30 0.00000                  | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/30 0.00000                  | CUSIP: ZF1598282<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1178000 | PA      | $144528.52    | 0.09%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                       | BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                       | CUSIP: ZF1603256<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    7743000 | PA      | $1285733.72   | 0.84%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INEOS Finance Plc                                                   | INEOS FINANCE PLC SR SECURED REGS 04/29 6.375                       | CUSIP: ZF6573538<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     100000 | PA      | $106827.21    | 0.07%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Metro Bank Holdings PLC                                             | METRO BANK HOLDINGS PLC SR UNSECURED REGS 04/29 VAR                 | CUSIP: ZG3563688<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     100000 | PA      | $153460.03    | 0.10%             | 2029-04-30      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5158 GI                                      | FREDDIE MAC REMICS FHR 5158 GI                                      | CUSIP: 3137H3Y89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77651 | PA      | $13482.32     | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5462 S                                       | FREDDIE MAC REMICS FHR 5462 S                                       | CUSIP: 3137HFQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102067 | PA      | $7139.31      | 0.00%             | 2054-10-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                     | FANNIE MAE POOL FN 08/40 FIXED VAR                                  | CUSIP: 3140W2X48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134440 | PA      | $136542.47    | 0.09%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                     | FANNIE MAE POOL FN 07/38 FIXED VAR                                  | CUSIP: 3140XQNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92605 | PA      | $96152.54     | 0.06%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                     | FANNIE MAE POOL FN 09/38 FIXED 6                                    | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84938 | PA      | $88138.85     | 0.06%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                           | FANNIE MAE INTEREST STRIP FNS 441 C5                                | CUSIP: 31424VEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88242 | PA      | $10960.52     | 0.01%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                         | GOEASY LTD COMPANY GUAR 144A 05/30 6.875                            | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $8789.14      | 0.01%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1               | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1               | CUSIP: AX3516264<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   15325000 | PA      | $1495473.77   | 0.98%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES SR UNSECURED 02/37 3.75                               | COLOMBIAN TES SR UNSECURED 02/37 3.75                               | CUSIP: AX5504979<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 4330365032 | PA      | $879472.67    | 0.58%             | 2037-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                             | NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1                        | CUSIP: AZ1042375<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.23         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nxera Pharma Co. Ltd.                                               | NXERA PHARMA CO LTD SR UNSECURED REGS 12/28 0.25                    | CUSIP: ZG4009236<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $149841.51    | 0.10%             | 2028-12-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                            | TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                            | CUSIP: ZH5408328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    5994320 | PA      | $125899.28    | 0.08%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/34 5.8            | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/34 5.8            | CUSIP: ZH7377901<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15000000 | PA      | $18311.72     | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 04/29 6.875                           | CUSIP: ZH8062890<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  694000000 | PA      | $43029.39     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5               | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5               | CUSIP: ZI2447426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1050000 | PA      | $52768.72     | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/35 7                               | HUNGARY GOVERNMENT BOND BONDS 10/35 7                               | CUSIP: ZI7193496<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   17860000 | PA      | $58227.50     | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18                       | INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18                       | CUSIP: ZJ8780851<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    4080000 | PA      | $45881.90     | 0.03%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9               | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9               | CUSIP: ZK1433224<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     460000 | PA      | $23604.63     | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                        | INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                        | CUSIP: ZK9672989<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |  173290000 | PA      | $1878303.58   | 1.23%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 03/53 4.457                          | CUSIP: ZL8877116<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      74000 | PA      | $20397.57     | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 02/33 13.25                                     | COLOMBIAN TES BONDS 02/33 13.25                                     | CUSIP: ZM3975335<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  136900000 | PA      | $35349.95     | 0.02%             | 2033-02-09      | Fixed         | 13.25%                | 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        |   14340000 | PA      | $1408060.35   | 0.92%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                  | FREDDIE MAC STRIPS FHS 400 C4                                       | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98972 | PA      | $17650.45     | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                  | FREDDIE MAC STRIPS FHS 405 C17                                      | CUSIP: 3142G5QB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      82884 | PA      | $12703.49     | 0.01%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/55 FIXED 5.5                                 | FREDDIE MAC POOL FR 06/55 FIXED 5.5                                 | CUSIP: 3142GU2B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     282230 | PA      | $290305.20    | 0.19%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/55 FIXED 5.5                                 | FREDDIE MAC POOL FR 12/55 FIXED 5.5                                 | CUSIP: 3142J6CN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1289609 | PA      | $1311293.00   | 0.86%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                | PERU GOVERNMENT BOND SR UNSECURED 08/34 5.4                         | CUSIP: AZ1761248<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      62000 | PA      | $18417.33     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | 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        |  420000000 | PA      | $26882.96     | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 07/34 3.828                          | CUSIP: AZ4602308<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     412000 | PA      | $108235.72    | 0.07%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND SR UNSECURED 06/35 1.6                     | CUSIP: AZ8301691<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     799000 | PA      | $25483.21     | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                             | COUNTRY GARDEN HOLDINGS CO LTD COMMON STOCK HKD.1                   | CUSIP: B1VKYN902<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | CN        |        630 | NS      | $28.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Illinois Group Inc.                                           | OWENS ILLINOIS INC 2025 TERM LOAN B                                 | CUSIP: BA000PX54<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     200000 | PA      | $200000.00    | 0.13%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                         | REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                         | CUSIP: ZN9554595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     279000 | PA      | $84777.67     | 0.06%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                 | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-110.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/42 7.75                               | MEXICAN BONOS SR UNSECURED 11/42 7.75                               | CUSIP: EJ1291206<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1422900 | PA      | $72862.69     | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -150000 | PA      | $-141445.32   | -0.09%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $282726.57    | 0.18%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F032633<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -150000 | PA      | $-141363.29   | -0.09%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/48 8.75                      | REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/48 8.75                      | CUSIP: EJ2359143<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1087000 | PA      | $69125.90     | 0.05%             | 2048-02-28      | Fixed         | 8.75%                 | 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        |  732000000 | PA      | $44471.26     | 0.03%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F040438<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $792937.52    | 0.52%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2016 C03 1B                       | CONNECTICUT AVENUE SECURITIES CAS 2016 C03 1B                       | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24623 | PA      | $24999.44     | 0.02%             | 2028-10-25      | Floating      | 15.53%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2016 C04 1B                       | CONNECTICUT AVENUE SECURITIES CAS 2016 C04 1B                       | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24565 | PA      | $25380.16     | 0.02%             | 2029-01-25      | Floating      | 14.03%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2016 C06 1B                       | CONNECTICUT AVENUE SECURITIES CAS 2016 C06 1B                       | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49203 | PA      | $51479.54     | 0.03%             | 2029-04-25      | Floating      | 13.03%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/40 FIXED 5.5                                 | FREDDIE MAC POOL FR 09/40 FIXED 5.5                                 | CUSIP: 3132CXZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     350750 | PA      | $360908.49    | 0.24%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75         | HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75         | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $15539.70     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                               | HERTZ CORP/THE COMPANY GUAR 144A 12/29 5                            | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1038.52      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                               | HERTZ CORP/THE SR SECURED 144A 07/29 12.625                         | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2766.28      | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A                 | HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A                 | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98547.40     | 0.06%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                  | UNITED KINGDOM GILT BONDS REGS 10/61 0.5                            | CUSIP: BJ4579378<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    3050000 | PA      | $1095622.95   | 0.72%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585                   | CUSIP: BK8156469<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    2125000 | PA      | $67623.48     | 0.04%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                | CUSIP: EJ3730565<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     843620 | PA      | $757883.78    | 0.50%             | 2052-03-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                     | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/36 6.75              | CUSIP: DC7825714<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    7000000 | PA      | $74595.49     | 0.05%             | 2036-01-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/36 4.875             | CUSIP: DC9391889<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     265000 | PA      | $316073.87    | 0.21%             | 2036-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/31 3.875             | CUSIP: DC9391897<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     110000 | PA      | $130470.60    | 0.09%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/40 5.375             | CUSIP: DC9392168<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     220000 | PA      | $263005.99    | 0.17%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                     | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                     | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12187 | PA      | $12003.74     | 0.01%             | 2047-02-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                           | COREBRIDGE FINANCIAL INC PREFERRED STOCK 12/64 6.375                | CUSIP: 21871X208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1350 | NS      | $31779.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc.                                                | CORE SCIENTIFIC INC SR UNSECURED 144A 06/31 0.0000                  | CUSIP: 21874AAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $11465.24     | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     275000 | PA      | $232933.22    | 0.15%             | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                           | JERSEY MIKE'S FUNDING LLC JMIKE 2026 1A A2I 144A                    | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70000 | PA      | $70906.13     | 0.05%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                  | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73752 | PA      | $65495.89     | 0.04%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                 | FIFTH THIRD BANCORP PREFERRED STOCK VAR                             | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      10000 | NS      | $257500.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                                               | JBT MAREL CORP SR UNSECURED 144A 09/30 0.375                        | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      22000 | PA      | $23375.00     | 0.02%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                              | JPMORGAN CHASE and CO PREFERRED STOCK 4.2                           | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |       1450 | NS      | $26941.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and Co. Inc.                                                    | KKR and CO INC PREFERRED STOCK 03/28 6.25                           | CUSIP: 48251W500<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       6184 | NS      | $245442.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                                         | KAISER ALUMINUM CORP SR UNSECURED 144A 03/34 5.875                  | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15167.07     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc.                                                | SHIFT4 PAYMENTS INC SR UNSECURED 08/27 0.5                          | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6527.50      | 0.00%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75         | SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $68516.17     | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                       | SIXTH STREET LENDING PARTNERS SR UNSECURED 07/30 6.125              | CUSIP: 829932AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $65810.09     | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc.                                 | SIXTH STREET SPECIALTY LENDING SR UNSECURED 08/30 5.625             | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59619.62     | 0.04%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Snap Inc.                                                           | SNAP INC SR UNSECURED 03/28 0.125                                   | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     340000 | PA      | $310658.00    | 0.20%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc.                                                      | SNOWFLAKE INC SR UNSECURED 10/29 0.00000                            | CUSIP: 833445AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $17030.00     | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                                          | FIVE9 INC SR UNSECURED 03/29 1                                      | CUSIP: 338307AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $176200.00    | 0.12%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                           | CORPAY TECHNO OPERATING CO LLC 2025 TERM LOAN B                     | CUSIP: 33903RBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     125000 | PA      | $124610.00    | 0.08%             | 2032-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc.                                  | SOLARIS ENERGY INFRASTRUCTURE SR UNSECURED 10/31 0.25               | CUSIP: 83419XAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $17467.50     | 0.01%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                               | SOLVENTUM CORP SR UNSECURED 04/54 5.9                               | CUSIP: 83444MAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59884.73     | 0.04%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                   | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                            | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75600 | PA      | $74957.64     | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                   | SONIC CAPITAL LLC SONIC 2021 1A A2II 144A                           | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71252 | PA      | $63013.88     | 0.04%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SOGECAP                                                             | SOGECAP SA JR SUBORDINA REGS 12/99 VAR                              | CUSIP: YN8767389<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121563.69    | 0.08%             | 2035-07-08      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 06/55 2.8                      | JAPAN GOVERNMENT THIRTY YEAR B BONDS 06/55 2.8                      | CUSIP: YN9906580<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  446950000 | PA      | $2571055.97   | 1.68%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IPD 3 B.V.                                                          | IPD 3 BV SR SECURED REGS 06/31 5.5                                  | CUSIP: YO0442815<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112030.58    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                             | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 07/39 6.75         | CUSIP: YQ7562081<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     335000 | PA      | $429489.44    | 0.28%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                           | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     775000 | PA      | $786867.19    | 0.51%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185000 | PA      | $189877.93    | 0.12%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F060626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -185000 | PA      | $-189877.93   | -0.12%            | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1255000 | PA      | $1287306.46   | 0.84%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                             | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     325000 | PA      | $333328.16    | 0.22%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     361000 | PA      | $374861.86    | 0.25%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F062622<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -361000 | PA      | $-374861.86   | -0.25%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F062630<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -341000 | PA      | $-354120.52   | -0.23%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                            | ALLSTATE CORP/THE SR UNSECURED 08/49 3.85                           | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     130000 | PA      | $99833.91     | 0.07%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                        | ALNYLAM PHARMACEUTICALS INC SR UNSECURED 144A 09/28 0.0000          | CUSIP: 02043QAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     339000 | PA      | $317985.51    | 0.21%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                          | ALLIANT ENERGY CORP SR UNSECURED 144A 05/28 3.25                    | CUSIP: 018802AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     763000 | PA      | $815014.82    | 0.53%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1350000 | PA      | $1118443.41   | 0.73%             | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F020620<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1350000 | PA      | $-1118443.41  | -0.73%            | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F020638<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1075000 | PA      | $890276.41    | 0.58%             | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                 | ATHENE HOLDING LTD JR SUBORDINA 06/55 VAR                           | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     105000 | PA      | $101130.18    | 0.07%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875                   | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $124104.44    | 0.08%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                          | AVIS BUDGET CAR RENTAL LLC / A COMPANY GUAR 144A 06/32 8.375        | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $126853.79    | 0.08%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| AmWINS Group Inc.                                                   | AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875                      | CUSIP: 031921AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63107.61     | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 28 LTD ANCHC 2024 28A BR 144A                 | ANCHORAGE CAPITAL CLO 28 LTD ANCHC 2024 28A BR 144A                 | CUSIP: 03330RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250710.50    | 0.16%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                       | ALPHABET INC SR UNSECURED 05/55 5.25                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     120000 | PA      | $116790.89    | 0.08%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                       | ALPHABET INC SR UNSECURED 05/65 5.3                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     125000 | PA      | $118524.82    | 0.08%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                       | ALPHABET INC SR UNSECURED 11/75 5.7                                 | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104930.94    | 0.07%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                       | ALPHABET INC SR UNSECURED 11/64 4.375                               | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     400000 | PA      | $457119.76    | 0.30%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-1 Ltd.                                      | ROCKFORD TOWER CLO 2021-1 LTD ROCKT 2021 1A B 144A                  | CUSIP: 77341KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250293.50    | 0.16%             | 2034-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                 | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                     | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |    3753398 | NS      | $3753397.87   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                                   | SM ENERGY CO COMPANY GUAR 144A 08/29 6.75                           | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15336.86     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SSandC Technologies Inc.                                            | SSandC TECHNOLOGIES INC COMPANY GUAR 144A 06/32 6.5                 | CUSIP: 78466CAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $127406.50    | 0.08%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                  | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                  | CUSIP: 03465LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $48314.55     | 0.03%             | 2065-04-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625        | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625        | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18709.20     | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                       | ALPHABET INC SR UNSECURED 02/66 5.75                                | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407345.70    | 0.27%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                        | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                             | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      79000 | PA      | $82540.15     | 0.05%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ESC GCB ALTA MESA HLDG 12/24 7.875                                  | ESC GCB ALTA MESA HLDG 12/24 7.875                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     460000 | PA      | $46.00        | 0.00%             | 2049-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altria Group Inc.                                                   | ALTRIA GROUP INC COMPANY GUAR 06/31 3.125                           | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     170000 | PA      | $200359.66    | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 02/52 3.9               | AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 02/52 3.9               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $63689.93     | 0.04%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc.                                              | AON NORTH AMERICA INC COMPANY GUAR 03/54 5.75                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64337.08     | 0.04%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXII APID 2019 32A ER 144A                              | APIDOS CLO XXXII APID 2019 32A ER 144A                              | CUSIP: 03768QAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250379.25    | 0.16%             | 2033-01-20      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc.                                       | APOLLO GLOBAL MANAGEMENT INC PREFERRED STOCK 07/26 6.75             | CUSIP: 03769M304<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        148 | NS      | $8296.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                          | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A C 144A                 | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100540.08    | 0.07%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                              | AZORRA FINANCE LTD COMPANY GUAR 144A 01/31 7.25                     | CUSIP: 05480AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      14000 | PA      | $14611.70     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A                            | BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A                            | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $105187.74    | 0.07%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                            | AZULE ENERGY FINANCE PLC COMPANY GUAR 144A 01/33 8.625              | CUSIP: 05501YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201161.13    | 0.13%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                    | BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                    | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15551.79     | 0.01%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                      | BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                      | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $72220.79     | 0.05%             | 2057-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                    | BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                    | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15614.32     | 0.01%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                            | BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                            | CUSIP: 05592VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $10252.59     | 0.01%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                          | APPLE INC SR UNSECURED 08/50 2.4                                    | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     210000 | PA      | $126185.02    | 0.08%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                          | APPLE INC SR UNSECURED 08/60 2.55                                   | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     225000 | PA      | $126728.27    | 0.08%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-FNX BX 2024 FNX B 144A                                | BX TRUST 2024-FNX BX 2024 FNX B 144A                                | CUSIP: 05593TAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25857 | PA      | $25880.34     | 0.02%             | 2041-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding Designated Activity Company             | BMS IRELAND CAPITAL FUNDING DA COMPANY GUAR 11/55 4.581             | CUSIP: 05594KAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     380000 | PA      | $447923.67    | 0.29%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco S.A.                                                  | UNICAJA BANCO SA JR SUBORDINA REGS 12/99 VAR                        | CUSIP: BS4044647<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     200000 | PA      | $238570.74    | 0.16%             | 2026-11-28      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                       | BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                       | CUSIP: BT2749815<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     251000 | PA      | $42819.72     | 0.03%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582                          | CUSIP: BT4584806<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     369000 | PA      | $95602.31     | 0.06%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 05/42 9.25                                      | COLOMBIAN TES BONDS 05/42 9.25                                      | CUSIP: BT5050872<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  707300000 | PA      | $134398.07    | 0.09%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                | APPLOVIN CORP SR UNSECURED 12/54 5.95                               | CUSIP: 03831WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $168158.97    | 0.11%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                         | ARES MANAGEMENT CORP PREFERRED STOCK 10/27 6.75                     | CUSIP: 03990B309<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       6231 | NS      | $234285.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aretec Group Inc.                                                   | ARETEC GROUP INC 2025 REPRICED TERM LOAN                            | CUSIP: 04009DAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98013 | PA      | $94473.85     | 0.06%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                            | ARES CAPITAL CORP SR UNSECURED 03/32 5.8                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64705.02     | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Argentine Republic Government International Bond                    | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR                | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     400000 | PA      | $301520.00    | 0.20%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                          | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 04/31 5.55             | CUSIP: 04020EAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63828.93     | 0.04%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arrival                                                             | ARRIVAL SA SR UNSECURED 144A 12/26 3.5                              | CUSIP: 04271QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     170000 | PA      | $17.00        | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher and Co.                                         | ARTHUR J GALLAGHER + CO SR UNSECURED 02/54 6.75                     | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      60000 | PA      | $65630.16     | 0.04%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                 | ASCENDIS PHARMA A/S SR UNSECURED 04/28 2.25                         | CUSIP: 04351PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       7000 | PA      | $10510.50     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLT 2024-7 MORTGAGE LOAN TRUS COLT 2024 7 A3 144A                  | COLT 2024-7 MORTGAGE LOAN TRUS COLT 2024 7 A3 144A                  | CUSIP: 19688YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76642 | PA      | $77369.85     | 0.05%             | 2069-12-26      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                 | COMCAST CORP COMPANY GUAR 11/51 2.887                               | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     230000 | PA      | $138836.93    | 0.09%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                 | COMCAST CORP COMPANY GUAR 11/56 2.937                               | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     195000 | PA      | $113718.45    | 0.07%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                 | COMCAST CORP COMPANY GUAR 11/63 2.987                               | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     110000 | PA      | $61296.60     | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                 | COMCAST CORP COMPANY GUAR 06/54 5.65                                | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     130000 | PA      | $125366.02    | 0.08%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $2734.82      | 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      | $650.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                     | AMAZON.COM INC SR UNSECURED 08/57 4.25                              | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     155000 | PA      | $125004.12    | 0.08%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                     | AMAZON.COM INC SR UNSECURED 05/61 3.25                              | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     290000 | PA      | $186332.06    | 0.12%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC BX 2025 DELC C 144A                              | BX TRUST 2025-DELC BX 2025 DELC C 144A                              | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100330.06    | 0.07%             | 2042-12-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                               | BWX TECHNOLOGIES INC COMPANY GUAR 144A 11/30 0.0000                 | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19817.00     | 0.01%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-BRVE BX 2024 BRVE B 144A                                    | BX 2024-BRVE BX 2024 BRVE B 144A                                    | CUSIP: 05612KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95640 | PA      | $95760.02     | 0.06%             | 2041-04-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2025 BOCA B 144A                | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2025 BOCA B 144A                | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100250.12    | 0.07%             | 2042-12-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Bahrain Kingdom of                                                  | BAHRAIN GOVERNMENT INTERNATION SR UNSECURED 144A 02/38 7.1          | CUSIP: 056909AB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     200000 | PA      | $200629.16    | 0.13%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125          | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125          | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60196.80     | 0.04%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                                  | BANCO SANTANDER SA 11/30 4.551                                      | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $201597.28    | 0.13%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                      | BANDWIDTH INC SR UNSECURED 03/26 0.25                               | CUSIP: 05988JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $21890.00     | 0.01%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                         | BANK OF AMERICA CORP PREFERRED STOCK 7.25                           | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         48 | NS      | $59664.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BACM 2016 UB10 D 144A                 | BANK OF AMERICA MERRILL LYNCH BACM 2016 UB10 D 144A                 | CUSIP: 06054MAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $87013.43     | 0.06%             | 2049-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commvault Systems Inc.                                              | COMMVAULT SYSTEMS INC SR UNSECURED 144A 09/30 0.0000                | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |      94000 | PA      | $78819.00     | 0.05%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                      | CONCENTRA HEALTH SERVICES INC COMPANY GUAR 144A 07/32 6.875         | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5220.72      | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                         | BANK OF AMERICA CORP PREFERRED STOCK 4.25                           | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       1500 | NS      | $26640.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK5 2023-5YR4 BANK5 2023 5YR4 C                                   | BANK5 2023-5YR4 BANK5 2023 5YR4 C                                   | CUSIP: 06211FBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $52933.91     | 0.03%             | 2056-12-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                             | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR               | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35980.33     | 0.02%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                             | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR               | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124975.56    | 0.08%             | 2031-03-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $634.30       | 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      | $285.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31 BANK 2021 BN31 C                                    | BANK 2021-BNK31 BANK 2021 BN31 C                                    | CUSIP: 06541ABZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $24905.74     | 0.02%             | 2054-02-15      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42 BANK 2022 BNK42 AS                                  | BANK 2022-BNK42 BANK 2022 BNK42 AS                                  | CUSIP: 06541MBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $39502.08     | 0.03%             | 2055-06-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $850.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $497.24       | 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      | $249.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-383.06      | -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      | $100.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-227.50      | -0.00%            |  |  |  | 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        |      99000 | PA      | $98752.50     | 0.06%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                 | SOLD UYU/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-640.17      | -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      | $12.70        | 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      | $-46.14       | -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      | $-105.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $42.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R05 2M2 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2025 R05 2M2 144A                 | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $60112.80     | 0.04%             | 2045-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                        | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A                 | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67000 | PA      | $70651.12     | 0.05%             | 2042-03-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                        | CONNECTICUT AVENUE SECURITIES CAS 2021 R03 1B2 144A                 | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $154526.48    | 0.10%             | 2041-12-25      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2M2 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2M2 144A                 | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97891 | PA      | $99419.87     | 0.07%             | 2042-01-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                 | BOUGHT SGD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $250.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-119.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                 | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-185.36      | -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      | $-354.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-299.42      | -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      | $94.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                     | AMAZON.COM INC SR UNSECURED 04/62 4.1                               | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     165000 | PA      | $127711.45    | 0.08%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                     | AMAZON.COM INC SR UNSECURED 11/65 5.55                              | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     160000 | PA      | $156641.41    | 0.10%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                 | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $154381.01    | 0.10%             | 2042-01-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                        | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A                 | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $103752.88    | 0.07%             | 2042-04-25      | Floating      | 8.17%                 | 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      | $-238.82      | -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      | $-120.63      | -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      | $16.61        | 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      | $132.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-138.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $94.73        | 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      | $-498.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                 | SOLD AUD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-263.05      | -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      | $-28.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $107.55       | 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      | $-26.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                 | BOUGHT EUR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $5.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $710.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $491.71       | 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      | $2.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                 | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-209.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                 | BOUGHT UYU/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-39.65       | -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      | $-154.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TWD/SOLD USD                                                 | BOUGHT TWD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |          1 | NC      | $5473.31      | 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      | $49.34        | 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      | $43.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                 | SOLD AUD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-53358.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2016 C02 1B                       | CONNECTICUT AVENUE SECURITIES CAS 2016 C02 1B                       | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103641 | PA      | $104402.18    | 0.07%             | 2028-09-25      | Floating      | 16.03%                | 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      | $5919.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                 | SOLD AUD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-2156.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                      | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                      | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $51900.05     | 0.03%             | 2062-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc.                                          | QXO INC 2025 TERM LOAN B                                            | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     200000 | PA      | $199821.96    | 0.13%             | 2032-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| The Bell Telephone Company of Canada or Bell Canada                 | BELL TELEPHONE CO OF CANADA OR COMPANY GUAR 09/55 VAR               | CUSIP: 0778FPAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      41000 | PA      | $43396.20     | 0.03%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $244.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                 | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $337.07       | 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      | $25.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TWD/SOLD USD                                                 | BOUGHT TWD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |          1 | NC      | $-474.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                 | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85000 | PA      | $89590.09     | 0.06%             | 2043-07-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                 | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45000 | PA      | $46054.04     | 0.03%             | 2044-02-25      | Floating      | 6.17%                 | 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      | $5.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                 | IBM INTERNATIONAL CAPITAL PTE COMPANY GUAR 02/54 5.3                | CUSIP: 449276AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     115000 | PA      | $106901.12    | 0.07%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                   | IRB HOLDING CORP 2025 TERM LOAN B                                   | CUSIP: 44988LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     117078 | PA      | $116578.04    | 0.08%             | 2030-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Idaho Power Company                                                 | IDAHO POWER CO 1ST MORTGAGE 03/36 4.85                              | CUSIP: 45138LBM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $130117.18    | 0.09%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                 | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25000.00     | 0.02%             | 2044-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE   CAS CAS 2025 R06 1B1                                   | FANNIE MAE   CAS CAS 2025 R06 1B1                                   | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43000 | PA      | $43566.45     | 0.03%             | 2045-09-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| IMAX Corporation                                                    | IMAX CORP SR UNSECURED 144A 11/30 0.75                              | CUSIP: 45245EAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       7000 | PA      | $8414.00      | 0.01%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                 | PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                 | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $248620.25    | 0.16%             | 2033-02-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                           | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125               | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $122081.52    | 0.08%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 04/38 8.5          | PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 04/38 8.5          | CUSIP: 699149CC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |  299000000 | PA      | $46323.98     | 0.03%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-33900.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-6942.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-10277.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                 | BOUGHT MYR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $11852.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                    | BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                    | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $37020.44     | 0.02%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 B                     | BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 B                     | CUSIP: 08164KBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $31218.97     | 0.02%             | 2059-02-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                 | PARSONS CORP SR UNSECURED 03/29 2.625                               | CUSIP: 70202LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      29000 | PA      | $30377.50     | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DP World Limited                                                    | DP WORLD LTD/UNITED ARAB EMIRA SR UNSECURED REGS 07/37 6.85         | CUSIP: EG5889142<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |     110000 | PA      | $123241.78    | 0.08%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-4893.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                 | SOLD BRL/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-3123.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A.      | MITSUBISHI UFJ INVESTOR SERVIC JR SUBORDINA 12/50 VAR               | CUSIP: EH7636226<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     100000 | PA      | $80439.73     | 0.05%             | 2050-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/31 7                         | REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/31 7                         | CUSIP: EI2585962<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1430000 | PA      | $88381.25     | 0.06%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/31 7.75                                      | MEXICAN BONOS BONDS 05/31 7.75                                      | CUSIP: EI8047355<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3602400 | PA      | $206404.84    | 0.13%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/40 9                         | REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/40 9                         | CUSIP: EK7733067<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     709000 | PA      | $46330.25     | 0.03%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                            | MALAYSIA GOVERNMENT BOND BONDS 11/26 3.9                            | CUSIP: LW1697165<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     454000 | PA      | $117525.86    | 0.08%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND BONDS 06/46 2.875                          | CUSIP: LW4217821<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     703000 | PA      | $23454.65     | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | 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      | $466.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                 | SOLD MYR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-113.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                 | BOUGHT MYR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $191.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                 | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-5.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                 | BOUGHT NGN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-88.05       | -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      | $7.75         | 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      | $-1032.42     | -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      | $110.63       | 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      | $-249.43      | -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      | $-30973.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                 | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-606.39      | -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      | $163.02       | 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      | $4856.32      | 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      | $-2802.40     | -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      | $250.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-2391.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peer USA LLC                                                        | PEER HOLDING III B V 2025 USD TERM LOAN B                           | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225000 | PA      | $224367.75    | 0.15%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                              | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/36 5.625             | CUSIP: YK0049741<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     315000 | PA      | $353472.88    | 0.23%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $585.14       | 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      | $30.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $5352.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                 | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $216.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XX BSP 2020 22A CRR 144A                | BENEFIT STREET PARTNERS CLO XX BSP 2020 22A CRR 144A                | CUSIP: 08186UAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250228.50    | 0.16%             | 2035-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                      | BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                      | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15541.51     | 0.01%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                    | SOCIETE GENERALE SA JR SUBORDINA REGS 12/99 VAR                     | CUSIP: YK0392737<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $244760.56    | 0.16%             | 2032-03-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                       | ALIBABA GROUP HOLDING LTD SR UNSECURED REGS 09/32 0.0000            | CUSIP: YK0592740<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      10000 | PA      | $10255.00     | 0.01%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $280.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $84.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berlin Packaging L.L.C.                                             | BERLIN PACKAGING LLC 2025 TERM LOAN B7                              | CUSIP: 08511LBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     144792 | PA      | $143923.31    | 0.09%             | 2031-06-07      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                | BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $40050.00     | 0.03%             | 2041-11-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                     | LCM INVESTMENTS HOLDINGS II LL SR UNSECURED 144A 08/31 8.25         | CUSIP: 50190EAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8408.92      | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Li Auto Inc.                                                        | LI AUTO INC SR UNSECURED 05/28 0.25                                 | CUSIP: 50202MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |       5000 | PA      | $4997.50      | 0.00%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                                | AMERICAN AXLE and MANUFACTURING COMPANY GUAR 144A 10/33 7.75        | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116879.19    | 0.08%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                        | AMERICAN NATIONAL GROUP INC JR SUBORDINA 12/55 VAR                  | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34705.68     | 0.02%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                 | SOLD RSD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $37.57        | 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      | $-60.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                 | BOUGHT AUD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $9.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                 | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-452.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                    | BEYOND MEAT INC COMMON STOCK USD.0001                               | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35455 | NS      | $33526.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Beyond Meat Inc.                                                    | BEYOND MEAT INC SECURED 10/30 7                                     | CUSIP: 08862EAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22011 | PA      | $16722.95     | 0.01%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/30 6.12                            | TURKIYE GOVERNMENT BOND BONDS 09/30 6.12                            | CUSIP: YK1547644<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    7651976 | PA      | $173284.36    | 0.11%             | 2030-09-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                       | INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                       | CUSIP: YO0526393<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |  100980000 | PA      | $1085390.12   | 0.71%             | 2035-05-05      | Fixed         | 6.33%                 | 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      | $-72.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                 | SOLD RSD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $196.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                 | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-280.15      | -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      | $-13.87       | -0.00%            |  |  |  | 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        |     865000 | PA      | $863270.00    | 0.56%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375        | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375        | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $175709.45    | 0.11%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LSEG Finance PLC                                                    | LSEG FINANCE PLC COMPANY GUAR 144A 04/41 3.2                        | CUSIP: 50220PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $155569.28    | 0.10%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown US Commercial Bidco LLC                                 | LSF12 CROWN US CORCAL BDCO LLC 2026 TERM LOAN B                     | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97153 | PA      | $97055.43     | 0.06%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc.                                              | LANTHEUS HOLDINGS INC COMPANY GUAR 12/27 2.625                      | CUSIP: 516544AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $13161.50     | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                 | LBM ACQUISITION LLC SR SECURED 144A 06/31 9.5                       | CUSIP: 52109SAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $111924.00    | 0.07%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                 | SOLD RON/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-2220.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                 | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $7413.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RSD/SOLD USD                                                 | BOUGHT RSD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $280.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-462.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                 | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $22.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $571.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-860.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                 | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-470.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                 | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $4910.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                 | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-1140.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                 | SOLD RSD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-3.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                 | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $56.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SEK/SOLD USD                                                 | BOUGHT SEK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $541.24       | 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      | $-34486.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                 | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-122.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $1626.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                              | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 05/35 7.5            | CUSIP: YO1276865<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $201532.20    | 0.13%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR REGS 05/33 5.5          | SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR REGS 05/33 5.5          | CUSIP: YO1565978<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $116801.49    | 0.08%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-903.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-391.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings Inc.                                                  | BILL HOLDINGS INC SR UNSECURED 144A 04/30 0.0000                    | CUSIP: 090043AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13800.00     | 0.01%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125                 | BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125                 | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3070.36      | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                      | JYSKE BANK A/S REGS 11/31 VAR                                       | CUSIP: YO4376639<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $119912.08    | 0.08%             | 2031-11-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPANESE GOVERNMENT CPI LINKED BONDS 03/35 0.005                    | JAPANESE GOVERNMENT CPI LINKED BONDS 03/35 0.005                    | CUSIP: YO7824296<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  243981070 | PA      | $1510434.05   | 0.99%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                           | SAUDI ARABIAN OIL CO SR UNSECURED REGS 06/55 6.375                  | CUSIP: YO9131815<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |     200000 | PA      | $210772.45    | 0.14%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25                     | CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25                     | CUSIP: YP7773367<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     370000 | PA      | $18134.76     | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                 | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $378.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                 | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-361.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                               | BLACKFIN PIPELINE LLC TERM LOAN B                                   | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99750 | PA      | $100154.99    | 0.07%             | 2032-09-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block Communications Inc.                                           | BLOCK COMMUNICATIONS INC SR SECURED 144A 03/31 10.25                | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |      73000 | PA      | $67123.95     | 0.04%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| BOUGHT JPY/SOLD USD                                                 | BOUGHT JPY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-823.49      | -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      | $-422.61      | -0.00%            |  |  |  | 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        |      12000 | PA      | $12194.95     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing Inc.                                              | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875                   | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15535.13     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                              | LEVEL 3 FINANCING INC COMPANY GUAR 144A 01/36 8.5                   | CUSIP: 527298CQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $82254.75     | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                               | ELI LILLY and CO SR UNSECURED 02/53 4.875                           | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64439.91     | 0.04%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                              | LUMENTUM HOLDINGS INC SR UNSECURED 12/29 1.5                        | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |       9000 | PA      | $90526.50     | 0.06%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC MF1 2025 FL19 A 144A                              | MF1 2025-FL19 LLC MF1 2025 FL19 A 144A                              | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100439.64    | 0.07%             | 2042-05-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                 | MEDLINE BORROWER LP 2025 TERM LOAN B                                | CUSIP: 58503UAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      18549 | PA      | $18569.08     | 0.01%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                 | KOREA TREASURY BOND BONDS 06/35 2.625                               | CUSIP: YP9354505<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        | 6138970000 | PA      | $3982984.69   | 2.60%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Baidu Inc.                                                          | BAIDU INC SR UNSECURED REGS 03/32 0.0000                            | CUSIP: YQ2199616<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $187100.00    | 0.12%             | 2032-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 07/31 7.65                            | ROMANIA GOVERNMENT BOND BONDS 07/31 7.65                            | CUSIP: YR1557424<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     120000 | PA      | $29757.45     | 0.02%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                       | EUROBANK SA REGS 02/36 VAR                                          | CUSIP: YR2519878<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     100000 | PA      | $119615.15    | 0.08%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                                            | BLOOM ENERGY CORP SR UNSECURED 06/29 3                              | CUSIP: 093712AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $30130.00     | 0.02%             | 2029-06-01      | Fixed         | 3.00%                 | 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        |        810 | NS      | $59073.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-154.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $278.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                 | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1326.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ILS/BOUGHT USD                                                 | SOLD ILS/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |          1 | NC      | $8035.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ILS/BOUGHT USD                                                 | SOLD ILS/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |          1 | NC      | $141.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 2 CI                                     | FANNIE MAE REMICS FNR 2023 2 CI                                     | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81075 | PA      | $9997.67      | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2024 90 B                                     | FANNIE MAE REMICS FNR 2024 90 B                                     | CUSIP: 3136BTYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197215 | PA      | $197521.04    | 0.13%             | 2051-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                   | FIRSTENERGY CORP SR UNSECURED 144A 01/31 3.875                      | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     310000 | PA      | $360840.00    | 0.24%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 02/38 6.5                                   | ICELAND RIKISBREF BONDS 02/38 6.5                                   | CUSIP: YR6906709<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   94475000 | PA      | $769180.30    | 0.50%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                 | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $234.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A                         | PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A                         | CUSIP: 69377EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69277 | PA      | $69051.13     | 0.05%             | 2067-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                 | PRET 2025-NPL12 LLC PRET 2025 NPL12 A2 144A                         | CUSIP: 69383CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100000.76    | 0.07%             | 2055-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL14 LLC PRET 2025 NPL14 A1 144A                         | PRET 2025-NPL14 LLC PRET 2025 NPL14 A1 144A                         | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121732 | PA      | $121765.80    | 0.08%             | 2055-12-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL2 LLC PRET 2026 NPL2 A1 144A                           | PRET 2026-NPL2 LLC PRET 2026 NPL2 A1 144A                           | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98888 | PA      | $98943.29     | 0.06%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-6 LLC PRPM 2025 6 A1 144A                                 | PRPM 2025-6 LLC PRPM 2025 6 A1 144A                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90511 | PA      | $90618.23     | 0.06%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                          | PACIFICORP JR SUBORDINA 08/56 VAR                                   | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147425.32    | 0.10%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                       | TEMASEK FINANCIAL I LTD COMPANY GUAR REGS 04/51 2.25                | CUSIP: 87973RAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     250000 | PA      | $157674.50    | 0.10%             | 2051-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                       | TEMASEK FINANCIAL I LTD COMPANY GUAR REGS 08/61 2.75                | CUSIP: 87973RBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     250000 | PA      | $161758.37    | 0.11%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tempus AI Inc.                                                      | TEMPUS AI INC SR UNSECURED 144A 07/30 0.75                          | CUSIP: 88023BAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4094.00      | 0.00%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                        | TENET HEALTHCARE CORP SR SECURED 05/31 6.75                         | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15574.12     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                        | TENET HEALTHCARE CORP SR UNSECURED 144A 11/33 6                     | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22735.46     | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F022634<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1326000 | PA      | $-1148284.97  | -0.75%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F022642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -615000 | PA      | $-532599.59   | -0.35%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     488000 | PA      | $441563.77    | 0.29%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -488000 | PA      | $-441563.77   | -0.29%            | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F030637<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -413000 | PA      | $-373458.47   | -0.24%            | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $133.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-262.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                 | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-254.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                 | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $14.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeraWulf Inc.                                                       | TERAWULF INC SR UNSECURED 144A 02/30 2.75                           | CUSIP: 88080TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1000 | PA      | $2133.80      | 0.00%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TeraWulf Inc.                                                       | TERAWULF INC SR UNSECURED 144A 05/32 0.0000                         | CUSIP: 88080TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $30704.80     | 0.02%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 3D Systems Corporation                                              | 3D SYSTEMS CORP SR UNSECURED 11/26 0.00000                          | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5487.00      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                   | TRANSCANADA TRUST COMPANY GUAR 08/76 VAR                            | CUSIP: 89356BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      32000 | PA      | $32069.79     | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F032435<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175000 | PA      | $171130.86    | 0.11%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $141445.32    | 0.09%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $17.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                 | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $9.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                  | MERCK and CO INC SR UNSECURED 12/65 5.7                             | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65255.23     | 0.04%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc.                                          | MERIT MEDICAL SYSTEMS INC SR UNSECURED 144A 02/29 3                 | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      15000 | PA      | $16927.50     | 0.01%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $512.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $945.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                   | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                            | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     121000 | PA      | $121577.29    | 0.08%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                      | TRANSDIGM INC. 2023 TERM LOAN J                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     163529 | PA      | $163488.29    | 0.11%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                      | CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                      | CUSIP: 12532ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $52178.47     | 0.03%             | 2049-11-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                   | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11592.08     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/Community Health Systems Inc.                                   | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 02/31 4.75           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      38000 | PA      | $34864.67     | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                              | CMS ENERGY CORP JR SUBORDINA 06/50 VAR                              | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      72000 | PA      | $71226.86     | 0.05%             | 2050-06-01      | Variable      | 4.75%                 | 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      | $69.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                 | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $424.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-245.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $85.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $5751.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                | ECHOSTAR CORP SR SECURED 11/30 3.875                                | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       1763 | PA      | $6227.80      | 0.00%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                  | EMERA INC JR SUBORDINA 06/76 VAR                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     122000 | PA      | $122610.85    | 0.08%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                       | ENBRIDGE INC SUBORDINATED 07/80 VAR                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $122131.32    | 0.08%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                    | TRANSOCEAN INTERNATIONAL LTD SR SECURED 144A 02/30 8.75             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     147000 | PA      | $153798.84    | 0.10%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A                 | TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A                 | CUSIP: 895978AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99216.01     | 0.06%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                 | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-327.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $354.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $95648.66     | 0.06%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Limited                                              | TRIP.COM GROUP LTD SR UNSECURED 06/29 0.75                          | CUSIP: 89677QAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      15000 | PA      | $15840.00     | 0.01%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A                       | TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A                       | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99690.17     | 0.07%             | 2042-09-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                       | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75                  | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      15000 | PA      | $15827.63     | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                          | MERITAGE HOMES CORP COMPANY GUAR 05/28 1.75                         | CUSIP: 59001ABF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $82316.23     | 0.05%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| MetLife Inc.                                                        | METLIFE INC SR UNSECURED 07/52 5                                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      70000 | PA      | $63166.32     | 0.04%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                 | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-537.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                 | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-704.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                       | ENBRIDGE INC SUBORDINATED 01/84 VAR                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $51935.36     | 0.03%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| H World Group Limited                                               | H WORLD GROUP LTD SR UNSECURED 05/26 3                              | CUSIP: 44332NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      15000 | PA      | $21975.00     | 0.01%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                 | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $1467.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                 | SOLD RON/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $535.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd                                               | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25                    | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61887.26     | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                               | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375                 | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61069.49     | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $462.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD DOP/BOUGHT USD                                                 | SOLD DOP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DO        |          1 | NC      | $-474.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                 | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-140.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                 | SOLD RON/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-24.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                      | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 04/29 4.65                | CUSIP: 44409MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $62300.00     | 0.04%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                      | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 01/30 3.25                | CUSIP: 44409MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $66485.60     | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                 | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-338.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                 | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $1890.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc.                                                         | HUMANA INC SR UNSECURED 08/49 3.95                                  | CUSIP: 444859BL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $102314.00    | 0.07%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                         | HUMANA INC SR UNSECURED 03/53 5.5                                   | CUSIP: 444859BX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $108207.44    | 0.07%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                 | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $14.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty L.P.                                                  | KILROY REALTY LP COMPANY GUAR 01/36 6.25                            | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61247.30     | 0.04%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                         | HUMANA INC SR UNSECURED 04/54 5.75                                  | CUSIP: 444859CB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $107431.84    | 0.07%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                               | MICROSOFT CORP SR UNSECURED 02/55 4                                 | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      75000 | PA      | $60685.89     | 0.04%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                        | METLIFE INC SUBORDINATED 03/56 VAR                                  | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129082.81    | 0.08%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                         | MICHAELS COS INC/THE SECURED 144A 03/34 11                          | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3738.65      | 0.00%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                               | MICROSOFT CORP SR UNSECURED 03/62 3.041                             | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     100000 | PA      | $62860.19     | 0.04%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                               | MICROSOFT CORP SR UNSECURED 09/50 2.5                               | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     210000 | PA      | $129625.80    | 0.08%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L.P.                                                  | KILROY REALTY LP COMPANY GUAR 10/35 5.875                           | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118295.69    | 0.08%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                           | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                       | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61559.94     | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Strategy Inc                                                        | STRATEGY INC SR UNSECURED 03/30 0.00000                             | CUSIP: 594972AU5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12021.80     | 0.01%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                             | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5                  | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14103.98     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                            | PPL CAPITAL FUNDING INC COMPANY GUAR 144A 12/30 3                   | CUSIP: 69352PAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1319220.00   | 0.86%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PT Pertamina Persero                                                | PERTAMINA PERSERO PT SR UNSECURED REGS 07/49 4.7                    | CUSIP: 69370RAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     200000 | PA      | $167886.31    | 0.11%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                 | PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86871 | PA      | $86873.45     | 0.06%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                           | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 12/30 1                 | CUSIP: BJ3916126<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    5460000 | PA      | $3343022.88   | 2.19%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LBTY COMMERCIAL MORTGAGE TRUST LBTY 2026 225L C 144A                | LBTY COMMERCIAL MORTGAGE TRUST LBTY 2026 225L C 144A                | CUSIP: 50178LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100043.42    | 0.07%             | 2043-02-10      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                   | MARSH and MCLENNAN COS INC SR UNSECURED 09/53 5.7                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124938.94    | 0.08%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                             | MASTERCARD INC SR UNSECURED 06/49 3.65                              | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      85000 | PA      | $65478.97     | 0.04%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                           | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5                    | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $76594.55     | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                   | TELUS CORP JR SUBORDINA 10/55 VAR                                   | CUSIP: 87971MCM3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      82000 | PA      | $86530.91     | 0.06%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                            | UKG INC SR SECURED 144A 02/31 6.875                                 | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $130970.08    | 0.09%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                            | WINDSOR HOLDINGS III LLC 2025 USD TERM LOAN B                       | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     112433 | PA      | $112186.33    | 0.07%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 08/32 7.5                             | CUSIP: AL1453656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1234000000 | PA      | $78721.67     | 0.05%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                               | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/35 1.75         | CUSIP: BJ8146422<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     430000 | PA      | $420701.91    | 0.28%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                           | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75              | CUSIP: BK4676346<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    4970000 | PA      | $1848950.28   | 1.21%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 07/50 4             | FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 07/50 4             | CUSIP: BK5258532<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $135052.49    | 0.09%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                | CELLNEX TELECOM SA SR UNSECURED REGS 11/31 0.75                     | CUSIP: BM3171360<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $325497.35    | 0.21%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Accor                                                               | ACCOR SA SR UNSECURED REGS 12/27 0.7                                | CUSIP: BM8244261<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      42000 | PA      | $28807.87     | 0.02%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/35 7                               | HUNGARY GOVERNMENT BOND BONDS 10/35 7                               | CUSIP: BMFLG1II1<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    9750000 | PA      | $31787.13     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5               | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5               | CUSIP: BMYRRTII4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1200000 | PA      | $55361.37     | 0.04%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                      | CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375            | CUSIP: BN3253588<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $19000.00     | 0.01%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/36 6.25                                      | COLOMBIAN TES BONDS 07/36 6.25                                      | CUSIP: BN5058530<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 6560700000 | PA      | $1061434.36   | 0.69%             | 2036-07-09      | Fixed         | 6.25%                 | 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        |   35360000 | PA      | $3217322.40   | 2.10%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                        | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                            | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     259748 | PA      | $225331.49    | 0.15%             | 2029-03-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                               | MICROSOFT CORP SR UNSECURED 08/56 3.95                              | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      80000 | PA      | $63551.56     | 0.04%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                  | PGandE CORP PREFERRED STOCK 12/27 6                                 | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       1750 | NS      | $79327.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                                  | PGandE CORP SR SECURED 12/27 4.25                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     480000 | PA      | $513024.00    | 0.34%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                  | PGandE CORP JR SUBORDINA 09/56 VAR                                  | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49919.05     | 0.03%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PPL Corporation                                                     | PPL CORP PREFERRED STOCK 02/29 7                                    | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |       4873 | NS      | $243698.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25          | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25          | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15254.30     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION LLC VCAT 2026 NPL1 A1                     | VCAT ASSET SECURITIZATION LLC VCAT 2026 NPL1 A1                     | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130658 | PA      | $130294.16    | 0.09%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 03/51 4.375         | FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 03/51 4.375         | CUSIP: BO3948847<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $143378.87    | 0.09%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                      | REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                      | CUSIP: BP9867766<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     131000 | PA      | $31453.67     | 0.02%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                       | VT TOPCO INC SR SECURED 144A 08/30 8.5                              | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59605.31     | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Varsity Brands Inc.                                                 | VARSITY BRANDS INC 2025 1ST LIEN TERM LOAN                          | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99749 | PA      | $99438.15     | 0.07%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 03/31 7                                         | COLOMBIAN TES BONDS 03/31 7                                         | CUSIP: BQ2333632<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   27800000 | PA      | $5586.82      | 0.00%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 06/42 7.125                           | CUSIP: BQ3773885<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  181000000 | PA      | $11277.94     | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                      | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                      | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $56304.73     | 0.04%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                    | WELLTOWER OP LLC COMPANY GUAR 144A 05/28 2.75                       | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      14000 | PA      | $30569.00     | 0.02%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                         | WESTERN DIGITAL CORP COMPANY GUAR 11/28 3                           | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       4000 | PA      | $29687.20     | 0.02%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                   | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                   | CUSIP: 962MKZ900<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2695 | NS      | $269.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                   | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                   | CUSIP: 962MLA904<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1348 | NS      | $8425.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| The Williams Companies Inc.                                         | WILLIAMS COS INC/THE SR UNSECURED 03/56 5.95                        | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101519.45    | 0.07%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND BONDS 06/27 1                              | CUSIP: BQ5009007<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     990000 | PA      | $31840.45     | 0.02%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95              | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95              | CUSIP: BR1344414<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     960000 | PA      | $36549.35     | 0.02%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                           | WILLIS NORTH AMERICA INC COMPANY GUAR 03/54 5.9                     | CUSIP: 970648AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $118775.58    | 0.08%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                            | WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5                  | CUSIP: 97360AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15729.63     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                             | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/34 4.1               | CUSIP: DF8148838<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     130000 | PA      | $154377.12    | 0.10%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                             | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/38 4.46              | CUSIP: DF8148846<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     140000 | PA      | $166388.95    | 0.11%             | 2038-03-04      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                        | BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                        | CUSIP: EF3237759<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    4558000 | PA      | $3829598.63   | 2.50%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/36 6.25                      | REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/36 6.25                      | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2734000 | PA      | $149786.95    | 0.10%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED REGS 12/36 4.2          | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED REGS 12/36 4.2          | CUSIP: EF9234826<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     780000 | PA      | $37540.86     | 0.02%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                | PERU GOVERNMENT BOND BONDS 08/31 6.95                               | CUSIP: EH3330816<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     105000 | PA      | $35056.04     | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/38 8.5                                | MEXICAN BONOS SR UNSECURED 11/38 8.5                                | CUSIP: EH6944449<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1438200 | PA      | $80564.92     | 0.05%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 02/32 4.625         | FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 02/32 4.625         | CUSIP: YR2861957<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     100000 | PA      | $119357.27    | 0.08%             | 2032-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AL Sydbank A/S                                                      | AL SYDBANK 03/30 VAR                                                | CUSIP: YR7954617<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $120472.07    | 0.08%             | 2030-03-05      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 08/45 7.125                           | CUSIP: YS3288000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1166000000 | PA      | $73188.35     | 0.05%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                             | INDONESIA TREASURY BOND BONDS 08/40 7.125                           | CUSIP: YS3288018<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  470000000 | PA      | $29389.75     | 0.02%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 01/35 6.96         | CUSIP: YS4731933<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    7500000 | PA      | $80826.12     | 0.05%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                    | STAR PARENT INC SR SECURED 144A 10/30 9                             | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $137020.28    | 0.09%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| START II LTD STARR 2019 1 A 144A                                    | START II LTD STARR 2019 1 A 144A                                    | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      63321 | PA      | $63179.06     | 0.04%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Stem Inc.                                                           | STEM INC SR UNSECURED 144A 12/28 0.5                                | CUSIP: 85859NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $5889.00      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41                    | CUSIP: YS7913462<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    2063000 | PA      | $70622.86     | 0.05%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ANLLIAN Capital 2 Limited                                           | ANLLIAN CAPITAL 2 LTD COMPANY GUAR REGS 12/29 0.0000                | CUSIP: YT5815691<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     200000 | PA      | $236320.02    | 0.15%             | 2029-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                       | INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                       | CUSIP: YU1897757<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   73920000 | PA      | $814860.71    | 0.53%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                            | THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98                    | CUSIP: YU3100713<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     352000 | PA      | $12112.17     | 0.01%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                              | STIFEL FINANCIAL CORP PREFERRED STOCK 10/47 5.2                     | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      11230 | NS      | $228979.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                           | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125             | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $25232.02     | 0.02%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                            | TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                            | CUSIP: YU3595706<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    1569000 | PA      | $34891.27     | 0.02%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 10/34 6.9          | CUSIP: YU4754583<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    3300000 | PA      | $36153.14     | 0.02%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                            | ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                            | CUSIP: YV4876673<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     260000 | PA      | $62355.04     | 0.04%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/29 30                              | TURKIYE GOVERNMENT BOND BONDS 09/29 30                              | CUSIP: YV8564630<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    2612000 | PA      | $58115.13     | 0.04%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                          | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                          | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54312 | PA      | $54918.62     | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                         | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                         | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79000 | PA      | $80916.27     | 0.05%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                | SUMITOMO MITSUI FINANCIAL GROU SUBORDINATED 03/41 VAR               | CUSIP: 86562MEK2<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     170000 | PA      | $170682.62    | 0.11%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                           | SUNOCO LP COMPANY GUAR 144A 05/29 7                                 | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5185.61      | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                           | SUNOCO LP SR UNSECURED 144A 05/30 4.625                             | CUSIP: 86765KAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9784.49      | 0.01%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ESC CB SUNNOVA ENERGY 02/28 2.625                                   | ESC CB SUNNOVA ENERGY 02/28 2.625                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      40000 | PA      | $24.00        | 0.00%             | 2028-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Meta Platforms Inc.                                                 | META PLATFORMS INC SR UNSECURED 08/54 5.4                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     125000 | PA      | $118016.86    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                 | META PLATFORMS INC SR UNSECURED 11/65 5.75                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     320000 | PA      | $311741.48    | 0.20%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ESC CB SUNNOVA ENERGY 12/26 0.25                                    | ESC CB SUNNOVA ENERGY 12/26 0.25                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     305000 | PA      | $533.75       | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Super Micro Computer Inc.                                           | SUPER MICRO COMPUTER INC SR UNSECURED 144A 06/30 0.0000             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      18000 | PA      | $16167.60     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SupplyOne Inc.                                                      | SUPPLYONE INC 2024 TERM LOAN B                                      | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     139648 | PA      | $140128.63    | 0.09%             | 2031-04-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                 | SYNCHRONY FINANCIAL PREFERRED STOCK VAR                             | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       3268 | NS      | $85360.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                                 | META PLATFORMS INC SR UNSECURED 11/55 5.625                         | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     170000 | PA      | $166400.29    | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/40 FIXED 5                                   | FREDDIE MAC POOL FR 07/40 FIXED 5                                   | CUSIP: 3132CXYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44321 | PA      | $45042.07     | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                         | FIDELITY NATIONAL INFORMATION SR UNSECURED 03/41 3.1                | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      85000 | PA      | $63147.48     | 0.04%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                 | FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                 | CUSIP: 32057JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $189758.62    | 0.12%             | 2027-12-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                         | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 02/36 6.375            | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $200625.56    | 0.13%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                   | FIRSTENERGY CORP SR UNSECURED 144A 01/29 3.625                      | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     310000 | PA      | $355260.00    | 0.23%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD SYMP 2020 22A CR 144A                         | SYMPHONY CLO XXII LTD SYMP 2020 22A CR 144A                         | CUSIP: 87167GCP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250055.00    | 0.16%             | 2033-04-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                   | T-MOBILE USA INC PREFERRED STOCK 03/70 5.5                          | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       1807 | NS      | $41470.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc.                                                   | T-MOBILE USA INC PREFERRED STOCK 06/70 5.5                          | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       2314 | NS      | $52365.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Production Inc.                                               | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                       | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10640.13     | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                | AST SPACEMOBILE INC SR UNSECURED 144A 03/32 4.25                    | CUSIP: 00217DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $6314.00      | 0.00%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                | AST SPACEMOBILE INC SR UNSECURED 144A 01/36 2                       | CUSIP: 00217DAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12480.00     | 0.01%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                  | AASET 2021-2 TRUST AASET 2021 2A A 144A                             | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     159835 | PA      | $153342.22    | 0.10%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                         | ABBVIE INC SR UNSECURED 03/56 5.55                                  | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45277.48     | 0.03%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                         | ABBVIE INC SR UNSECURED 03/66 5.65                                  | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130865.00    | 0.09%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                      | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5                  | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     157000 | PA      | $153774.03    | 0.10%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Acadia Healthcare Company Inc.                                      | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 03/33 7.375              | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7226.44      | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6            | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6            | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $7466.48      | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75           | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75           | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $58844.89     | 0.04%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd.                                               | ADVANTAGE ENERGY LTD SUB DEBENTUR 144A 06/29 5                      | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $53938.05     | 0.04%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc.                                     | ADVANCED ENERGY INDUSTRIES INC SR UNSECURED 09/28 2.5               | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |       4000 | PA      | $9922.00      | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AeroVironment Inc.                                                  | AEROVIRONMENT INC SR UNSECURED 07/30 0.00000                        | CUSIP: 008073AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $10305.00     | 0.01%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                 | AFFIRM HOLDINGS INC SR UNSECURED 12/29 0.75                         | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4742.00      | 0.00%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                               | AIR LEASE CORP JR SUBORDINA 12/99 VAR                               | CUSIP: 00912XBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64447.73     | 0.04%             | 2026-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                   | AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR                           | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47971.14     | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc.                                            | AKAMAI TECHNOLOGIES INC SR UNSECURED 02/29 1.125                    | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5359.00      | 0.00%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75         | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75         | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $129353.61    | 0.08%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                | ALEXANDRIA REAL ESTATE EQUITIE COMPANY GUAR 03/36 5.25              | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65040.93     | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                       | ALIBABA GROUP HOLDING LTD SR UNSECURED 06/31 0.5                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      28000 | PA      | $43148.00     | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                 | COMCAST CORP COMPANY GUAR 05/55 6.05                                | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122874.53    | 0.08%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Compass Inc.                                                        | COMPASS INC COMPANY GUAR 144A 04/31 0.25                            | CUSIP: 20464UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $10492.25     | 0.01%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc.                                                 | CONAGRA BRANDS INC SR UNSECURED 11/48 5.4                           | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     110000 | PA      | $98634.26     | 0.06%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A                 | CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A                 | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $103851.42    | 0.07%             | 2043-06-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA 30 YR 2.5 JUMBOS                                        | GNMA II TBA 30 YR 2.5 JUMBOS                                        | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1966000 | PA      | $1734484.23   | 1.13%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     450000 | PA      | $432826.16    | 0.28%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -575000 | PA      | $-553055.64   | -0.36%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA 30 YR 4 JUMBOS                                          | GNMA II TBA 30 YR 4 JUMBOS                                          | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -275000 | PA      | $-264397.46   | -0.17%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     170000 | PA      | $168148.02    | 0.11%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -170000 | PA      | $-168148.02   | -0.11%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5000 | PA      | $4939.48      | 0.00%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                 | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1383.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                 | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1283.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                 | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $246.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT DOP/SOLD USD                                                 | BOUGHT DOP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DO        |          1 | NC      | $1338.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $4024.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                 | BOUGHT EUR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $205.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-16300.58    | -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      | $67.83        | 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      | $35.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                 | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $24.36        | 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      | $96.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                 | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-35.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-301.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-1275.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                 | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-7.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT DOP/SOLD USD                                                 | BOUGHT DOP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DO        |          1 | NC      | $1951.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                 | SOLD PHP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-1001.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                 | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-242.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                 | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-502.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                 | BOUGHT PHP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $689.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                 | SOLD SGD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-111.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                 | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-750.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                 | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $372.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                 | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $723.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                 | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-23.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                 | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $184.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                 | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $281.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                 | BOUGHT PHP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $124.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                 | SOLD SGD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-7.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                 | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $191.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                 | BOUGHT PHP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $7474.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                 | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $95.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $50.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                 | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-98.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                 | SOLD SGD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-789.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                 | SOLD SGD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-62.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                 | SOLD PHP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $34.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc.                                                         | HUMANA INC SR UNSECURED 05/35 5.55                                  | CUSIP: 444859CD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $183165.07    | 0.12%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F050635<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1325000 | PA      | $-1331003.84  | -0.87%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F052433<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     625000 | PA      | $641333.00    | 0.42%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     491000 | PA      | $498902.06    | 0.33%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                        | FANNIE MAE POOL MBS 30YR TBA                                        | CUSIP: 01F052631<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -625000 | PA      | $-635058.63   | -0.42%            | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Etsy Inc.                                                           | ETSY INC SR UNSECURED 09/27 0.125                                   | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     225000 | PA      | $209700.00    | 0.14%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| Etsy Inc.                                                           | ETSY INC SR UNSECURED 144A 06/30 1                                  | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31443.30     | 0.02%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc.                                              | EURONET WORLDWIDE INC SR UNSECURED 144A 10/30 0.625                 | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      22000 | PA      | $19552.50     | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | 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        |      60000 | PA      | $63341.10     | 0.04%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Evergy Inc.                                                         | EVERGY INC SR UNSECURED 12/27 4.5                                   | CUSIP: 30034WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $6832.50      | 0.00%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                   | EVERSOURCE ENERGY JR SUBORDINA 08/56 VAR                            | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205934.73    | 0.13%             | 2056-08-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                   | EVERSOURCE ENERGY JR SUBORDINA 08/56 VAR                            | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     205000 | PA      | $206306.66    | 0.13%             | 2056-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BOUGHT VND/SOLD USD                                                 | BOUGHT VND/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | VN        |          1 | NC      | $2807.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                 | BOUGHT NGN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $2284.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $517.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-341.05      | -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      | $298.24       | 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      | $275.50       | 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      | $653.07       | 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      | $215.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $747.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-402.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NGN/BOUGHT USD                                                 | SOLD NGN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $116.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                 | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-554.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD VND/BOUGHT USD                                                 | SOLD VND/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | VN        |          1 | NC      | $300.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                 | SOLD UYU/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-1.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spar Nord Bank A/S                                                  | SPAR NORD BANK A/S REGS 10/30 VAR                                   | CUSIP: YV8693561<br>LEI: 549300DHT635Q5P8J715 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $122343.31    | 0.08%             | 2030-10-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 01/31 4.625         | FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 01/31 4.625         | CUSIP: YW2597022<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     100000 | PA      | $119457.96    | 0.08%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                           | SAUDI ARABIAN OIL CO SR UNSECURED REGS 07/54 5.75                   | CUSIP: YW2870692<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |     200000 | PA      | $194858.80    | 0.13%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/46 11.5                                      | COLOMBIAN TES BONDS 07/46 11.5                                      | CUSIP: YW3418426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 4267000000 | PA      | $953944.88    | 0.62%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                    | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 07/31 6.875             | CUSIP: YW6048055<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    4400000 | PA      | $48008.79     | 0.03%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                  | UBS SWITZERLAND AG COVERED REGS 06/31 3.146                         | CUSIP: YX0680265<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     100000 | PA      | $120375.95    | 0.08%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2            | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2            | CUSIP: YX3235695<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15000000 | PA      | $19119.53     | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/33 7.5                                       | MEXICAN BONOS BONDS 05/33 7.5                                       | CUSIP: ZN7935812<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     298400 | PA      | $16521.68     | 0.01%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |      -5000 | PA      | $-4939.48     | -0.00%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     280000 | PA      | $280984.37    | 0.18%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -275000 | PA      | $-275966.79   | -0.18%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                     | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     510000 | PA      | $516566.71    | 0.34%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA 30 YR 5.5 JUMBOS                                        | GNMA II TBA 30 YR 5.5 JUMBOS                                        | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     225000 | PA      | $227659.77    | 0.15%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                            | COUGAR JV SUBSIDIARY LLC SR UNSECURED 144A 05/32 8                  | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      16000 | PA      | $17040.74     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                             | COX COMMUNICATIONS INC COMPANY GUAR 144A 12/53 5.8                  | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      65000 | PA      | $56738.11     | 0.04%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                             | COX COMMUNICATIONS INC COMPANY GUAR 144A 09/54 5.95                 | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     140000 | PA      | $125522.77    | 0.08%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                               | CRACKER BARREL OLD COUNTRY STO SR UNSECURED 144A 09/30 1.75         | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     240000 | PA      | $195600.00    | 0.13%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crocs Inc.                                                          | CROCS INC 2024 TERM LOAN                                            | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      50000 | PA      | $50187.50     | 0.03%             | 2029-02-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                  | DTE ENERGY CO PREFERRED STOCK 10/85 6.25                            | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       2125 | NS      | $53231.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                | DATABANK ISSUER COLO 2021 2A A2 144A                                | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $44323.00     | 0.03%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                 | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $54.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                 | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $164.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                 | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-28.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                 | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-60.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                 | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $55.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                 | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $136.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                 | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-43.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.45 R 500 20301220                                     | CDS CDX.NA.HY.45 R 500 20301220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     173250 | PA      | $11723.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Abu Dhabi P 100 20301220                                        | CDS Abu Dhabi P 100 20301220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | AE        |    2230000 | PA      | $-65948.24    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Barclays PLC P 100 20310620                                     | CDS Barclays PLC P 100 20310620                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     105000 | PA      | $1288.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS BNP PARIBAS P 100 20301220                                      | CDS BNP PARIBAS P 100 20301220                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | FR        |     150000 | PA      | $-806.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20301220                                | CDS Republic of Chile P 100 20301220                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |    2005000 | PA      | $-47180.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20301220                                | CDS Republic of Chile P 100 20301220                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     250000 | PA      | $-5882.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20301220                            | CDS Republic of Indonesia P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |    1775000 | PA      | $-12384.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                            | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     255000 | PA      | $-1116.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                            | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     255000 | PA      | $-1116.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                            | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     255000 | PA      | $-1116.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.13 20260318-20310318                                    | IRS NOK R 4.13 20260318-20310318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   53200000 | PA      | $-18119.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.22 20260318-20360318                                    | IRS NOK R 4.22 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   15080000 | PA      | $4595.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD R 3.89 20260318-20360318                                    | IRS USD R 3.89 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1780000 | PA      | $53007.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD R 3.97 20251217-20551217                                    | IRS USD R 3.97 20251217-20551217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2330000 | PA      | $28145.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.EM.44 P 100 20301220                                        | CDS CDX.EM.44 P 100 20301220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    4715000 | PA      | $70725.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.45 P 500 20301220                                     | CDS CDX.NA.HY.45 P 500 20301220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    2718911 | PA      | $-183983.56   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.IG.45 P 100 20301220                                     | CDS CDX.NA.IG.45 P 100 20301220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   13985000 | PA      | $-271646.04   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                    | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $3597.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                    | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $3597.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                    | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $3597.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                    | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $3597.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                    | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |    1305000 | PA      | $18055.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                    | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $3597.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Crossover Series 44 Version 1 P 500 20301220      | CDS iTraxx Europe Crossover Series 44 Version 1 P 500 20301220      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    4110000 | PA      | $-487506.87   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Series 44 Version 1 P 100 20301220                | CDS iTraxx Europe Series 44 Version 1 P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    8590000 | PA      | $-205071.52   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Sub Financials Series 44 Version 1 P 100 20301220 | CDS iTraxx Europe Sub Financials Series 44 Version 1 P 100 20301220 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    5260000 | PA      | $3642.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Malaysia P 100 20301220                                         | CDS Malaysia P 100 20301220                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MY        |    1740000 | PA      | $-45139.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Malaysia P 100 20301220                                         | CDS Malaysia P 100 20301220                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MY        |     250000 | PA      | $-6485.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS People's Republic of China P 100 20301220                       | CDS People's Republic of China P 100 20301220                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CN        |    1985000 | PA      | $-48798.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     255000 | PA      | $4507.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $4596.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |    1575000 | PA      | $27841.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $4596.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20301220                            | CDS Republic of Indonesia P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     250000 | PA      | $-1744.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20301220                            | CDS Republic of Indonesia P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     255000 | PA      | $-1779.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                               | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |    2100000 | PA      | $10965.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                               | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $1357.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                               | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $1357.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                               | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $1357.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                               | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $1357.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                               | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $1357.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                 | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     240000 | PA      | $-3173.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                 | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     250000 | PA      | $-3305.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                 | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     250000 | PA      | $-3305.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                 | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |    2020000 | PA      | $-26711.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20301220                         | CDS Republic of South Africa P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     260000 | PA      | $4707.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20301220                         | CDS Republic of South Africa P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     260000 | PA      | $4707.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20301220                         | CDS Republic of South Africa P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |    2895000 | PA      | $52412.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20301220                         | CDS Republic of South Africa P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     260000 | PA      | $4707.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of the Philippines P 100 20301220                      | CDS Republic of the Philippines P 100 20301220                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PH        |     250000 | PA      | $-4066.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of the Philippines P 100 20301220                      | CDS Republic of the Philippines P 100 20301220                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PH        |     500000 | PA      | $-8133.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of the Philippines P 100 20301220                      | CDS Republic of the Philippines P 100 20301220                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PH        |     250000 | PA      | $-4066.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS State of Qatar P 100 20301220                                   | CDS State of Qatar P 100 20301220                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | QA        |    2475000 | PA      | $-75641.69    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                            | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |    1410000 | PA      | $-6175.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                            | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     255000 | PA      | $-1116.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20260320                                     | TRS P IBOXHY R 3M USD  20260320                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1225000 | PA      | $-24926.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20260320                                     | TRS P IBOXHY R 3M USD  20260320                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   12975000 | PA      | $-271527.83   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20260620                                     | TRS P IBOXHY R 3M USD  20260620                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     620000 | PA      | $-6333.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20260620                                     | TRS P IBOXHY R 3M USD  20260620                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1635000 | PA      | $-18357.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20260620                                     | TRS P IBOXHY R 3M USD  20260620                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1615000 | PA      | $-18759.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20260620                                     | TRS P IBOXHY R 3M USD  20260620                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1025000 | PA      | $-10470.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXIG R 3M USD  20260320                                     | TRS P IBOXIG R 3M USD  20260320                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3940000 | PA      | $-59316.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS R IBXXLLTR P 3M USD  20260620                                   | TRS R IBXXLLTR P 3M USD  20260620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     515000 | PA      | $-7768.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS R IBXXLLTR P 3M USD  20260620                                   | TRS R IBXXLLTR P 3M USD  20260620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1030000 | PA      | $-21257.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS R IBXXLLTR P 3M USD  20260620                                   | TRS R IBXXLLTR P 3M USD  20260620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     510000 | PA      | $-4383.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS AUD R 4.18 20251217-20301217                                    | IRS AUD R 4.18 20251217-20301217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |    2540000 | PA      | $-21287.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS AUD R 4.22 20260318-20280318                                    | IRS AUD R 4.22 20260318-20280318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |   17840000 | PA      | $5847.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS AUD R 4.88 20260318-20360318                                    | IRS AUD R 4.88 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |    6964000 | PA      | $66099.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS AUD R 4.97 20260318-20560318                                    | IRS AUD R 4.97 20260318-20560318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |    5748000 | PA      | $67444.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS KRW R 3.16 20260318-20310318                                    | IRS KRW R 3.16 20260318-20310318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        | 7145390000 | PA      | $-13373.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS KRW R 3.44 20260318-20310318                                    | IRS KRW R 3.44 20260318-20310318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        | 2359360000 | PA      | $16935.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 3.91 20251217-20301217                                    | IRS NOK R 3.91 20251217-20301217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   29070000 | PA      | $-38914.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.06 20251217-20271217                                    | IRS NOK R 4.06 20251217-20271217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   38100000 | PA      | $-21486.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD R 4.78 20360319-20460319                                    | IRS USD R 4.78 20360319-20460319                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2670000 | PA      | $54234.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.94 20310319-20360319                                    | IRS CHF P 0.94 20310319-20360319                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    1175000 | PA      | $-14178.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.95 20310319-20360319                                    | IRS CHF P 0.95 20310319-20360319                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    1180000 | PA      | $-15392.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.96 20310319-20360319                                    | IRS CHF P 0.96 20310319-20360319                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    1140000 | PA      | $-15831.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.5725 20250618-20300618                                  | IRS CNY P 1.5725 20250618-20300618                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   18580000 | PA      | $-3750.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.592 20260318-20310318                                   | IRS CNY P 1.592 20260318-20310318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   10910000 | PA      | $-2344.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.6035 20251217-20301217                                  | IRS CNY P 1.6035 20251217-20301217                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   21485000 | PA      | $-7165.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.629 20260318-20310318                                   | IRS CNY P 1.629 20260318-20310318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   10885000 | PA      | $-5157.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.631 20260318-20310318                                   | IRS CNY P 1.631 20260318-20310318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   10885000 | PA      | $-5310.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.753 20241218-20290918                                   | IRS CNY P 1.753 20241218-20290918                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9430000 | PA      | $-11355.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.01 20241218-20290918                                    | IRS CNY P 2.01 20241218-20290918                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   18910000 | PA      | $-47324.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS ILS P 3.96 20260318-20360318                                    | IRS ILS P 3.96 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IL        |    5820000 | PA      | $-42300.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 3.79 20260318-20310318                                    | IRS PLN P 3.79 20260318-20310318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |    5940000 | PA      | $-3078.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 4.23 20260318-20360318                                    | IRS PLN P 4.23 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |    3280000 | PA      | $-5175.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 4.38 20260318-20360318                                    | IRS PLN P 4.38 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |    3320000 | PA      | $-16947.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SEK P 2.00 20260318-20280318                                    | IRS SEK P 2.00 20260318-20280318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SE        |   30350000 | PA      | $-2422.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SEK P 2.34 20260318-20310318                                    | IRS SEK P 2.34 20260318-20310318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SE        |   34330000 | PA      | $-10392.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SGD P 2.26 20260318-20360318                                    | IRS SGD P 2.26 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SG        |    3160000 | PA      | $-77379.65    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 3.59 20260302-20321115                                    | IRS USD P 3.59 20260302-20321115                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     475000 | PA      | $-7201.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 3.70 20250303-20290531                                    | IRS USD P 3.70 20250303-20290531                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     250000 | PA      | $-4037.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.79 USD-CPI 20220215-20520215                                | INF P 2.79 USD-CPI 20220215-20520215                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1155000 | PA      | $-58130.34    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer