# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001193125-26-080794
**Filing Date:** 2026-2
**Character Count:** 537609
**Document Hash:** 35d83ebc3d9989776e938c860ecb2828
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080794.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080794

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 26695033

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

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

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

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

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

## Series and Classes Contracts Data

### Opportunistic Fixed Income Trust (Series ID: S000008233)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022418 | NAV          | JAEKX           |
| C000022419 | Series I     | JAEJX           |
| C000022420 | Series II    | JAEHX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Opportunistic Fixed Income Trust

- **b. EDGAR series identifier (if any):** S000008233

- **c. LEI of Series:** OU1T3WRT0HTCZGXSYU41

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $154758898.64

**Total Liabilities:** $11827110.94

**Net Assets:** $142931787.70

**Delayed Delivery Securities:** $11203714.16

**Cash Not Reported:** $4037161.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -126.779963000000 | **1-Year:** -2252.376255000000 | **5-Year:** -8121.660535000000 | **10-Year:** -8362.298677000000 | **30-Year:** -7169.078917000000

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

- **3-Month:** -45.605215000000 | **1-Year:** -1635.320122000000 | **5-Year:** -3375.206301000000 | **10-Year:** -1512.027286000000 | **30-Year:** -389.380783000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022418 | 1.04%                | -0.09%               | -0.37%               |
| Class ID C000022419 | 1.08%                | -0.18%               | -0.36%               |
| Class ID C000022420 | 1.01%                | -0.19%               | -0.37%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $494414.14               | $-108354.06                                |
| Month 2  | $515669.00               | $-706609.18                                |
| Month 3  | $395376.53               | $-1211725.36                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BWX Technologies Inc.                                                           | BWX TECHNOLOGIES INC COMPANY GUAR 144A 11/30 0.0000                 | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24778.00     | 0.02%             | 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      | $95640.46     | 0.07%             | 2041-04-15      | Floating      | 6.29%                 | 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      | $100124.89    | 0.07%             | 2042-12-15      | Floating      | 5.75%                 | 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        |      30000 | PA      | $30193.15     | 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        |      65000 | PA      | $65441.51     | 0.05%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2020-5 Limited                                          | BAIN CAPITAL CREDIT CLO 2020-5 BCC 2020 5A DRR 144A                 | CUSIP: 05683FBN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $248223.75    | 0.17%             | 2034-04-20      | Floating      | 6.78%                 | 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      | $100017.60    | 0.07%             | 2034-07-24      | Floating      | 5.77%                 | 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      | $250146.50    | 0.18%             | 2036-10-20      | Floating      | 6.84%                 | 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        |      27000 | PA      | $26527.50     | 0.02%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15 BANK 2018 BN15 B                                                | BANK 2018-BNK15 BANK 2018 BN15 B                                    | CUSIP: 06036FBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $47661.52     | 0.03%             | 2061-11-15      | Variable      | 4.65%                 | 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        |        814 | NS      | $1019128.00   | 0.71%             |  |  |  | No            |                  1 | 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        |     130000 | PA      | $128837.45    | 0.09%             | 2033-08-15      | Fixed         | 6.62%                 | 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        |      20000 | PA      | $23478.00     | 0.02%             | 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        |      22000 | PA      | $23914.00     | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                           | COCA-COLA CO/THE SR UNSECURED 06/60 2.75                            | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     210000 | PA      | $123039.61    | 0.09%             | 2060-06-01      | Fixed         | 2.75%                 | 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        |      17000 | PA      | $17391.00     | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | 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        |      82965 | PA      | $83582.84     | 0.06%             | 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        |     225000 | PA      | $131578.52    | 0.09%             | 2051-11-01      | Fixed         | 2.89%                 | 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      | $14139.02     | 0.01%             |  |  |  | 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      | $-8125.67     | -0.01%            |  |  |  | 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        |    1029000 | PA      | $66423.30     | 0.05%             | 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      | $48990.09     | 0.03%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 06/33 5.375        | CUSIP: YK6552730<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      20000 | PA      | $23714.11     | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/56 2.937                               | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     210000 | PA      | $117993.73    | 0.08%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1M2 144A                 | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125000 | PA      | $127070.00    | 0.09%             | 2043-10-25      | Floating      | 6.37%                 | 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        |      35000 | PA      | $36561.42     | 0.03%             | 2043-10-25      | Floating      | 7.42%                 | 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        |      60000 | PA      | $59665.67     | 0.04%             | 2045-01-25      | Floating      | 5.57%                 | 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        |      30000 | PA      | $30000.79     | 0.02%             | 2045-05-25      | Floating      | 5.37%                 | 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      | $-1.90        | -0.00%            |  |  |  | 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        |     290000 | PA      | $252300.00    | 0.18%             | 2028-03-01      | None          | 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        |       3337 | NS      | $78920.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                                                       | ETSY INC SR UNSECURED 09/27 0.125                                   | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     285000 | PA      | $263197.50    | 0.18%             | 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        |      26000 | PA      | $26338.00     | 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        |      35000 | PA      | $31915.63     | 0.02%             | 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        |      71000 | PA      | $74638.72     | 0.05%             | 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        |       7000 | PA      | $8519.00      | 0.01%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc.                                                             | EVOLENT HEALTH INC SR UNSECURED 12/29 3.5                           | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |     320000 | PA      | $214400.00    | 0.15%             | 2029-12-01      | Fixed         | 3.50%                 | 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      | $26523.95     | 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        |      90000 | PA      | $71235.52     | 0.05%             | 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      | $137323.43    | 0.10%             | 2062-08-15      | Fixed         | 4.65%                 | 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        |   36906000 | PA      | $6232512.66   | 4.36%             | 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        |   67460000 | PA      | $136177.32    | 0.10%             | 2038-10-27      | Fixed         | 3.00%                 | 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        |     269000 | PA      | $71513.95     | 0.05%             | 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        |     120000 | PA      | $32926.10     | 0.02%             | 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        |   55000000 | PA      | $60993.07     | 0.04%             | 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        |    3746000 | PA      | $124775.09    | 0.09%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/29 5                                           | ROMANIA GOVERNMENT BOND BONDS 02/29 5                               | CUSIP: AU3524892<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      95000 | PA      | $20940.41     | 0.01%             | 2029-02-12      | Fixed         | 5.00%                 | 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        |    1350000 | PA      | $757396.57    | 0.53%             | 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        |  492700000 | PA      | $92185.52     | 0.06%             | 2034-10-18      | Fixed         | 7.25%                 | 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        |     691000 | PA      | $174144.59    | 0.12%             | 2029-08-15      | Fixed         | 3.88%                 | 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        |      20000 | PA      | $18270.00     | 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        |      22000 | PA      | $22176.00     | 0.02%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV3 EFMT 2025 INV3 A1 144A                                           | EFMT 2025-INV3 EFMT 2025 INV3 A1 144A                               | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96937 | PA      | $97782.59     | 0.07%             | 2070-07-25      | Variable      | 5.44%                 | 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      | $10065.64     | 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        |      21742 | PA      | $22274.00     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                            | ECHOSTAR CORP SR SECURED 11/30 3.875                                | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       3000 | PA      | $10020.00     | 0.01%             | 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        |     126000 | PA      | $126576.70    | 0.09%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc.                                                         | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 09/33 6                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62348.29     | 0.04%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                           | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      81000 | PA      | $86463.86     | 0.06%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                           | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     535000 | PA      | $533229.77    | 0.37%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                      | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5                 | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $126832.92    | 0.09%             | 2031-04-15      | Fixed         | 8.50%                 | 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        |      60000 | PA      | $61511.27     | 0.04%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                           | HIGHTOWER HOLDING LLC COMPANY GUAR 144A 04/29 6.75                  | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14939.44     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                             | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 3A B 144A                  | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61101 | PA      | $61851.00     | 0.04%             | 2040-08-27      | Fixed         | 5.27%                 | 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        |      79953 | PA      | $79180.20     | 0.06%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A                              | HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A                  | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      66940 | PA      | $65799.30     | 0.05%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      87585 | PA      | $88000.41     | 0.06%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625                 | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2999.50      | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | 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        |      11000 | PA      | $11545.09     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/52 4.9                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      65000 | PA      | $53843.88     | 0.04%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/53 5.7                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      65000 | PA      | $60512.23     | 0.04%             | 2053-02-10      | Fixed         | 5.70%                 | 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      | $42467.20     | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | 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        |      30000 | PA      | $27690.00     | 0.02%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                                  | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 09/28 3.625              | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26800.17     | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | 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        |     100000 | PA      | $88018.97     | 0.06%             | 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      | $236114.28    | 0.17%             | 2033-11-21      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA 144A 11/53 7.8                                  | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $244316.59    | 0.17%             | 2053-11-28      | Fixed         | 7.80%                 | 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        |      38000 | PA      | $60355.40     | 0.04%             | 2028-06-15      | Fixed         | 1.75%                 | 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        |       8000 | PA      | $8520.00      | 0.01%             | 2030-12-01      | None          | 0.00%                 | 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        |       8000 | PA      | $5924.00      | 0.00%             | 2031-07-01      | None          | 0.00%                 | 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      | $38898.80     | 0.03%             | 2047-09-15      | Variable      | 4.51%                 | 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        |     190000 | PA      | $189905.00    | 0.13%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                                     | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                         | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      49875 | PA      | $50768.12     | 0.04%             | 2055-08-16      | Fixed         | 5.61%                 | 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        |      77000 | PA      | $77574.51     | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | 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        |      12000 | PA      | $8155.20      | 0.01%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                  | CAIXABANK SA 144A 07/31 VAR                                         | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $202759.53    | 0.14%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Cargill Incorporated                                                            | CARGILL INC SR UNSECURED 144A 10/55 5.375                           | CUSIP: 141781CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $62556.05     | 0.04%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 11/33 7.2                     | CUSIP: 15089QAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $68667.04     | 0.05%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 04/33 6.75                    | CUSIP: 15089QBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64658.96     | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | 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        |    1770000 | PA      | $86309.76     | 0.06%             | 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        |   15690000 | PA      | $48550.00     | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA SR UNSECURED REGS 09/30 2.95                                | CUSIP: ZI8002910<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $625428.34    | 0.44%             | 2030-09-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 06/33 6.65         | CUSIP: ZJ0682832<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |   14100000 | PA      | $154864.45    | 0.11%             | 2033-06-30      | Fixed         | 6.65%                 | 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      | $316.82       | 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      | $2654.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 05/35 8                                              | MEXICAN BONOS SR UNSECURED 05/35 8                                  | CUSIP: ZJ8065048<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     305700 | PA      | $15815.50     | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/29 5.75                          | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/29 5.75              | CUSIP: ZJ9901209<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |   48990000 | PA      | $2519279.45   | 1.76%             | 2029-03-29      | Fixed         | 5.75%                 | 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      | $2034.02      | 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      | $-4169.58     | -0.00%            |  |  |  | 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        |     520000 | PA      | $25505.51     | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FRENCH REPUBLIC GOVERNMENT BON BONDS 144A REGS 03/39 0.55                       | FRENCH REPUBLIC GOVERNMENT BON BONDS 144A REGS 03/39 0.55           | CUSIP: ZK9040096<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |     570791 | PA      | $556597.48    | 0.39%             | 2039-03-01      | Fixed         | 0.55%                 | 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      | $-1560.30     | -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      | $52.62        | 0.00%             |  |  |  | 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        |  181640000 | PA      | $2013298.33   | 1.41%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 130 IO                      | CUSIP: 38380GAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103206 | PA      | $17580.16     | 0.01%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AI                      | CUSIP: 38381BEZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85642 | PA      | $17468.73     | 0.01%             | 2048-12-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 146 IA                      | CUSIP: 38382KVL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     153486 | PA      | $23124.87     | 0.02%             | 2041-11-20      | Fixed         | 3.50%                 | 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        |     110902 | PA      | $19510.10     | 0.01%             | 2051-08-20      | Fixed         | 3.50%                 | 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        |      17000 | PA      | $21610.40     | 0.02%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation a Mutual Legacy Reserve Company                 | HEALTH CARE SERVICE CORP A MUT SR UNSECURED 144A 06/54 5.875        | CUSIP: 42218SAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $62552.90     | 0.04%             | 2054-06-15      | Fixed         | 5.88%                 | 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        |       3000 | PA      | $2039.49      | 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      | $3026.00      | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | 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        |      15000 | PA      | $14748.00     | 0.01%             | 2031-02-01      | Fixed         | 0.50%                 | 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        |   15000000 | PA      | $18222.99     | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 03/46 2.5                           | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 03/46 2.5               | CUSIP: EJ7467214<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     743974 | PA      | $34094.90     | 0.02%             | 2046-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75               | CUSIP: EJ7498649<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3268000 | PA      | $188533.24    | 0.13%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8                  | CUSIP: EJ7500048<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     234000 | PA      | $14412.88     | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                            | WESTLAKE CORP SR UNSECURED 11/55 6.375                              | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177088.03    | 0.12%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                           | WHIRLPOOL CORP SR UNSECURED 06/33 6.5                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63030.90     | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | 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      | $15845.37     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | 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      | $112594.46    | 0.08%             | 2030-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc.                                                                 | WISDOMTREE INC SR UNSECURED 144A 08/30 4.625                        | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     180000 | PA      | $184230.00    | 0.13%             | 2030-08-15      | Fixed         | 4.62%                 | 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        |      36000 | PA      | $37088.94     | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                                   | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 03/31 7.5            | CUSIP: 98877DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $151613.55    | 0.11%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation National Association                                       | ZIONS BANCORP NA SUBORDINATED 11/35 VAR                             | CUSIP: 98971DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $361082.32    | 0.25%             | 2035-11-19      | Variable      | 6.82%                 | 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        |      46000 | PA      | $47265.00     | 0.03%             | 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        |      23000 | PA      | $21516.50     | 0.02%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                  | CUSIP: 989RJPII3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2215000 | PA      | $130467.18    | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD COMMON STOCK HKD1.0                    | CUSIP: 990AAXTD8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      30226 | NS      | $407.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                                             | UNIFIN FINANCIERA SAB DE CV COMMON STOCK                            | CUSIP: ACI0CQ8G1<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |      27653 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GABON GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/31 6.625                    | GABON GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/31 6.625        | CUSIP: ACI1JHS13<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     200000 | PA      | $154902.14    | 0.11%             | 2031-02-06      | Fixed         | 6.62%                 | 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      | $203191.31    | 0.14%             | 2032-03-12      | None          | 0.00%                 | 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        |     870000 | PA      | $1062476.63   | 0.74%             | 2039-07-11      | Fixed         | 6.75%                 | 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        |     390000 | PA      | $93722.12     | 0.07%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                       | RAIZEN FUELS FINANCE SA COMPANY GUAR REGS 02/37 6.7                 | CUSIP: YR7253895<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $161770.82    | 0.11%             | 2037-02-25      | Fixed         | 6.70%                 | 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        | 1618000000 | PA      | $103907.28    | 0.07%             | 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        |  657000000 | PA      | $42208.64     | 0.03%             | 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        |    6400000 | PA      | $70011.85     | 0.05%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 03/41 5                                                     | COLOMBIAN TES BONDS 03/41 5                                         | CUSIP: YS5453008<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 3371571723 | PA      | $778449.09    | 0.54%             | 2041-03-20      | Fixed         | 5.00%                 | 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        |    1853000 | PA      | $62819.53     | 0.04%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 12/34 6.79                                   | INDIA GOVERNMENT BOND SR UNSECURED 12/34 6.79                       | CUSIP: YT5275847<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    1090000 | PA      | $12148.91     | 0.01%             | 2034-12-02      | Fixed         | 6.79%                 | 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      | $234452.40    | 0.16%             | 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        |   92820000 | PA      | $1038878.90   | 0.73%             | 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      | $12398.85     | 0.01%             | 2045-06-17      | Fixed         | 2.98%                 | 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        |    4424000 | PA      | $105132.10    | 0.07%             | 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        |    4300000 | PA      | $47799.31     | 0.03%             | 2034-10-23      | Fixed         | 6.90%                 | 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        |   10000000 | PA      | $12195.28     | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | 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        |     239000 | PA      | $77554.21     | 0.05%             | 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        |     664000 | PA      | $183925.37    | 0.13%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                           | INVERSIONES CMPC SA COMPANY GUAR REGS 02/34 6.125                   | CUSIP: ZD2142283<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     200000 | PA      | $205916.20    | 0.14%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                            | UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                | CUSIP: ZD3395385<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     516485 | PA      | $568085.52    | 0.40%             | 2054-11-22      | Fixed         | 1.25%                 | 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      | $59498.72     | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | 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        |       1222 | NS      | $84391.32     | 0.06%             |  |  |  | No            |                  1 | 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        |      57000 | PA      | $55033.50     | 0.04%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                           | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 04/29 8.875             | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      95000 | PA      | $102392.68    | 0.07%             | 2029-04-12      | Fixed         | 8.88%                 | 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        |     180000 | PA      | $174801.06    | 0.12%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2025 BCAT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2025 BCAT A 144A                  | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95828 | PA      | $95947.85     | 0.07%             | 2042-08-15      | Floating      | 5.13%                 | 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      | $70821.09     | 0.05%             | 2050-06-01      | Variable      | 4.75%                 | 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        |      70000 | PA      | $70240.80     | 0.05%             | 2045-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90000 | PA      | $90281.70     | 0.06%             | 2044-05-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2257000 | PA      | $1946398.88   | 1.36%             | 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: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     725000 | PA      | $684107.54    | 0.48%             | 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: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -365000 | PA      | $-355545.37   | -0.25%            | 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: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     365000 | PA      | $355744.95    | 0.25%             | N/A             | Fixed         | 4.50%                 | 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        |      55000 | PA      | $55085.07     | 0.04%             | 2041-11-15      | Floating      | 5.59%                 | 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        |      36873 | NS      | $30235.86     | 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        |      22891 | PA      | $17580.53     | 0.01%             | 2030-10-15      | Fixed         | 7.00%                 | 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        |      80000 | PA      | $73472.00     | 0.05%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                                    | BIOMARIN PHARMACEUTICAL INC SR SUBORDINA 05/27 1.25                 | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67053.00     | 0.05%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                           | BLACKFIN PIPELINE LLC TERM LOAN B                                   | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100083.00    | 0.07%             | 2032-09-29      | Floating      | 6.74%                 | 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        |       5000 | PA      | $21306.50     | 0.01%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A                                | BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A                    | CUSIP: 09629VAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250482.25    | 0.18%             | 2031-08-15      | Floating      | 7.26%                 | 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        |      12000 | PA      | $20835.00     | 0.01%             | 2031-03-01      | Fixed         | 1.75%                 | 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        |       2476 | NS      | $30900.48     | 0.02%             |  |  |  | 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        |      23000 | PA      | $23816.50     | 0.02%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO JR SUBORDINA 12/99 VAR                        | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129888.90    | 0.09%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | 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        |       1236 | NS      | $64074.24     | 0.04%             |  |  |  | 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      | $15047.06     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Ltd                                                    | KESTREL AIRCRAFT FUNDING LTD KSTRL 2018 1A A 144A                   | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      32665 | PA      | $32681.01     | 0.02%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                      | KIMBERLY-CLARK CORP SR UNSECURED 07/46 3.2                          | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     135000 | PA      | $96311.17     | 0.07%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                             | LBM ACQUISITION LLC 2024 INCREMENTAL TERM LOAN B                    | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98532 | PA      | $92260.43     | 0.06%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 01/31 6.5                                               | ICELAND RIKISBREF BONDS 01/31 6.5                                   | CUSIP: EI5431396<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   82610000 | PA      | $654645.62    | 0.46%             | 2031-01-24      | Fixed         | 6.50%                 | 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        |    6317500 | PA      | $299868.56    | 0.21%             | 2042-11-13      | Fixed         | 7.75%                 | 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        |  430000000 | PA      | $26511.33     | 0.02%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD SR SECURED 06/30 5                     | CUSIP: YL7114843<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      62142 | PA      | $1242.84      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD SR SECURED 06/29 4.5                   | CUSIP: YL7122382<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      46556 | PA      | $931.12       | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD SR SECURED 06/28 4                     | CUSIP: YL7124701<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      26734 | PA      | $634.93       | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD SR SECURED 06/31 5.5                   | CUSIP: YL7128363<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      87176 | PA      | $858.68       | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD SR SECURED 06/27 7                     | CUSIP: YL7134841<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      31534 | PA      | $3112.96      | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES BILLS 09/27 0.00000                                                | MEXICO CETES BILLS 09/27 0.00000                                    | CUSIP: YL9509800<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4274810 | PA      | $209103.57    | 0.15%             | 2027-09-02      | None          | 0.00%                 | 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        |     700000 | PA      | $413393.49    | 0.29%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Limited                                                        | 888 ACQUISITIONS LTD SR SECURED REGS 09/31 8                        | CUSIP: YL9844702<br>LEI: N/A                  | Long             | DBT              | CORP              | GI        |     130000 | PA      | $122586.96    | 0.09%             | 2031-09-30      | Fixed         | 8.00%                 | 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        |    3380150 | PA      | $167450.48    | 0.12%             | 2027-07-08      | None          | 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        |  166600000 | PA      | $41006.93     | 0.03%             | 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      | $125658.80    | 0.09%             | 2031-01-31      | Variable      | 9.38%                 | 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        |     319000 | PA      | $87629.82     | 0.06%             | 2035-10-25      | Fixed         | 5.00%                 | 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      | $243116.11    | 0.17%             | 2030-12-30      | Variable      | 6.75%                 | 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      | $118226.11    | 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        |  473550000 | PA      | $2701792.39   | 1.89%             | 2055-06-20      | Fixed         | 2.80%                 | 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        |     810000 | PA      | $186413.84    | 0.13%             | 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        |    2872000 | PA      | $65306.18     | 0.05%             | 2029-09-12      | Fixed         | 30.00%                | 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        |     300000 | PA      | $362195.30    | 0.25%             | 2030-10-01      | Variable      | 4.12%                 | 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        |    3910000 | PA      | $584462.29    | 0.41%             | 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        |     115000 | PA      | $118607.68    | 0.08%             | 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      | $153669.08    | 0.11%             | 2029-04-30      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                           | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 12/31 2.875              | CUSIP: ZG3958094<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     300000 | PA      | $274727.99    | 0.19%             | 2031-12-05      | Fixed         | 2.88%                 | 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      | $5060.63      | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | 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        |     835000 | PA      | $852034.00    | 0.60%             | 2028-05-30      | Fixed         | 3.25%                 | 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        |      25000 | PA      | $25921.73     | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 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        |       4000 | PA      | $4215.51      | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1470000 | PA      | $-1187599.18  | -0.83%            | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                                         | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                             | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1470000 | PA      | $1187312.09   | 0.83%             | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                                         | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                             | CUSIP: 01F0206C8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1470000 | PA      | $-1187312.09  | -0.83%            | 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: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1140000 | PA      | $-963433.61   | -0.67%            | 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: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1231000 | PA      | $1087848.12   | 0.76%             | 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: 01F0306C7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1231000 | PA      | $-1087848.12  | -0.76%            | 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: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -200000 | PA      | $-184757.82   | -0.13%            | 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: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $184773.44    | 0.13%             | 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: 01F0326C3<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -200000 | PA      | $-184773.44   | -0.13%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     450000 | PA      | $443882.79    | 0.31%             | 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: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -905000 | PA      | $-858265.26   | -0.60%            | 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: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     905000 | PA      | $858512.68    | 0.60%             | 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: 01F0406C6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -905000 | PA      | $-858512.68   | -0.60%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2540000 | PA      | $2541686.81   | 1.78%             | 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: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5000 | PA      | $4879.88      | 0.00%             | N/A             | Fixed         | 4.50%                 | 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      | $185539.98    | 0.13%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 04/52 3.95                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      80000 | PA      | $62435.08     | 0.04%             | 2052-04-13      | Fixed         | 3.95%                 | 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      | $126834.13    | 0.09%             | 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        |      65000 | PA      | $63049.75     | 0.04%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                        | AMERICAN ASSETS TRUST LP COMPANY GUAR 10/34 6.15                    | CUSIP: 02401LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $65934.84     | 0.05%             | 2034-10-01      | Fixed         | 6.15%                 | 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        |     125000 | PA      | $127322.33    | 0.09%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR               | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     180000 | PA      | $178696.88    | 0.13%             | 2056-03-15      | Variable      | 5.80%                 | 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        |      68000 | PA      | $68073.17     | 0.05%             | 2055-12-01      | Variable      | 7.00%                 | 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      | $-9014.29     | -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      | $-434.38      | -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      | $-182.76      | -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      | $132705.41    | 0.09%             |  |  |  | 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      | $60048.75     | 0.04%             |  |  |  | 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      | $-20674.98    | -0.01%            |  |  |  | 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      | $-16904.48    | -0.01%            |  |  |  | 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      | $909.84       | 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      | $3493.63      | 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      | $6454.63      | 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      | $-64.29       | -0.00%            |  |  |  | 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        |      10000 | PA      | $9806.92      | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375             | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $61116.78     | 0.04%             | 2032-11-15      | Fixed         | 8.38%                 | 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        |      80000 | PA      | $80326.51     | 0.06%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000                   | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000       | CUSIP: 374422AL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |       4000 | PA      | $3926.46      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR                      | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR          | CUSIP: 374422AM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      60500 | PA      | $59330.49     | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR                      | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR          | CUSIP: 374422AP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      87000 | PA      | $79483.77     | 0.06%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR                  | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $24779.42     | 0.02%             | 2054-10-15      | Variable      | 7.95%                 | 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        |      95000 | PA      | $95445.29     | 0.07%             | 2056-03-01      | Variable      | 7.25%                 | 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        |      95000 | PA      | $88861.99     | 0.06%             | 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: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58152.20     | 0.04%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 62 CI                       | CUSIP: 38379LS49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     104434 | PA      | $23199.04     | 0.02%             | 2045-05-20      | Fixed         | 4.50%                 | 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        |      15000 | PA      | $23925.00     | 0.02%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                 | GRAY MEDIA INC SR SECURED 144A 08/33 7.25                           | CUSIP: 389375AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45982.30     | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | 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      | $99872.78     | 0.07%             | 2039-07-15      | Floating      | 5.51%                 | 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        |      30000 | PA      | $32985.00     | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $210783.38    | 0.15%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                            | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207907.20    | 0.15%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corporation                                                         | HAEMONETICS CORP SR UNSECURED 06/29 2.5                             | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15535.50     | 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        |     194000 | PA      | $202741.64    | 0.14%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| HP Inc.                                                                         | HP INC SR UNSECURED 09/41 6                                         | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60552.07     | 0.04%             | 2041-09-15      | Fixed         | 6.00%                 | 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        |      20000 | PA      | $25460.00     | 0.02%             | 2026-05-01      | Fixed         | 3.00%                 | 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        |      95808 | PA      | $95991.74     | 0.07%             | 2030-12-16      | Floating      | 6.22%                 | 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      | $7654.50      | 0.01%             | 2030-11-15      | Fixed         | 0.75%                 | 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        |       6000 | PA      | $6048.00      | 0.00%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                   | LFS TOPCO LLC SR UNSECURED 144A 07/30 8.75                          | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      81000 | PA      | $81523.50     | 0.06%             | 2030-07-15      | Fixed         | 8.75%                 | 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      | $236796.69    | 0.17%             | 2026-11-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc.                                                               | ANA HOLDINGS INC SR UNSECURED REGS 12/31 0.0000                     | CUSIP: BS6427592<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $71501.53     | 0.05%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/31 6            | CUSIP: BS7653915<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    9800000 | PA      | $103527.47    | 0.07%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                             | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                 | CUSIP: EH9657204<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     639478 | PA      | $598451.20    | 0.42%             | 2050-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                  | CUSIP: EI2585962<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1345000 | PA      | $79222.73     | 0.06%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 01/38 2.25                          | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 01/38 2.25              | CUSIP: EJ2358897<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     351463 | PA      | $17022.32     | 0.01%             | 2038-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75               | CUSIP: EJ2359143<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1424000 | PA      | $82554.37     | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                          | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 09/42 6.75           | CUSIP: EJ3632746<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $172941.92    | 0.12%             | 2042-09-19      | Fixed         | 6.75%                 | 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        |     925622 | PA      | $783124.81    | 0.55%             | 2052-03-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25               | CUSIP: EJ7500097<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1201000 | PA      | $74129.27     | 0.05%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                            | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                | CUSIP: EJ7500196<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2968000 | PA      | $177291.75    | 0.12%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/14 5.625             | CUSIP: EK1245878<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $103017.99    | 0.07%             | 2114-03-19      | Fixed         | 5.62%                 | 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        |   86900000 | PA      | $18848.11     | 0.01%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875                          | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875              | CUSIP: EK7732887<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2836000 | PA      | $177994.97    | 0.12%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                  | CUSIP: EK7733067<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1386000 | PA      | $83714.69     | 0.06%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 05/35 4.254                          | CUSIP: EK9244469<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     791000 | PA      | $206189.44    | 0.14%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/46 0.1                             | DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/46 0.1                 | CUSIP: EK9559452<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    1517176 | PA      | $1369499.89   | 0.96%             | 2046-04-15      | Fixed         | 0.10%                 | 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        |   90000000 | PA      | $99367.26     | 0.07%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                       | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     558000 | PA      | $98642.91     | 0.07%             | 2027-01-01      | Fixed         | 10.00%                | 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        |     775000 | PA      | $26633.34     | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | 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      | $225186.75    | 0.16%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                   | SUNRISE FINANCING PARTNERSHIP TERM LOAN AAA1                        | CUSIP: N9000DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     140000 | PA      | $140425.60    | 0.10%             | 2032-02-16      | Floating      | 6.43%                 | 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      | $12196.09     | 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        |     780300 | PA      | $36785.85     | 0.03%             | 2055-04-29      | Fixed         | 8.00%                 | 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        |    6630140 | PA      | $320168.88    | 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      | $122934.39    | 0.09%             | 2032-09-19      | Fixed         | 5.00%                 | 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        |     335000 | PA      | $368037.06    | 0.26%             | 2036-02-19      | Fixed         | 5.62%                 | 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      | $238644.69    | 0.17%             | 2032-03-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -909000 | PA      | $-887162.73   | -0.62%            | 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                  | Short            | ABS-MBS          | USGSE             | US        |    -300000 | PA      | $-292558.59   | -0.20%            | 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: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     495000 | PA      | $483804.49    | 0.34%             | 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: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -495000 | PA      | $-483804.49   | -0.34%            | 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: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350000 | PA      | $349125.00    | 0.24%             | 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: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1716000 | PA      | $-1711710.00  | -1.20%            | 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: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1716000 | PA      | $1713452.77   | 1.20%             | 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: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1716000 | PA      | $-1713452.77  | -1.20%            | 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: 01F052417<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     690000 | PA      | $707411.74    | 0.49%             | 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: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1397000 | PA      | $1416481.58   | 0.99%             | 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: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1255000 | PA      | $-1288385.01  | -0.90%            | N/A             | Fixed         | 6.00%                 | 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      | $9916.90      | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/33 6.875                     | ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/33 6.875         | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $145115.30    | 0.10%             | 2033-08-01      | Fixed         | 6.88%                 | 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        |      77000 | PA      | $79896.08     | 0.06%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2021 2ND LIEN TERM LOAN B3                              | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     145000 | PA      | $144298.20    | 0.10%             | 2028-01-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2025 TERM LOAN B13                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     107588 | PA      | $107504.19    | 0.08%             | 2030-09-19      | Floating      | 7.97%                 | 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        |      85000 | PA      | $59389.41     | 0.04%             | 2051-05-25      | Fixed         | 3.95%                 | 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        |     190000 | PA      | $189853.81    | 0.13%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                         | ATHENAHEALTH INC 2022 TERM LOAN B                                   | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      27271 | PA      | $27299.73     | 0.02%             | 2029-02-15      | Floating      | 6.47%                 | 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        |      11000 | PA      | $10518.81     | 0.01%             | 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        |      16000 | PA      | $16521.54     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | 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        |      12000 | PA      | $12573.99     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-5C23 BBCMS 2023 5C23 C                                | BBCMS MORTGAGE TRUST 2023-5C23 BBCMS 2023 5C23 C                    | CUSIP: 05493QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $77904.80     | 0.05%             | 2056-12-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR C 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR C 144A                            | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $104750.56    | 0.07%             | 2041-12-10      | Variable      | 7.52%                 | 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        |      10000 | PA      | $10199.96     | 0.01%             | 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        |      10000 | PA      | $10162.27     | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | 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        |       8000 | PA      | $9956.80      | 0.01%             | 2031-10-01      | Fixed         | 1.75%                 | 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        |    7289491 | PA      | $168374.34    | 0.12%             | 2030-09-11      | Fixed         | 6.12%                 | 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        |  581000000 | PA      | $35337.29     | 0.02%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD SR SECURED 06/34 1                     | CUSIP: YL7132365<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      25135 | PA      | $25.14        | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ceska sporitelna a.s.                                                           | CESKA SPORITELNA AS REGS 09/32 VAR                                  | CUSIP: YL8168889<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $117584.15    | 0.08%             | 2032-09-09      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R02 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R02 1M2 144A                 | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40000 | PA      | $41458.10     | 0.03%             | 2043-01-25      | Floating      | 7.22%                 | 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        |      20000 | PA      | $21365.22     | 0.01%             | 2042-12-25      | Floating      | 8.97%                 | 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        |      36000 | PA      | $37333.54     | 0.03%             | 2043-06-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC SR UNSECURED 04/42 4.35                    | CUSIP: 21871XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $128253.91    | 0.09%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | 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        |       9000 | PA      | $9456.30      | 0.01%             | 2031-06-15      | None          | 0.00%                 | 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      | $98145.25     | 0.07%             | 2027-12-27      | Fixed         | 2.52%                 | 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      | $97549.00     | 0.07%             | 2028-06-26      | Fixed         | 2.95%                 | 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      | $99698.61     | 0.07%             | 2030-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hobbs and Associates LLC                                                        | HOBBS + ASSOCIATES LLC TERM LOAN B                                  | CUSIP: 43385CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99477 | PA      | $99383.88     | 0.07%             | 2031-07-23      | Floating      | 6.47%                 | No            |                  2 | 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      | $116289.42    | 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      | $305121.19    | 0.21%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | 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      | $163161.06    | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 324 C18                                      | CUSIP: 31325VBN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127384 | PA      | $10419.98     | 0.01%             | 2033-12-15      | Fixed         | 4.00%                 | 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        |      69728 | PA      | $70682.79     | 0.05%             | 2040-07-01      | Fixed         | 5.00%                 | 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        |     772486 | PA      | $444423.27    | 0.31%             | 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        |     637770 | PA      | $344283.18    | 0.24%             | 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        |     187131 | PA      | $98877.34     | 0.07%             | 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        |    1983790 | PA      | $1781804.34   | 1.25%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 01/36 6.75           | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $122914.84    | 0.09%             | 2036-01-15      | Fixed         | 6.75%                 | 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      | $5091.72      | 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      | $10217.83     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125           | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $31849.05     | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 11/33 3.875           | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $30009.41     | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/51 3.55                  | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      90000 | PA      | $63885.29     | 0.04%             | 2051-03-22      | Fixed         | 3.55%                 | 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        |      35000 | PA      | $34580.05     | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | 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        |      50000 | PA      | $49347.59     | 0.03%             | 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      | $5158.45      | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | 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        |      50360 | PA      | $43939.02     | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | 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        |      83284 | PA      | $83974.82     | 0.06%             | 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        |      38000 | PA      | $26431.18     | 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      | $60344.99     | 0.04%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc.                                                     | VISHAY INTERTECHNOLOGY INC SR UNSECURED 09/30 2.25                  | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62825.00     | 0.04%             | 2030-09-15      | Fixed         | 2.25%                 | 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        |       7000 | PA      | $6661.54      | 0.00%             | 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        |      15000 | PA      | $15514.22     | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | 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        |      38000 | PA      | $44327.00     | 0.03%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC SR UNSECURED 144A 06/28 3.375                  | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     140000 | PA      | $141820.00    | 0.10%             | 2028-06-01      | Fixed         | 3.38%                 | 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        |     125000 | PA      | $110437.50    | 0.08%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO PREFERRED STOCK 7.5                                | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        784 | NS      | $950208.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO JR SUBORDINA 12/99 VAR                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38878.67     | 0.03%             | 2026-03-15      | Variable      | 3.90%                 | 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        |      21000 | PA      | $41128.50     | 0.03%             | 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        |      10000 | PA      | $45838.00     | 0.03%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AGNC Investment Corp.                                                           | AGNC INVESTMENT CORP PREFERRED STOCK VAR                            | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $247500.00    | 0.17%             |  |  |  | No            |                  1 | 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      | $8431.02      | 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      | $83628.46     | 0.06%             |  |  |  | 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      | $31890.75     | 0.02%             |  |  |  | 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      | $28300.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-5163.68     | -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      | $-53.68       | -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      | $-4547.35     | -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      | $433.16       | 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      | $1344.54      | 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      | $-46.32       | -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      | $-493.22      | -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      | $-612.76      | -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      | $113.10       | 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      | $-347.29      | -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      | $-525.58      | -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      | $-272.87      | -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      | $-7.65        | -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      | $54.39        | 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      | $-431.69      | -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      | $223.92       | 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      | $-3.53        | -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      | $42.11        | 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      | $-14724.64    | -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      | $7098.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HKD/BOUGHT USD                                                             | SOLD HKD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |          1 | NC      | $11.02        | 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      | $-9478.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $7865.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-8453.16     | -0.01%            |  |  |  | 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      | $-41644.77    | -0.03%            |  |  |  | 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      | $34.04        | 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      | $166.69       | 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      | $4009.06      | 0.00%             |  |  |  | No            |                  2 | 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        |       5000 | PA      | $5184.96      | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | 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      | $-43.08       | -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      | $2084.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                             | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 04/28 7.75         | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8005.90      | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                             | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125          | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10471.44     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | 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      | $1544.74      | 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      | $2110.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC PREFERRED STOCK VAR                                    | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |      10000 | NS      | $261000.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Commvault Systems Inc.                                                          | COMMVAULT SYSTEMS INC SR UNSECURED 144A 09/30 0.0000                | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17690.00     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD HKD/BOUGHT USD                                                             | SOLD HKD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |          1 | NC      | $16.79        | 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      | $-19.17       | -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      | $5229.02      | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A                 | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $36802.67     | 0.03%             | 2043-04-25      | Floating      | 7.77%                 | 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        |      69000 | PA      | $73166.55     | 0.05%             | 2042-03-25      | Floating      | 10.12%                | 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        |       1597 | NS      | $37130.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                                                        | BATH and BODY WORKS INC COMPANY GUAR 11/35 6.875                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126458.52    | 0.09%             | 2035-11-01      | Fixed         | 6.88%                 | 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        |      10000 | PA      | $10576.93     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | 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      | $122557.82    | 0.09%             | 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      | $180384.00    | 0.13%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown US Commercial Bidco LLC                                             | LSF12 CROWN US COMRCL BDCO LLC 2025 TERM LOAN B                     | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97153 | PA      | $97668.46     | 0.07%             | 2031-12-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III COMPANY GUAR 10/49 4.2                | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $60973.18     | 0.04%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                                   | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625                | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $215424.07    | 0.15%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III COMPANY GUAR 04/51 3.625              | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $183661.26    | 0.13%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III COMPANY GUAR 01/36 5.875              | CUSIP: 50249AAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $129390.18    | 0.09%             | 2036-01-15      | Fixed         | 5.88%                 | 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        |      12000 | PA      | $13734.00     | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| 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      | $15349.17     | 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        |      75000 | PA      | $76798.70     | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR                | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      63000 | PA      | $62120.72     | 0.04%             | 2051-12-15      | Variable      | 4.12%                 | 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        |     130000 | PA      | $139109.10    | 0.10%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: —       |
| 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      | $31515.00     | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | 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        |      12000 | PA      | $63744.00     | 0.04%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 TRUST MAPSL 2021 1A A 144A                                          | MAPS 2021-1 TRUST MAPSL 2021 1A A 144A                              | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      53535 | PA      | $51292.54     | 0.04%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                                                        | MKS INC SR UNSECURED 06/30 1.25                                     | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      15000 | PA      | $19132.50     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | 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        |       9000 | PA      | $7381.61      | 0.01%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279                   | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4389.10      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05                    | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $6333.75      | 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        |     334000 | PA      | $326986.00    | 0.23%             | 2030-07-01      | None          | 0.00%                 | 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        |      19000 | PA      | $22933.00     | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 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      | $57640.14     | 0.04%             | 2028-12-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                         | ALARM.COM HOLDINGS INC SR UNSECURED 01/26 0.00000                   | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19950.00     | 0.01%             | 2026-01-15      | None          | 0.00%                 | 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        |      45000 | PA      | $44257.31     | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COMPANIES INC. 2021 TERM LOAN B                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     124150 | PA      | $119804.75    | 0.08%             | 2028-04-17      | Floating      | 8.18%                 | 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        |      48000 | PA      | $74544.00     | 0.05%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                                   | BREAD FINANCIAL HOLDINGS INC SUBORDINATED 144A 06/35 VAR            | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77537.93     | 0.05%             | 2035-06-15      | Variable      | 8.38%                 | 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      | $59908.98     | 0.04%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP SR UNSECURED 06/60 2.675                             | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     230000 | PA      | $132449.34    | 0.09%             | 2060-06-01      | Fixed         | 2.67%                 | 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      | $8.18         | 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      | $-17.37       | -0.00%            |  |  |  | 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      | $62293.00     | 0.04%             | 2062-03-17      | Fixed         | 3.04%                 | 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        |      47000 | PA      | $52316.88     | 0.04%             | 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        |     119000 | PA      | $114763.60    | 0.08%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 08/54 5.4                                  | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62988.79     | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | 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      | $-323.06      | -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      | $-5.43        | -0.00%            |  |  |  | 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        |      20000 | PA      | $24820.00     | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | 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        |     125000 | PA      | $124999.91    | 0.09%             | 2055-12-25      | Variable      | 5.26%                 | No            |                  3 | 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      | $-138.15      | -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      | $1159.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 05/54 5.5                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      55000 | PA      | $49151.50     | 0.03%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 01/55 5.8                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     135000 | PA      | $125979.17    | 0.09%             | 2055-01-15      | Fixed         | 5.80%                 | 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      | $-736.47      | -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      | $-110.40      | -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      | $-3561.99     | -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      | $-8241.31     | -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      | $-324.51      | -0.00%            |  |  |  | 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        |    1893316 | PA      | $1795986.21   | 1.26%             | 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        |     128900 | PA      | $126664.39    | 0.09%             | 2055-05-15      | Fixed         | 4.75%                 | 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      | $-21727.99    | -0.02%            |  |  |  | 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      | $-22937.12    | -0.02%            |  |  |  | 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      | $21037.38     | 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      | $19917.84     | 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      | $-11148.21    | -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      | $-5510.61     | -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      | $74793.55     | 0.05%             |  |  |  | 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        |     278000 | PA      | $42718.58     | 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        |     314000 | PA      | $78175.39     | 0.05%             | 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        | 1098500000 | PA      | $215671.46    | 0.15%             | 2042-05-28      | Fixed         | 9.25%                 | 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        |  105940000 | PA      | $4705260.53   | 3.29%             | 2035-05-30      | Fixed         | 3.50%                 | 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      | $121823.45    | 0.09%             | 2054-06-01      | Fixed         | 5.65%                 | 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      | $118521.83    | 0.08%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -365000 | PA      | $-355744.95   | -0.25%            | 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: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     700000 | PA      | $698302.64    | 0.49%             | N/A             | Fixed         | 5.00%                 | 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      | $15607.64     | 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      | $22651.07     | 0.02%             | 2033-11-15      | Fixed         | 6.00%                 | 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        |       4000 | PA      | $6529.20      | 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        |      15000 | PA      | $12975.00     | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 05/51 3.1                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      90000 | PA      | $60422.06     | 0.04%             | 2051-05-12      | Fixed         | 3.10%                 | 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      | $-37276.60    | -0.03%            |  |  |  | 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      | $743.55       | 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      | $-9800.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $583.84       | 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      | $-105.39      | -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      | $-25871.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $-8695.74     | -0.01%            |  |  |  | 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      | $-10582.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $10573.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $5488.40      | 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      | $-4270.32     | -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      | $484.96       | 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      | $-1160.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE 0326                                                           | EURO-BOBL FUTURE 0326                                               | CUSIP: ADI302MC2<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         13 | NC      | $1056.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0326                                                            | EURO-SCHATZ FUT 0326                                                | CUSIP: ADI302MG3<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          4 | NC      | $-344.55      | -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        |         26 | NC      | $22878.06     | 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        |          6 | NC      | $6305.22      | 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        |         45 | NC      | $12317.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/29 6.875                           | CUSIP: ZH8062890<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  716000000 | PA      | $44730.51     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                           | AGNC INVESTMENT CORP PREFERRED STOCK VAR                            | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $245400.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/51 3.65                                  | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      85000 | PA      | $59730.31     | 0.04%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/53 3.5                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     180000 | PA      | $120460.36    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | 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      | $5886.20      | 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      | $11955.60     | 0.01%             | 2036-01-15      | Fixed         | 2.00%                 | 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      | $151165.27    | 0.11%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                                  | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 03/33 7.375              | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121200.48    | 0.08%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Acrisure LLC                                                                    | ACRISURE LLC 2024 1ST LIEN TERM LOAN B6                             | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98752 | PA      | $98567.81     | 0.07%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| 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        |      30000 | PA      | $29634.09     | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                      | ADIENT GLOBAL HOLDINGS LTD COMPANY GUAR 144A 02/33 7.5              | CUSIP: 00687YAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       6000 | PA      | $6192.33      | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | 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        |      90000 | PA      | $72318.68     | 0.05%             | 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        |       5000 | PA      | $8197.50      | 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      | $9765.00      | 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        |      10000 | PA      | $11065.00     | 0.01%             | 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        |     104000 | PA      | $101523.38    | 0.07%             | 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        |      66000 | PA      | $65671.92     | 0.05%             | 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        |      15000 | PA      | $14820.00     | 0.01%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0226C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -685000 | PA      | $-578744.72   | -0.40%            | 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: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     685000 | PA      | $578744.72    | 0.40%             | 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: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1231000 | PA      | $-1087992.39  | -0.76%            | N/A             | 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      | $882.53       | 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      | $80.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE 0326                                                           | LONG GILT FUTURE 0326                                               | CUSIP: ADI30KQR5<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         16 | NC      | $4792.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0326                                                          | AUST 10Y BOND FUT 0326                                              | CUSIP: ADI30L4V8<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         63 | NC      | $19537.09     | 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        |  514000000 | PA      | $35399.18     | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | 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        | 1727000000 | PA      | $111502.98    | 0.08%             | 2032-08-15      | Fixed         | 7.50%                 | 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        |  495200000 | PA      | $96656.86     | 0.07%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 11/28 5                                                 | ICELAND RIKISBREF BONDS 11/28 5                                     | CUSIP: AM2164920<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   92220000 | PA      | $701360.13    | 0.49%             | 2028-11-15      | Fixed         | 5.00%                 | 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        |     790000 | PA      | $576078.55    | 0.40%             | 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        |    2473000 | PA      | $118158.79    | 0.08%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15                        | CUSIP: AO4008642<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      78000 | PA      | $25028.33     | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/38 7.5                             | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  186000000 | PA      | $12179.53     | 0.01%             | 2038-05-15      | Fixed         | 7.50%                 | 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        |    2080000 | PA      | $83590.11     | 0.06%             | 2033-10-13      | Fixed         | 2.00%                 | 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      | $-2053.55     | -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      | $14862.55     | 0.01%             |  |  |  | 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      | $932.59       | 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      | $7669.46      | 0.01%             |  |  |  | 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      | $8535.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 01/33 6.25                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126045.84    | 0.09%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP                      | ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP          | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |        740 | NS      | $59666.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                                                      | ITRON INC SR UNSECURED 07/30 1.375                                  | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15159.38     | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| 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        |      95000 | PA      | $88966.51     | 0.06%             | 2049-08-15      | Fixed         | 3.46%                 | 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        |     140000 | PA      | $138498.78    | 0.10%             | 2065-12-04      | Fixed         | 5.70%                 | 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      | $250084.50    | 0.17%             | 2037-01-15      | Floating      | 6.40%                 | 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      | $155078.15    | 0.11%             | 2041-12-25      | Floating      | 9.37%                 | 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        |     175000 | PA      | $180844.32    | 0.13%             | 2042-01-25      | Floating      | 8.37%                 | 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        |      70000 | PA      | $72902.54     | 0.05%             | 2042-04-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110000 | PA      | $113046.93    | 0.08%             | 2043-07-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1385000 | PA      | $1398368.44   | 0.98%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                                     | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     735000 | PA      | $748968.01    | 0.52%             | N/A             | Fixed         | 6.00%                 | 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        |      20000 | PA      | $21053.46     | 0.01%             | 2043-07-25      | Floating      | 7.77%                 | 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        |      60000 | PA      | $61087.89     | 0.04%             | 2044-02-25      | Floating      | 6.37%                 | 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      | $17105.14     | 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        |      70000 | PA      | $59699.62     | 0.04%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R03 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R03 2M2 144A                 | CUSIP: 20754VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110000 | PA      | $111607.85    | 0.08%             | 2045-03-25      | Floating      | 6.12%                 | 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        |      35000 | PA      | $35086.14     | 0.02%             | 2044-07-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2I 144A                         | CUSIP: 233046AU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $50102.34     | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | 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      | $52891.25     | 0.04%             |  |  |  | No            |                  1 | 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      | $6735.19      | 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      | $2791.74      | 0.00%             |  |  |  | No            |                  2 | 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        |      55000 | PA      | $53889.45     | 0.04%             | 2051-10-25      | Fixed         | 2.40%                 | 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        |      35000 | PA      | $34912.50     | 0.02%             | 2029-12-01      | None          | 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      | $2135.87      | 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      | $678.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                  | DAYFORCE INC 2025 TERM LOAN                                         | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $149464.50    | 0.10%             | 2032-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                     | DEUTSCHE TELEKOM INTERNATIONAL COMPANY GUAR 144A 03/42 4.875        | CUSIP: 25156PAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     150000 | PA      | $138172.16    | 0.10%             | 2042-03-06      | Fixed         | 4.88%                 | 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      | $86.71        | 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      | $-20.11       | -0.00%            |  |  |  | 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        |     300000 | PA      | $275850.00    | 0.19%             | 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        |       7000 | PA      | $7415.40      | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | 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      | $217.36       | 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      | $1859.27      | 0.00%             |  |  |  | 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        |      30000 | PA      | $30420.00     | 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        |      10000 | PA      | $10220.52     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | 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      | $1251.50      | 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      | $6329.23      | 0.00%             |  |  |  | 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        |       2000 | PA      | $1963.50      | 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        |     120000 | PA      | $118999.24    | 0.08%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36379.97     | 0.03%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A               | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97250 | PA      | $92438.46     | 0.06%             | 2051-04-25      | Fixed         | 2.66%                 | 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        |      25000 | PA      | $26112.50     | 0.02%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 05/53 6.9                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61530.99     | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | 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      | $-7384.88     | -0.01%            |  |  |  | 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        |     309566 | PA      | $316786.76    | 0.22%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 03/55 5.95                         | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     140000 | PA      | $127369.09    | 0.09%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| FirstCash Inc.                                                                  | FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625                         | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6022.30      | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                                  | FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625                         | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6955.11      | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | 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        |      20000 | PA      | $7800.00      | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375                                        | ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375                            | CUSIP: 904ESCAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $16195.00     | 0.01%             | 2028-01-27      | None          | 0.00%                 | 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        |     249000 | PA      | $58364.96     | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | 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        |  104300000 | PA      | $21487.74     | 0.02%             | 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        |  271000000 | PA      | $17193.02     | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LITHUANIA GOVERNMENT INTERNATI SR UNSECURED REGS 07/51 0.75                     | LITHUANIA GOVERNMENT INTERNATI SR UNSECURED REGS 07/51 0.75         | CUSIP: BQ4387701<br>LEI: N/A                  | Long             | DBT              | NUSS              | LT        |     480000 | PA      | $245434.47    | 0.17%             | 2051-07-15      | Fixed         | 0.75%                 | 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        |    1150000 | PA      | $42177.15     | 0.03%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 09/51 3.125        | CUSIP: BR4258710<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $123017.25    | 0.09%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 D 144A                            | PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 D 144A                | CUSIP: 74333CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100051.12    | 0.07%             | 2039-10-27      | Fixed         | 5.50%                 | 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      | $96804.43     | 0.07%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 PROG 2022 SFR1 E1 144A                           | PROGRESS RESIDENTIAL 2022-SFR1 PROG 2022 SFR1 E1 144A               | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $144863.72    | 0.10%             | 2041-02-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                              | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      99250 | PA      | $99533.86     | 0.07%             | 2032-02-10      | Floating      | 5.97%                 | 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        |     145000 | PA      | $33309.43     | 0.02%             | 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        |     139000 | PA      | $37795.17     | 0.03%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen       | MUENCHENER RUECKVERSICHERUNGS- SUBORDINATED REGS 05/42 VAR          | CUSIP: BW6733859<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     200000 | PA      | $208833.55    | 0.15%             | 2042-05-23      | Variable      | 5.88%                 | 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        |    1747300 | PA      | $82705.05     | 0.06%             | 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        | 2096000000 | PA      | $132056.40    | 0.09%             | 2033-02-15      | Fixed         | 7.00%                 | 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        |  325000000 | PA      | $20609.97     | 0.01%             | 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        |    3495000 | PA      | $129222.17    | 0.09%             | 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        | 2656000000 | PA      | $169380.42    | 0.12%             | 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        |     340000 | PA      | $84441.59     | 0.06%             | 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        |    4861000 | PA      | $175317.82    | 0.12%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 05/34 7                          | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 05/34 7              | CUSIP: BZ8640485<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   10000000 | PA      | $12487.23     | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | 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      | $465115.15    | 0.33%             | 2038-11-26      | Fixed         | 6.50%                 | 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        |    3723000 | PA      | $2861070.76   | 2.00%             | 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        |    2327000 | PA      | $119141.74    | 0.08%             | 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        |     670000 | PA      | $31296.52     | 0.02%             | 2036-12-04      | Fixed         | 4.20%                 | 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        |      25000 | PA      | $7769.70      | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | 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        |     150000 | PA      | $49590.93     | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | 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      | $75542.40     | 0.05%             | 2050-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/34 7.75                                           | MEXICAN BONOS SR UNSECURED 11/34 7.75                               | CUSIP: EK1693424<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |       1000 | PA      | $51.50        | 0.00%             | 2034-11-23      | Fixed         | 7.75%                 | 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      | $-5733.26     | -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      | $-61289.51    | -0.04%            |  |  |  | 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      | $5132.27      | 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      | $1379.56      | 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      | $222.66       | 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      | $1622.77      | 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      | $-5.73        | -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      | $-32.14       | -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      | $-48.19       | -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      | $3890.37      | 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      | $-276.26      | -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      | $-34.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI WSTN 2023 MAUI B 144A                                      | WSTN TRUST 2023-MAUI WSTN 2023 MAUI B 144A                          | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30482.53     | 0.02%             | 2037-07-05      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| WBHT COMMERCIAL MORTGAGE TRUST WBHT 2025 WBM A 144A                             | WBHT COMMERCIAL MORTGAGE TRUST WBHT 2025 WBM A 144A                 | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100310.02    | 0.07%             | 2042-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc.                                                                    | WAYFAIR INC SR UNSECURED 09/27 3.25                                 | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |       4000 | PA      | $6655.11      | 0.00%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                            | JYSKE REALKREDIT A/S COVERED REGS 10/50 1                           | CUSIP: AX8961184<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      |
| Jyske Realkredit A/S                                                            | JYSKE REALKREDIT A/S COVERED 10/50 1                                | CUSIP: AZ0551053<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.14         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LITHUANIA GOVERNMENT INTERNATI SR UNSECURED REGS 07/50 0.5                      | LITHUANIA GOVERNMENT INTERNATI SR UNSECURED REGS 07/50 0.5          | CUSIP: BK5963198<br>LEI: N/A                  | Long             | DBT              | NUSS              | LT        |     245000 | PA      | $119618.72    | 0.08%             | 2050-07-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                         | STMICROELECTRONICS NV SR UNSECURED REGS 08/27 0.0000                | CUSIP: BK6867067<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     400000 | PA      | $388673.12    | 0.27%             | 2027-08-04      | None          | 0.00%                 | 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        |    3940000 | PA      | $124589.02    | 0.09%             | 2035-12-17      | Fixed         | 1.58%                 | 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        |     400000 | PA      | $423222.16    | 0.30%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA PREFERRED STOCK 07/79 5.75                                   | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        537 | NS      | $11873.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/56 VAR                                       | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62270.36     | 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        |      70000 | PA      | $65975.00     | 0.05%             | 2028-03-01      | None          | 0.00%                 | 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        |      15000 | PA      | $14415.00     | 0.01%             | 2027-08-01      | Fixed         | 0.50%                 | 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        |      33600 | PA      | $33878.25     | 0.02%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 10/30 1.125                                      | UNITED STATES TREASURY INFLATI 10/30 1.125                          | CUSIP: 91282CPH8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    4640103 | PA      | $4569012.09   | 3.20%             | 2030-10-15      | Fixed         | 1.12%                 | 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        |      52500 | PA      | $52438.48     | 0.04%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc.                                                             | UNITY SOFTWARE INC SR UNSECURED 144A 03/30 0.0000                   | CUSIP: 91332UAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $50575.00     | 0.04%             | 2030-03-15      | None          | 0.00%                 | 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        |      10000 | PA      | $8712.50      | 0.01%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | 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      | $15179.85     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL1 LLC VCAT 2025 NPL1 A1 144A                                       | VCAT 2025-NPL1 LLC VCAT 2025 NPL1 A1 144A                           | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      73810 | PA      | $74070.69     | 0.05%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc.                                                             | VARSITY BRANDS INC 2025 1ST LIEN TERM LOAN                          | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99749 | PA      | $100061.59    | 0.07%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                      | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8                | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $57002.71     | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | 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        |      15000 | PA      | $21180.00     | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 01/34 6.5            | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $61454.40     | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | 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      | $9121.30      | 0.01%             |  |  |  | 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      | $2732.95      | 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      | $-223.09      | -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      | $-133.85      | -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      | $-256.94      | -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      | $-325.73      | -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      | $-1186.52     | -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      | $27061.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-41163.89    | -0.03%            |  |  |  | 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      | $388.92       | 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      | $-680.12      | -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      | $-260.05      | -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      | $3066.45      | 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      | $1175.60      | 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      | $57.13        | 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      | $-5334.27     | -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      | $-108.17      | -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      | $73.90        | 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      | $-37.80       | -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      | $-488.71      | -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      | $-212.72      | -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      | $127.80       | 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      | $5919.88      | 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      | $-6456.16     | -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      | $-6241.45     | -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      | $-58156.20    | -0.04%            |  |  |  | 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      | $-50.07       | -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      | $34.81        | 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      | $8744.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                 | SALESFORCE INC SR UNSECURED 07/41 2.7                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      85000 | PA      | $61656.18     | 0.04%             | 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      | $123401.19    | 0.09%             | 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      | $63378.26     | 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        |      75000 | PA      | $75274.01     | 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        |     105000 | PA      | $104862.26    | 0.07%             | 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        |      15000 | PA      | $13802.08     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | 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        |      13000 | PA      | $43660.50     | 0.03%             | 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        |     190134 | PA      | $190688.93    | 0.13%             | 2031-07-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                                                             | SEMTECH CORP COMPANY GUAR 11/27 1.625                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      18000 | PA      | $36612.00     | 0.03%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                    | SIERRA PACIFIC POWER CO JR SUBORDINA 12/55 VAR                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123881.49    | 0.09%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| SLAM LTD SLAM 2024 1A A 144A                                                    | SLAM LTD SLAM 2024 1A A 144A                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      91972 | PA      | $93142.82     | 0.07%             | 2049-09-15      | Fixed         | 5.33%                 | 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      | $-20412.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                       | SNAP INC SR UNSECURED 03/28 0.125                                   | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     470000 | PA      | $425961.00    | 0.30%             | 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      | $20072.00     | 0.01%             | 2029-10-01      | None          | 0.00%                 | 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        |      18000 | PA      | $19462.50     | 0.01%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LUNAR 2021-1 STRUCTURED AIRCRA SOLRR 2021 1 A 144A                              | LUNAR 2021-1 STRUCTURED AIRCRA SOLRR 2021 1 A 144A                  | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     163720 | PA      | $156190.56    | 0.11%             | 2046-10-15      | Fixed         | 2.64%                 | 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      | $111.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-35384.75    | -0.02%            |  |  |  | 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        |     560000 | PA      | $141282.08    | 0.10%             | 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        |     917000 | PA      | $29090.94     | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | 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        |     215000 | PA      | $216545.85    | 0.15%             | 2032-09-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                        | VERSANT MEDIA GROUP INC TERM LOAN B                                 | CUSIP: BA000R742<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $99938.00     | 0.07%             | 2031-01-30      | Floating      | 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      | $-967.46      | -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      | $-312.06      | -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      | $-23506.35    | -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      | $142.73       | 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      | $7503.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-128.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 144A 08/28 3                    | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     725000 | PA      | $733845.00    | 0.51%             | 2028-08-01      | Fixed         | 3.00%                 | 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        |      25000 | PA      | $27002.60     | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/55 6.834               | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $100784.19    | 0.07%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/51 3.7                 | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $37765.91     | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/61 3.85                | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $137059.35    | 0.10%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/53 5.25                | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $59313.41     | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Cheesecake Factory Incorporated                                             | CHEESECAKE FACTORY INC/THE SR UNSECURED 144A 03/30 2                | CUSIP: 163072AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63667.50     | 0.04%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                     | CHOBANI LLC 2025 TERM LOAN B                                        | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     200000 | PA      | $200800.00    | 0.14%             | 2032-10-28      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                               | CINEMARK USA INC 2025 TERM LOAN B                                   | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     121597 | PA      | $121605.25    | 0.09%             | 2030-05-24      | Floating      | 5.95%                 | 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      | $-548.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $3528.50      | 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      | $-129.59      | -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      | $-432.04      | -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      | $9.28         | 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      | $-3671.96     | -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      | $2255.32      | 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      | $-334.71      | -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      | $-131505.47   | -0.09%            |  |  |  | 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      | $20488.03     | 0.01%             |  |  |  | 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      | $-8535.76     | -0.01%            |  |  |  | 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      | $-1947.39     | -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      | $-770.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $25.40        | 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      | $-2696.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $2693.50      | 0.00%             |  |  |  | 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        |      10000 | PA      | $10184.83     | 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      | $62303.58     | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                              | CISCO SYSTEMS INC SR UNSECURED 02/55 5.5                            | CUSIP: 17275RCA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $123589.60    | 0.09%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/99 VAR                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40892.25     | 0.03%             | 2028-11-15      | Variable      | 7.62%                 | 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        |      47000 | PA      | $47186.04     | 0.03%             | 2045-09-25      | Floating      | 5.72%                 | 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      | $-22430.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC JR SUBORDINA 12/99 VAR                                            | CITIGROUP INC JR SUBORDINA 12/99 VAR                                | CUSIP: 172967QJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101627.18    | 0.07%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/99 VAR                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128871.88    | 0.09%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/99 VAR                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129888.14    | 0.09%             | 2030-08-15      | Variable      | 6.88%                 | 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        |        130 | NS      | $3425.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK VAR                    | CUSIP: 174610808<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      23525 | NS      | $597299.75    | 0.42%             |  |  |  | No            |                  1 | 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        |      15000 | PA      | $15622.66     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | 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        |     140615 | PA      | $142452.61    | 0.10%             | 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        |     113552 | PA      | $118334.65    | 0.08%             | 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        |     118140 | PA      | $123041.85    | 0.09%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 437 C8                                | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106088 | PA      | $16050.89     | 0.01%             | 2052-06-25      | Fixed         | 2.50%                 | 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        |      89204 | PA      | $11170.31     | 0.01%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 400 C4                                       | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     120375 | PA      | $21750.22     | 0.02%             | 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        |     105018 | PA      | $16225.41     | 0.01%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                            | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $218171.87    | 0.15%             | 2030-04-15      | Fixed         | 8.00%                 | 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        |      20000 | PA      | $19270.00     | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33810.01     | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8                 | CUSIP: 760942BJ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    1212000 | PA      | $31953.22     | 0.02%             | 2035-10-29      | Fixed         | 8.00%                 | 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        |     490000 | PA      | $488383.00    | 0.34%             | 2029-03-15      | Fixed         | 4.12%                 | 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      | $-40968.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SEK/BOUGHT USD                                                             | SOLD SEK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-13349.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                         | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97552 | PA      | $3414.90      | 0.00%             | 2030-11-25      | Variable      | 0.87%                 | 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        |     993349 | PA      | $21250.32     | 0.01%             | 2029-11-25      | Variable      | 0.63%                 | 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        |     424680 | PA      | $1420.60      | 0.00%             | 2026-10-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/55 FIXED 5.5                                 | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58117 | PA      | $58946.39     | 0.04%             | 2055-09-01      | Fixed         | 5.50%                 | 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      | $125026.25    | 0.09%             | 2032-11-05      | Floating      | 5.57%                 | 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      | $4336.97      | 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      | $251.24       | 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      | $-146.55      | -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      | $-2104.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 08/33 6.375                          | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30413.13     | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                              | NVIDIA CORP SR UNSECURED 04/50 3.5                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     170000 | PA      | $125808.19    | 0.09%             | 2050-04-01      | Fixed         | 3.50%                 | 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      | $100207.67    | 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        |     115000 | PA      | $108790.00    | 0.08%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLE ODART 2025 1A D 144A                             | ONEMAIN DIRECT AUTO RECEIVABLE ODART 2025 1A D 144A                 | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102559.50    | 0.07%             | 2037-07-14      | Fixed         | 6.10%                 | 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        |      70000 | PA      | $66373.55     | 0.05%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                       | ORYX MDSTRM SER PER BASIN LLC 2025 TERM LOAN B                      | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      95113 | PA      | $95479.06     | 0.07%             | 2028-10-05      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL1 TRUST PRET 2025 RPL1 A1 144A                                     | PRET 2025-RPL1 TRUST PRET 2025 RPL1 A1 144A                         | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91560 | PA      | $89705.15     | 0.06%             | 2069-07-25      | Variable      | 4.00%                 | 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        |      92420 | PA      | $92568.51     | 0.06%             | 2028-08-25      | Variable      | 5.77%                 | 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      | $249403.25    | 0.17%             | 2033-02-15      | Floating      | 6.10%                 | 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        |      34000 | PA      | $34952.00     | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | 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        |      70000 | PA      | $63516.77     | 0.04%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                            | PAYPAL HOLDINGS INC SR UNSECURED 06/62 5.25                         | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64244.48     | 0.04%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 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      | $13892.29     | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                                | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875        | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $9422.05      | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | 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        |       5000 | PA      | $5211.68      | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | 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        |      45000 | PA      | $44518.53     | 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        |      20000 | PA      | $20948.58     | 0.01%             | 2029-12-15      | Fixed         | 10.50%                | 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      | $95474.27     | 0.07%             | 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      | $99496.50     | 0.07%             | 2041-05-17      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc.                                                                | RINGCENTRAL INC SR UNSECURED 03/26 0.00000                          | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69160.00     | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Rivian Automotive Inc.                                                          | RIVIAN AUTOMOTIVE INC SR UNSECURED 10/30 3.625                      | CUSIP: 76954AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $39200.00     | 0.03%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                           | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                        | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10426.19     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | 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        |      15000 | PA      | $14699.67     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                            | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                         | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7218.10      | 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        |      20000 | PA      | $21106.40     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | 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      | $250180.75    | 0.18%             | 2034-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                      | ROGERS COMMUNICATIONS INC COMPANY GUAR 10/43 5.45                   | CUSIP: 775109AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      65000 | PA      | $61267.92     | 0.04%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                      | ROGERS COMMUNICATIONS INC COMPANY GUAR 03/44 5                      | CUSIP: 775109BB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      70000 | PA      | $62417.09     | 0.04%             | 2044-03-15      | Fixed         | 5.00%                 | 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      | $18370.07     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | 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        |      50000 | PA      | $33982.39     | 0.02%             | 2027-12-07      | Fixed         | 0.70%                 | 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      | $53297.27     | 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        |     260000 | PA      | $23725.00     | 0.02%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                                        | HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                            | CUSIP: BN4274674<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   10250000 | PA      | $22458.18     | 0.02%             | 2034-06-22      | Fixed         | 2.25%                 | 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        |  499700000 | PA      | $81886.62     | 0.06%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS BONDS 11/31 2.75                                               | MEXICAN UDIBONOS BONDS 11/31 2.75                                   | CUSIP: BN8404384<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4216577 | PA      | $211773.69    | 0.15%             | 2031-11-27      | Fixed         | 2.75%                 | 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        |     108000 | PA      | $28722.47     | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/30 8                                           | ROMANIA GOVERNMENT BOND BONDS 04/30 8                               | CUSIP: ZM1054521<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     150000 | PA      | $36249.10     | 0.03%             | 2030-04-29      | Fixed         | 8.00%                 | 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        |  188300000 | PA      | $50029.00     | 0.04%             | 2033-02-09      | Fixed         | 13.25%                | 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        |     128900 | PA      | $6657.56      | 0.00%             | 2033-05-26      | Fixed         | 7.50%                 | 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        |     453000 | PA      | $107747.46    | 0.08%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                         | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/30 3.875          | CUSIP: ZO9642588<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |     290000 | PA      | $27187.50     | 0.02%             | 2030-10-22      | None          | 0.00%                 | 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        |    3149000 | PA      | $504653.79    | 0.35%             | 2031-01-01      | Fixed         | 10.00%                | 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        |     270000 | PA      | $66293.80     | 0.05%             | 2040-05-22      | Fixed         | 3.76%                 | 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        |     111000 | PA      | $29276.09     | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | 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        |     570000 | PA      | $114042.01    | 0.08%             | 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      | $0.12         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOLD SEK/BOUGHT USD                                                             | SOLD SEK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $1099.14      | 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      | $-1079.38     | -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      | $831.32       | 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      | $-777.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $63066.76     | 0.04%             | 2084-01-15      | Variable      | 8.50%                 | 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        |       7000 | PA      | $7231.00      | 0.01%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Strategy Inc                                                                    | STRATEGY INC SR UNSECURED 144A 03/30 0.0000                         | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      23000 | PA      | $19837.50     | 0.01%             | 2030-03-01      | None          | 0.00%                 | 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        |     102000 | PA      | $99970.20     | 0.07%             | 2030-06-01      | Fixed         | 0.75%                 | 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        |  104270000 | PA      | $1137295.48   | 0.80%             | 2035-05-05      | Fixed         | 6.33%                 | 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      | $194022.00    | 0.14%             | 2035-05-13      | Fixed         | 7.50%                 | 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      | $117745.71    | 0.08%             | 2031-11-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                                  | JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                      | CUSIP: YP2851598<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   95900000 | PA      | $502013.75    | 0.35%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWENTY YEAR B BONDS 03/45 2.4                                  | JAPAN GOVERNMENT TWENTY YEAR B BONDS 03/45 2.4                      | CUSIP: YP6200214<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  125550000 | PA      | $740771.24    | 0.52%             | 2045-03-20      | Fixed         | 2.40%                 | 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        |     380000 | PA      | $18087.79     | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | 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        | 6066450000 | PA      | $3944658.08   | 2.76%             | 2035-06-10      | Fixed         | 2.62%                 | 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        |    6000000 | PA      | $66236.76     | 0.05%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                                  | REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                      | CUSIP: ZD5986595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     251000 | PA      | $71137.80     | 0.05%             | 2029-07-25      | Fixed         | 4.75%                 | 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        |     470000 | PA      | $20931.26     | 0.01%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC. 2023 TERM LOAN J                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     162608 | PA      | $163160.57    | 0.11%             | 2031-02-28      | Floating      | 6.22%                 | 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        |     187500 | PA      | $195920.25    | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | 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        |      20000 | PA      | $24590.00     | 0.02%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                             | TRONOX INC COMPANY GUAR 144A 03/29 4.625                            | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $52504.24     | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| 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      | $99990.01     | 0.07%             | 2042-09-18      | Floating      | 5.78%                 | 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        |      20000 | PA      | $21124.68     | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | 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      | $45987.05     | 0.03%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                        | UKG INC 2024 TERM LOAN B                                            | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98752 | PA      | $98792.00     | 0.07%             | 2031-02-10      | Floating      | 6.34%                 | 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        |      15000 | PA      | $15165.00     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| USI Inc.                                                                        | USI INC 2024 TERM LOAN D                                            | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     195312 | PA      | $195694.64    | 0.14%             | 2029-11-21      | 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        |      20000 | PA      | $25940.00     | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                                    | NUTANIX INC SR UNSECURED 12/29 0.5                                  | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     140000 | PA      | $135030.00    | 0.09%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B5 MORTGAGE TRU BMARK 2018 B5 C                                  | BENCHMARK 2018-B5 MORTGAGE TRU BMARK 2018 B5 C                      | CUSIP: 08160BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $79445.82     | 0.06%             | 2051-07-15      | Variable      | 4.60%                 | 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        |      60000 | PA      | $54862.52     | 0.04%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 AM                                 | BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 AM                     | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $82834.80     | 0.06%             | 2051-01-15      | Variable      | 3.88%                 | 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      | $251044.00    | 0.18%             | 2035-04-20      | Floating      | 5.63%                 | 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        |      20000 | PA      | $20544.31     | 0.01%             | 2057-03-15      | Fixed         | 6.67%                 | 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        |     164509 | PA      | $164828.09    | 0.12%             | 2031-06-07      | Floating      | 7.11%                 | 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      | $9520.82      | 0.01%             |  |  |  | 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      | $3739.37      | 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      | $1893.56      | 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      | $4943.11      | 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      | $-933.18      | -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      | $-1396.25     | -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      | $-1299.47     | -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      | $-284.23      | -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      | $412.23       | 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      | $-1702.69     | -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      | $-2195.83     | -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      | $-432.69      | -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      | $-4.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY PREFERRED STOCK 6.625                                | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       2850 | NS      | $74470.50     | 0.05%             |  |  |  | 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        |      25000 | PA      | $25135.15     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | 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      | $158.15       | 0.00%             |  |  |  | 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      | $877.96       | 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      | $5678.33      | 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      | $2467.39      | 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      | $-122.73      | -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      | $-980.92      | -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      | $95.07        | 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      | $125.92       | 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      | $4.92         | 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      | $-21.18       | -0.00%            |  |  |  | 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        |      70000 | PA      | $70991.54     | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |      99748 | PA      | $91737.34     | 0.06%             | 2029-03-01      | Floating      | 6.72%                 | 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        |      16858 | PA      | $16903.24     | 0.01%             | 2028-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8277000 | PA      | $8500738.07   | 5.95%             | 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: 01F0606C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -8277000 | PA      | $-8500738.07  | -5.95%            | 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: 01F062614<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -825000 | PA      | $-857194.31   | -0.60%            | 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: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     825000 | PA      | $856872.06    | 0.60%             | 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: 01F0626C0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -825000 | PA      | $-856872.06   | -0.60%            | N/A             | Fixed         | 6.50%                 | 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        |      30000 | PA      | $28912.50     | 0.02%             | 2028-09-15      | None          | 0.00%                 | 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      | $114934.30    | 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      | $117560.41    | 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      | $103346.32    | 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        |     280000 | PA      | $312609.67    | 0.22%             | 2064-11-06      | Fixed         | 4.38%                 | 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        |      93000 | PA      | $96417.01     | 0.07%             | 2054-10-15      | Variable      | 7.20%                 | 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        |      75000 | PA      | $60089.06     | 0.04%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 06/60 2.7                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     110000 | PA      | $62186.50     | 0.04%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     130759 | NS      | $1308139.05   | 0.92%             |  |  |  | No            |                  1 | 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        |      81883 | PA      | $71795.57     | 0.05%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 C 144A                             | FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 C 144A                 | CUSIP: 33768NAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105000 | PA      | $104713.57    | 0.07%             | 2039-05-19      | Fixed         | 4.64%                 | 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        |     430000 | PA      | $456015.00    | 0.32%             | 2029-01-15      | Fixed         | 3.62%                 | 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        |     410000 | PA      | $441160.00    | 0.31%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                               | FLUOR CORP SR UNSECURED 08/29 1.125                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      37000 | PA      | $42150.40     | 0.03%             | 2029-08-15      | Fixed         | 1.12%                 | 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      | $99575.54     | 0.07%             | 2032-01-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                    | FORTRESS INTERMEDIATE 3 INC 2025 TERM LOAN B                        | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145391 | PA      | $145256.00    | 0.10%             | 2031-06-27      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Orange                                                                          | ORANGE SA SR UNSECURED 01/42 5.375                                  | CUSIP: 35177PAX5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     260000 | PA      | $254675.04    | 0.18%             | 2042-01-13      | Fixed         | 5.38%                 | 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        |      98045 | PA      | $97131.92     | 0.07%             | 2045-02-25      | Floating      | 5.92%                 | 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        |      60000 | PA      | $59966.26     | 0.04%             | 2045-07-25      | Floating      | 6.52%                 | 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        |      10000 | PA      | $10408.80     | 0.01%             | 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      | $103978.28    | 0.07%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                         | RFNA LP SR UNSECURED 144A 02/30 7.875                               | CUSIP: 74984AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $203409.68    | 0.14%             | 2030-02-15      | Fixed         | 7.88%                 | 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        |      17000 | PA      | $15912.00     | 0.01%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                            | REPLIGEN CORP SR UNSECURED 12/28 1                                  | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10925.00     | 0.01%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corporation                                                      | REPAY HOLDINGS CORP SR UNSECURED 144A 07/29 2.875                   | CUSIP: 76029LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $59283.00     | 0.04%             | 2029-07-15      | Fixed         | 2.88%                 | 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        |    2502000 | PA      | $71622.99     | 0.05%             | 2033-07-20      | Fixed         | 9.75%                 | 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        |       8000 | PA      | $8476.00      | 0.01%             | 2030-10-15      | None          | 0.00%                 | 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        |      11229 | NS      | $229857.63    | 0.16%             |  |  |  | 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        |      21000 | PA      | $21613.20     | 0.02%             | 2030-12-15      | Fixed         | 8.12%                 | 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        |      69300 | PA      | $70252.41     | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | 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        |      10000 | PA      | $10429.56     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | 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        |      50000 | PA      | $30.00        | 0.00%             | 2028-02-15      | None          | 0.00%                 | No            |                  3 | 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        |     390000 | PA      | $682.50       | 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        |      22000 | PA      | $18546.00     | 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      | $139842.35    | 0.10%             | 2031-04-21      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                         | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $49150.09     | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANCIAL PREFERRED STOCK VAR                             | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       3884 | NS      | $102110.36    | 0.07%             |  |  |  | No            |                  1 | 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        |      90000 | PA      | $89902.81     | 0.06%             | 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        |      20000 | PA      | $20622.35     | 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      | $10188.82     | 0.01%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding Designated Activity Company                         | BMS IRELAND CAPITAL FUNDING DA COMPANY GUAR 11/45 4.289             | CUSIP: 05594KAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     110000 | PA      | $126224.46    | 0.09%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | 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        |      60000 | PA      | $63448.27     | 0.04%             | 2056-12-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37 BANK 2021 BN37 XA                                               | BANK 2021-BNK37 BANK 2021 BN37 XA                                   | CUSIP: 06540LBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     981878 | PA      | $21165.65     | 0.01%             | 2064-11-15      | Variable      | 0.59%                 | 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        |      60000 | PA      | $58259.76     | 0.04%             | 2055-06-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                | BASIN ELECTRIC POWER COOPERATI 1ST MORTGAGE 144A 10/55 5.85         | CUSIP: 070101AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $97942.17     | 0.07%             | 2055-10-15      | Fixed         | 5.85%                 | 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      | $1300.50      | 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      | $780.30       | 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      | $3873.48      | 0.00%             |  |  |  | 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        |    1342449 | PA      | $1361596.42   | 0.95%             | 2055-12-01      | Fixed         | 5.50%                 | 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        |     190000 | PA      | $191517.45    | 0.13%             | 2041-09-25      | Floating      | 5.97%                 | 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        |     150397 | PA      | $150825.45    | 0.11%             | 2041-10-25      | Floating      | 5.37%                 | 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        |      15000 | PA      | $15764.24     | 0.01%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | 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        |      35000 | PA      | $37813.28     | 0.03%             | 2043-03-25      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A               | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175000 | PA      | $179050.94    | 0.13%             | 2042-01-25      | Floating      | 7.27%                 | 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      | $22375.00     | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                       | BAXTER INTERNATIONAL INC SR UNSECURED 12/51 3.132                   | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     250000 | PA      | $157140.85    | 0.11%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                       | BAXTER INTERNATIONAL INC SR UNSECURED 12/35 5.65                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131562.38    | 0.09%             | 2035-12-15      | Fixed         | 5.65%                 | 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        |      55000 | PA      | $55604.74     | 0.04%             | 2062-02-15      | Fixed         | 6.12%                 | 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      | $15790.68     | 0.01%             | 2042-01-25      | Floating      | 10.97%                | 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        |     470000 | PA      | $493001.10    | 0.34%             | 2042-03-25      | Floating      | 9.12%                 | 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      | $200477.96    | 0.14%             | 2032-04-30      | Floating      | 5.72%                 | 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        |      42000 | PA      | $44135.07     | 0.03%             | 2055-09-15      | Variable      | 7.00%                 | 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        |      20000 | PA      | $22529.44     | 0.02%             | 2043-04-25      | Floating      | 11.47%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-Dna5                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M2 144A               | CUSIP: 35564KYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $81001.05     | 0.06%             | 2042-06-25      | Floating      | 10.62%                | 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      | $1977.44      | 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 02/31 4.25         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $68913.76     | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA1 M2 144A               | CUSIP: 35564NBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $100947.87    | 0.07%             | 2044-02-25      | Floating      | 5.82%                 | 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        |      70000 | PA      | $69956.60     | 0.05%             | 2044-10-25      | Floating      | 5.32%                 | 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        |      35000 | PA      | $35000.09     | 0.02%             | 2045-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B1 144A               | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $37369.07     | 0.03%             | 2050-12-25      | Floating      | 6.87%                 | 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        |      37000 | PA      | $33815.86     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |      60000 | PA      | $56988.78     | 0.04%             | 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        |       6000 | PA      | $5340.00      | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 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        |      26000 | PA      | $23163.02     | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | 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        |      23958 | PA      | $24032.12     | 0.02%             | 2044-10-25      | Floating      | 6.32%                 | 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        |     305000 | PA      | $275643.75    | 0.19%             | 2030-02-01      | Fixed         | 2.50%                 | 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        |      15669 | PA      | $15409.76     | 0.01%             | 2047-02-10      | Variable      | 3.91%                 | 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        |      35000 | PA      | $33763.11     | 0.02%             | 2047-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                    | MH SUB I LLC 2023 TERM LOAN                                         | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57323 | PA      | $53167.42     | 0.04%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                    | MH SUB I LLC 2024 TERM LOAN B4                                      | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      38800 | PA      | $33095.09     | 0.02%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC15 Mortgage Trust                                                   | COMM 2014-LC15 MORTGAGE TRUST COMM 2014 LC15 D 144A                 | CUSIP: 12591TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75913 | PA      | $74472.29     | 0.05%             | 2047-04-10      | Variable      | 4.76%                 | 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        |       8000 | PA      | $8286.00      | 0.01%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 11/49 3.25                                  | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $63884.18     | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | 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        |      20000 | PA      | $18948.41     | 0.01%             | 2031-01-15      | Fixed         | 12.75%                | 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        |      74864 | PA      | $74700.92     | 0.05%             | 2058-09-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Csmc 2021-Nqm6 Trust                                                            | CSMC 2021-NQM6 TRUST CSMC 2021 NQM6 A2 144A                         | CUSIP: 12662KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50901 | PA      | $43978.56     | 0.03%             | 2066-07-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP JR SUBORDINA 12/54 VAR                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39686.06     | 0.03%             | 2054-12-10      | Variable      | 6.75%                 | 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        |      46000 | PA      | $48256.21     | 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        |      11000 | PA      | $8951.80      | 0.01%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT CORP TERM LOAN B                              | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85575 | PA      | $84804.83     | 0.06%             | 2030-02-06      | Floating      | 5.97%                 | 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        |     564359 | NS      | $564358.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                                               | SM ENERGY CO SR UNSECURED 144A 08/29 6.75                           | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15110.13     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc.                                                                 | TETRA TECH INC SR UNSECURED 08/28 2.25                              | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |      60000 | PA      | $65022.00     | 0.05%             | 2028-08-15      | Fixed         | 2.25%                 | 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        |      13000 | PA      | $11732.50     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR                    | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $61846.80     | 0.04%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 08/76 VAR                            | CUSIP: 89356BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      41000 | PA      | $41050.18     | 0.03%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                            | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     144000 | PA      | $142225.14    | 0.10%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLT CII LLC VOLT 2021 NP11 A1 144A                                             | VOLT CII LLC VOLT 2021 NP11 A1 144A                                 | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26043 | PA      | $26040.49     | 0.02%             | 2051-08-25      | Variable      | 5.87%                 | 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      | $6935.22      | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | 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      | $250019.75    | 0.17%             | 2033-04-18      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC PREFERRED STOCK 09/69 6.25                         | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       1029 | NS      | $25776.45     | 0.02%             |  |  |  | No            |                  1 | 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        |       1997 | NS      | $46829.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC PREFERRED STOCK 06/70 5.5                          | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       2199 | NS      | $50928.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2I 144A                         | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85000 | PA      | $84523.29     | 0.06%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | 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        |     140000 | PA      | $146020.98    | 0.10%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc.                                                             | TELADOC HEALTH INC SR UNSECURED 06/27 1.25                          | CUSIP: 87918AAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $218500.00    | 0.15%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                               | TELUS CORP JR SUBORDINA 10/55 VAR                                   | CUSIP: 87971MCM3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      84000 | PA      | $87442.32     | 0.06%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                               | TELUS CORP JR SUBORDINA 06/56 VAR                                   | CUSIP: 87971MCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     130000 | PA      | $130215.68    | 0.09%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                               | TELUS CORP JR SUBORDINA 06/56 VAR                                   | CUSIP: 87971MCR2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     155000 | PA      | $154848.47    | 0.11%             | 2056-06-09      | Variable      | 6.62%                 | 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      | $32435.22     | 0.02%             |  |  |  | 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      | $178.89       | 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      | $239.43       | 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      | $700.62       | 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      | $-4702.33     | -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      | $4737.70      | 0.00%             |  |  |  | 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        |      30000 | PA      | $30036.50     | 0.02%             | 2045-02-25      | Floating      | 5.52%                 | 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        |      15000 | PA      | $15802.18     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                                            | DENTSPLY SIRONA INC JR SUBORDINA 09/55 VAR                          | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      65000 | PA      | $60848.48     | 0.04%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM AG SR UNSECURED 144A 01/50 3.625                   | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $108150.98    | 0.08%             | 2050-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      14000 | PA      | $14133.01     | 0.01%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA2 A1 144A               | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14750 | PA      | $14782.87     | 0.01%             | 2045-05-25      | Floating      | 4.97%                 | 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        |      30000 | PA      | $30080.03     | 0.02%             | 2045-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA4 M2 144A               | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125000 | PA      | $125554.58    | 0.09%             | 2045-10-25      | Floating      | 5.42%                 | 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        |      20000 | PA      | $21481.14     | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375         | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5263.32      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875         | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7248.94      | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | 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        |      65586 | PA      | $65371.98     | 0.05%             | 2067-02-25      | Variable      | 4.21%                 | 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      | $101093.25    | 0.07%             | 2041-03-10      | Variable      | 5.31%                 | 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        |      18000 | PA      | $17798.40     | 0.01%             | 2030-04-01      | None          | 0.00%                 | 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        |     395000 | PA      | $354315.00    | 0.25%             | 2031-03-01      | Fixed         | 1.50%                 | 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      | $9546.66      | 0.01%             | 2030-05-15      | Fixed         | 6.88%                 | 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        |     175000 | PA      | $168404.12    | 0.12%             | 2030-10-01      | Fixed         | 7.38%                 | 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        |     965000 | PA      | $960947.00    | 0.67%             | 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        |     210000 | PA      | $217717.83    | 0.15%             | 2028-06-01      | Fixed         | 9.38%                 | 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        |     180000 | PA      | $171815.00    | 0.12%             | 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        |      25000 | PA      | $25877.10     | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                                                    | APELLIS PHARMACEUTICALS INC SR UNSECURED 09/26 3.5                  | CUSIP: 03753UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $61612.50     | 0.04%             | 2026-09-15      | Fixed         | 3.50%                 | 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      | $250155.75    | 0.18%             | 2033-01-20      | Floating      | 9.38%                 | 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      | $124881.08    | 0.09%             | 2060-08-20      | Fixed         | 2.55%                 | 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        |       1196 | NS      | $60278.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR                | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     480000 | PA      | $357120.00    | 0.25%             | 2035-07-09      | Variable      | 4.12%                 | 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        |     515000 | PA      | $51.50        | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                             | LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25                    | CUSIP: 05552BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $20699.78     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | 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        |      20000 | PA      | $20558.42     | 0.01%             | 2057-03-15      | Variable      | 6.64%                 | 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        |     280000 | PA      | $318823.06    | 0.22%             | 2055-11-10      | Fixed         | 4.58%                 | 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      | $100249.08    | 0.07%             | 2042-12-15      | Floating      | 6.16%                 | 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      | $509.71       | 0.00%             |  |  |  | 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        |      89933 | PA      | $89002.45     | 0.06%             | 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        |      47584 | PA      | $41252.40     | 0.03%             | 2051-08-20      | Fixed         | 2.64%                 | 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        |      34000 | PA      | $35440.65     | 0.02%             | 2055-03-01      | Variable      | 7.62%                 | 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        |       3306 | NS      | $83972.40     | 0.06%             |  |  |  | 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      | $32010.00     | 0.02%             | 2027-06-15      | Fixed         | 4.50%                 | 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        |    1050000 | PA      | $1047900.00   | 0.73%             | 2028-06-15      | Fixed         | 3.25%                 | 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        |      20000 | PA      | $22700.00     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 11/27 0.25                                   | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69337.50     | 0.05%             | 2027-11-01      | Fixed         | 0.25%                 | 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        |      23000 | PA      | $22866.16     | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | 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        |      15000 | PA      | $16008.12     | 0.01%             | 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        |      75178 | PA      | $74995.98     | 0.05%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                                 | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      33000 | PA      | $27386.02     | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 08/55 6                                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     105000 | PA      | $92587.78     | 0.06%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/55 5.95                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     130000 | PA      | $115181.85    | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Orange                                                                          | ORANGE SA SR UNSECURED 02/44 5.5                                    | CUSIP: 685218AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      65000 | PA      | $64044.10     | 0.04%             | 2044-02-06      | Fixed         | 5.50%                 | 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        |     103662 | PA      | $106114.65    | 0.07%             | 2028-09-25      | Floating      | 16.24%                | 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        |      29562 | PA      | $30467.78     | 0.02%             | 2028-10-25      | Floating      | 15.74%                | 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        |      29478 | PA      | $30824.71     | 0.02%             | 2029-01-25      | Floating      | 14.24%                | 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        |      34455 | PA      | $36421.55     | 0.03%             | 2029-04-25      | Floating      | 13.24%                | 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        |     407943 | PA      | $419038.08    | 0.29%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 60 NI                                                | FANNIE MAE REMICS FNR 2020 60 NI                                    | CUSIP: 3136BBVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76799 | PA      | $15608.23     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 3 NI                                                 | FANNIE MAE REMICS FNR 2021 3 NI                                     | CUSIP: 3136BDQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185727 | PA      | $27998.70     | 0.02%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 67 IG                                                | FANNIE MAE REMICS FNR 2021 67 IG                                    | CUSIP: 3136BJDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108832 | PA      | $17733.72     | 0.01%             | 2051-10-25      | Fixed         | 3.00%                 | 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        |      81913 | PA      | $9977.24      | 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        |     234455 | PA      | $234861.24    | 0.16%             | 2051-07-25      | Fixed         | 5.00%                 | 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        |     172824 | PA      | $6150.98      | 0.00%             | 2054-12-25      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 22 AZ                                                | FANNIE MAE REMICS FNR 2025 22 AZ                                    | CUSIP: 3136BVNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186843 | PA      | $178605.28    | 0.12%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 44 ZA                                                | FANNIE MAE REMICS FNR 2025 44 ZA                                    | CUSIP: 3136BWCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185316 | PA      | $170109.32    | 0.12%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4446 BI                                                  | FREDDIE MAC REMICS FHR 4446 BI                                      | CUSIP: 3137BHAD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51866 | PA      | $9405.47      | 0.01%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X3                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X3                         | CUSIP: 3137F72E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135000 | PA      | $5319.20      | 0.00%             | 2047-11-25      | Variable      | 2.48%                 | 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        |     144386 | PA      | $20562.79     | 0.01%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3                         | CUSIP: 3137FRUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     490000 | PA      | $32272.38     | 0.02%             | 2048-03-25      | Variable      | 1.91%                 | 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        |      99184 | PA      | $18694.68     | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3                         | CUSIP: 3137H0GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $5509.73      | 0.00%             | 2028-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3                         | CUSIP: 3137H13S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165000 | PA      | $23368.03     | 0.02%             | 2031-05-25      | Variable      | 3.16%                 | 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        |      78784 | PA      | $13999.30     | 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        |     108469 | PA      | $7745.86      | 0.01%             | 2054-10-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5543 DZ                                                  | FREDDIE MAC REMICS FHR 5543 DZ                                      | CUSIP: 3137HLL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     195611 | PA      | $187213.67    | 0.13%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 410 C8                                | CUSIP: 31395QCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68178 | PA      | $5091.39      | 0.00%             | 2032-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                                                      | FIVE9 INC SR UNSECURED 03/29 1                                      | CUSIP: 338307AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $197450.00    | 0.14%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 23 LLC                                                             | FLATIRON CLO 23 LLC FLAT 2023 1A CR 144A                            | CUSIP: 33883DAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $250364.25    | 0.18%             | 2036-04-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| US LONG BONDCBT 0326                                                            | US LONG BONDCBT 0326                                                | CUSIP: ADI30KFY2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          9 | NC      | $-2857.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0326                                                           | US 10YR NOTE CBT 0326                                               | CUSIP: ADI30KFZ9<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         63 | NC      | $-45809.42    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| US ULTRA BOND CBT 0326                                                          | US ULTRA BOND CBT 0326                                              | CUSIP: ADI30KG47<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         20 | NC      | $1281.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0326                                                            | US 5YR NOTE CBT 0326                                                | CUSIP: ADI30KNN7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         37 | NC      | $-890.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0326                                                            | US 2YR NOTE CBT 0326                                                | CUSIP: ADI30KNP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         13 | NC      | $268.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0326                                                          | US 10YR ULTRA FUT 0326                                              | CUSIP: ADI30KQQ7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         33 | NC      | $-29554.69    | -0.02%            |  |  |  | No            |                  1 | 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 SR UNSECURED 02/37 3.75                                           | COLOMBIAN TES SR UNSECURED 02/37 3.75                               | CUSIP: AX5504979<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 3079686538 | PA      | $633918.36    | 0.44%             | 2037-02-25      | Fixed         | 3.75%                 | 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        |   14890000 | PA      | $1320209.16   | 0.92%             | 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        |    1270000 | PA      | $52543.09     | 0.04%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Smart Insight International Limited                                             | SMART INSIGHT INTERNATIONAL LT SR SECURED REGS 12/23 4.5            | CUSIP: BGKT2PII3<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    2000000 | PA      | $23256.71     | 0.02%             | 2023-12-05      | None          | 0.00%                 | 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        |    1530000 | PA      | $48698.62     | 0.03%             | 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        |     520000 | PA      | $534468.83    | 0.37%             | 2032-04-28      | Fixed         | 1.62%                 | 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        |    5320000 | PA      | $3028336.75   | 2.12%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRENCH REPUBLIC GOVERNMENT BON BONDS 144A REGS 03/36 0.1                        | FRENCH REPUBLIC GOVERNMENT BON BONDS 144A REGS 03/36 0.1            | CUSIP: BK4342782<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |    1447060 | PA      | $1421552.53   | 0.99%             | 2036-03-01      | Fixed         | 0.10%                 | 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        |    7195000 | PA      | $2425375.85   | 1.70%             | 2051-06-21      | Fixed         | 1.75%                 | 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      | $1770.28      | 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      | $1666.07      | 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      | $48327.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $4153.96      | 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      | $-26010.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $52.54        | 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      | $-78.71       | -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      | $-3091.70     | -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      | $16.88        | 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      | $106.53       | 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      | $5.27         | 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      | $-30.32       | -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      | $44.22        | 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      | $-15621.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $25.99        | 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      | $-8091.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $2871.54      | 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      | $18.62        | 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      | $75.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3602.09     | -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      | $3598.19      | 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      | $19.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc.                                                                       | OKTA INC SR UNSECURED 06/26 0.375                                   | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63440.00     | 0.04%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Olin Corporation                                                                | OLIN CORP SR UNSECURED 144A 04/33 6.625                             | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94284.54     | 0.07%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP PREFERRED STOCK 12/27 6                                 | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        690 | NS      | $28290.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP SR SECURED 12/27 4.25                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     545000 | PA      | $560042.00    | 0.39%             | 2027-12-01      | Fixed         | 4.25%                 | 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        |     760000 | PA      | $761162.17    | 0.53%             | 2030-12-01      | Fixed         | 3.00%                 | 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        |      90203 | PA      | $90371.46     | 0.06%             | 2030-05-25      | Variable      | 6.47%                 | 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      | $100043.04    | 0.07%             | 2055-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125                           | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125               | CUSIP: BN7082231<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    1121890 | PA      | $928585.35    | 0.65%             | 2051-03-22      | Fixed         | 0.12%                 | 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        |   42940000 | PA      | $3677580.75   | 2.57%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 12/31 2                       | CUSIP: BP2211780<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    4406000 | PA      | $145155.76    | 0.10%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                                   | GLP PTE LTD SUBORDINATED REGS 12/99 VAR                             | CUSIP: BP4634864<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     200000 | PA      | $134275.86    | 0.09%             | 2026-05-17      | Variable      | 4.50%                 | 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        |    1260000 | PA      | $43817.81     | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                              | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                  | CUSIP: ZF1597342<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     579000 | PA      | $82623.58     | 0.06%             | 2028-01-01      | None          | 0.00%                 | 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        |    1783000 | PA      | $196820.29    | 0.14%             | 2030-01-01      | None          | 0.00%                 | 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      | $149387.13    | 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        |    6355840 | PA      | $143488.40    | 0.10%             | 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      | $17472.03     | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625                         | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625             | CUSIP: ZL9255643<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     627000 | PA      | $47740.45     | 0.03%             | 2053-03-31      | Fixed         | 11.62%                | 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        |   15870000 | PA      | $1464643.21   | 1.02%             | 2033-08-15      | Fixed         | 3.00%                 | 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        |     384000 | PA      | $114214.82    | 0.08%             | 2033-10-25      | Fixed         | 6.00%                 | 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        |     315000 | PA      | $9745.66      | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | 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      | $496.53       | 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      | $831.17       | 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      | $-200.34      | -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      | $238.06       | 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      | $287.52       | 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      | $581.58       | 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      | $-4734.06     | -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      | $-3483.18     | -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      | $-3552.84     | -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        |    2365000 | PA      | $24683.27     | 0.02%             |  |  |  | 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      | $-1202.07     | -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        |    1390000 | PA      | $-18999.91    | -0.01%            |  |  |  | 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        |   14770000 | PA      | $-210383.88   | -0.15%            |  |  |  | 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        |     915000 | PA      | $-3549.29     | -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        |    1525000 | PA      | $-5915.48     | -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        |    1700000 | PA      | $-8960.70     | -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        |    1720000 | PA      | $-8402.20     | -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        |    4480000 | PA      | $9130.24      | 0.01%             |  |  |  | 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        |    2490000 | PA      | $-21322.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS AUD R 4.53 20260318-20310318                                                | IRS AUD R 4.53 20260318-20310318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |   17400000 | PA      | $10861.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS EUR R 3.40 20410320-20560320                                                | IRS EUR R 3.40 20410320-20560320                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |    1550000 | PA      | $-1087.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS EUR R 3.40 20410320-20560320                                                | IRS EUR R 3.40 20410320-20560320                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |    1030000 | PA      | $-1301.12     | -0.00%            |  |  |  | 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        | 2298720000 | PA      | $-801.54      | -0.00%            |  |  |  | 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        |   31000000 | PA      | $-24437.11    | -0.02%            |  |  |  | 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        |   38430000 | PA      | $-5577.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.19 20260318-20360318                                                | IRS NOK R 4.19 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   21190000 | PA      | $7026.96      | 0.00%             |  |  |  | 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        |    2280000 | PA      | $-75089.52    | -0.05%            |  |  |  | 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        |   21340000 | PA      | $477.91       | 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        |   10650000 | PA      | $193.09       | 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        |   21680000 | PA      | $-2012.83     | -0.00%            |  |  |  | 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        |   23960000 | PA      | $-56049.01    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS HUF P 6.79 20260318-20360318                                                | IRS HUF P 6.79 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | HU        |   38710000 | PA      | $-2399.36     | -0.00%            |  |  |  | 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        |    5650000 | PA      | $-11181.13    | -0.01%            |  |  |  | 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        |    3250000 | PA      | $-13702.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.6805 20260318-20360318                                              | IRS THB P 1.6805 20260318-20360318                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   17310000 | PA      | $-2610.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.6825 20260318-20360318                                              | IRS THB P 1.6825 20260318-20360318                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   17310000 | PA      | $-2710.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.73 20260318-20360318                                                | IRS THB P 1.73 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   13050000 | PA      | $-3840.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.73 20260318-20360318                                                | IRS THB P 1.73 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   46280000 | PA      | $-13619.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.739 20260318-20360318                                               | IRS THB P 1.739 20260318-20360318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   35490000 | PA      | $-11370.20    | -0.01%            |  |  |  | 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        |     450000 | PA      | $-4863.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS ZAR P 7.52 20260318-20360318                                                | IRS ZAR P 7.52 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | ZA        |    8220000 | PA      | $-2244.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS ZAR P 7.52 20260318-20360318                                                | IRS ZAR P 7.52 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | ZA        |    9145000 | PA      | $-2497.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF R 2.66 USD-CPI 20250814-20300814                                            | INF R 2.66 USD-CPI 20250814-20300814                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3510000 | PA      | $36387.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 1.64 USD-CPI 20200215-20500215                                            | INF P 1.64 USD-CPI 20200215-20500215                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     210000 | PA      | $46215.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 1.83 USD-CPI 20200215-20500215                                            | INF P 1.83 USD-CPI 20200215-20500215                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1700000 | PA      | $314818.99    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.44 USD-CPI 20250912-20550912                                            | INF P 2.44 USD-CPI 20250912-20550912                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1290000 | PA      | $-1622.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.56 USD-CPI 20250814-20350814                                            | INF P 2.56 USD-CPI 20250814-20350814                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3510000 | PA      | $-38216.88    | -0.03%            |  |  |  | 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        |     400000 | PA      | $30402.00     | 0.02%             |  |  |  | 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      | $-73891.27    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Barclays PLC P 100 20291220                                                 | CDS Barclays PLC P 100 20291220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     100000 | PA      | $-687.03      | -0.00%            |  |  |  | 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        |    7335000 | PA      | $79950.77     | 0.06%             |  |  |  | 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      | $2713.59      | 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      | $2713.59      | 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      | $2713.59      | 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      | $2713.59      | 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        |    2270000 | PA      | $-30767.13    | -0.02%            |  |  |  | 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      | $-3388.45     | -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      | $-3388.45     | -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      | $-3388.45     | -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      | $-3388.45     | -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      | $-3388.45     | -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        |    3160000 | PA      | $49630.64     | 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      | $4083.53      | 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      | $4083.53      | 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      | $4083.53      | 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      | $-9768.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Turkey P 100 20301220                                           | CDS Republic of Turkey P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | TR        |     545000 | PA      | $24762.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Turkey P 100 20301220                                           | CDS Republic of Turkey P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | TR        |     270000 | PA      | $12267.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS SOCIETE GENERALE P 100 20300620                                             | CDS SOCIETE GENERALE P 100 20300620                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |      15000 | PA      | $-49.70       | -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        |    2975000 | PA      | $-98797.37    | -0.07%            |  |  |  | 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        |    1610000 | PA      | $-7589.54     | -0.01%            |  |  |  | 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        |     705000 | PA      | $-53583.53    | -0.04%            |  |  |  | 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        |    8985000 | PA      | $-203790.58   | -0.14%            |  |  |  | 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        |    1565000 | PA      | $26287.30     | 0.02%             |  |  |  | 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      | $4367.22      | 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      | $4367.22      | 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      | $4367.22      | 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        |    3480000 | PA      | $-452517.91   | -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        |    8605000 | PA      | $-233607.03   | -0.16%            |  |  |  | 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        |    4185000 | PA      | $-15370.39    | -0.01%            |  |  |  | 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        |    1990000 | PA      | $-55691.15    | -0.04%            |  |  |  | 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      | $-50472.40    | -0.04%            |  |  |  | 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        |    1580000 | PA      | $37520.58     | 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        |     265000 | PA      | $6293.01      | 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      | $6174.27      | 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        |    2255000 | PA      | $-59103.32    | -0.04%            |  |  |  | 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      | $-6552.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20301220                                         | CDS Republic of Colombia P 100 20301220                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     255000 | PA      | $12011.01     | 0.01%             |  |  |  | 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        |    2030000 | PA      | $-28283.38    | -0.02%            |  |  |  | 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      | $-3483.18     | -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      | $-1202.07     | -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      | $-1202.07     | -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      | $-1202.07     | -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        |   10575000 | PA      | $-2468.30     | -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        |   10575000 | PA      | $-2612.06     | -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        |   11025000 | PA      | $-11223.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer