# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-26-000319
**Filing Date:** 2026-2
**Character Count:** 1372065
**Document Hash:** 879c7646e76dfcf11f155d5fe8f15d6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000319.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002066578-26-000319

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 26666369

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### Global Bond Fund (Series ID: S000014481)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000039452 | Investor      | GGBFX           |
| C000158246 | Institutional | GGBEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GuideStone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** Global Bond Fund

- **b. EDGAR series identifier (if any):** S000014481

- **c. LEI of Series:** 5493004FPJC35IONTV17

**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:** $730003137.51

**Total Liabilities:** $25273306.10

**Net Assets:** $704729831.41

**Delayed Delivery Securities:** $624808.27

**Cash Not Reported:** $1800030.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 42.752643904391 | **1-Year:** 8198.185569810598 | **5-Year:** 64690.034091195019 | **10-Year:** 102275.559130090898 | **30-Year:** 40474.529366039642

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

- **3-Month:** 342.258358412010 | **1-Year:** 7968.316408925601 | **5-Year:** 26517.769039004684 | **10-Year:** 29890.178062655550 | **30-Year:** 8895.695866966481

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039452 | -0.15%               | 0.36%                | 0.46%                |
| Class ID C000158246 | -0.01%               | 0.39%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-758405.36              | $-1653772.04                               |
| Month 2  | $357973.21               | $-346925.21                                |
| Month 3  | $-565573.63              | $674348.13                                 |

**Designated Index Information**

- **Index Name:** 70% LGA_INX / 15% EMBI_Plus / 15% LEH_HY2C

- **Index Identifier:** LGAINXGLOB

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Targa Resources Corp.                                                                            | TRGP 4.2 02/01/33                                                                        | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       167000 | PA      | $160214.79    | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 6 02/01/33 144A                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       177000 | PA      | $182122.89    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 3.625 04/15/52                                                                        | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       381000 | PA      | $279456.47    | 0.04%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.9 04/14/34 151                                                                    | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     26490000 | PA      | $1327170.47   | 0.19%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.45 09/15/34                                                                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       108000 | PA      | $111411.26    | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                             | AMNTEC 7.25 08/01/32 144A                                                                | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $421849.60    | 0.06%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/35 REGS                                                                   | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       206000 | PA      | $182207.00    | 0.03%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                          | NBR 8.875 08/15/31 144A                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       350000 | PA      | $339771.97    | 0.05%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Rossini S.a.r.l.                                                                                 | ROSINI 6.75 12/31/29 REGS                                                                | CUSIP: L7980HAE8<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       210000 | PA      | $259973.94    | 0.04%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                                    | ENAPCL 5.95 07/30/34 REGS                                                                | CUSIP: P37110AT3<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |       591000 | PA      | $619129.25    | 0.09%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| The Kroger Co.                                                                                   | KR 5.5 09/15/54                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       329000 | PA      | $314889.40    | 0.04%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.875 03/15/33 144A                                                                  | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       800000 | PA      | $826036.00    | 0.12%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.526 03/24/28 MTN                                                                  | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       162000 | PA      | $160992.89    | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co Ltd                                                                   | GALCLD 8.75 09/01/27 144A                                                                | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       500000 | PA      | $519073.50    | 0.07%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      7281832 | NS      | $7281831.67   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pachelbel Bidco S.p.A.                                                                           | MLTIVR 7.125 05/17/31 REGS                                                               | CUSIP: T7S3D8AB2<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $251552.26    | 0.04%             | 2031-05-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco PLC                                                                                  | AMBRFN 6.625 07/15/29 REGS                                                               | CUSIP: G02493AA5<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $520162.66    | 0.07%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 6.25 07/09/54 REGS                                                                 | CUSIP: X0645ADC3<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       392000 | PA      | $408158.53    | 0.06%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0486                                                                                | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1573903 | PA      | $1608055.50   | 0.23%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                                          | APAAU 2.5 03/15/36 EMTN                                                                  | CUSIP: Q04579AL4<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       305000 | PA      | $311948.69    | 0.04%             | 2036-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kaixo Bondco Telecom Sau                                                                         | LORCAT 5.125 09/30/29 REGS                                                               | CUSIP: E6S823AA4<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |       220000 | PA      | $262506.05    | 0.04%             | 2029-09-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/53                                                                          | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       322000 | PA      | $317547.35    | 0.05%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4 10/22/31                                                                           | CUSIP: G4527HF89<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       780000 | PA      | $1046575.18   | 0.15%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 5.375 02/08/35                                                                      | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       489000 | PA      | $500736.00    | 0.07%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Cousins Properties LP                                                                            | CUZ 5.875 10/01/34                                                                       | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |       196000 | PA      | $205432.98    | 0.03%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 5 03/05/37 13Y                                                                    | CUSIP: X0R483BD3<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       392000 | PA      | $391719.96    | 0.06%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Experian Finance plc                                                                             | EXPNLN 3.375 10/10/34 EMTN                                                               | CUSIP: G3257NAM8<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |       292000 | PA      | $335745.53    | 0.05%             | 2034-10-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 0.3 12/20/39 171                                                                     | CUSIP: J2S39K7J9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    193800000 | PA      | $918163.64    | 0.13%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                          | ZIGGO 5.125 02/28/30 144a                                                                | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $446940.44    | 0.06%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| LFS TopCo LLC                                                                                    | LENDMK 8.75 07/15/30 144A                                                                | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $302198.40    | 0.04%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Maxam Prill S.a r.l.                                                                             | MXPRLL 6 07/15/30 REGs                                                                   | CUSIP: L6264MAB2<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $360744.12    | 0.05%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                             | GGB 3.625 06/15/35                                                                       | CUSIP: X3R2CRAA0<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3371000 | PA      | $4022924.09   | 0.57%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 5.55 10/30/35 144A                                                                   | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       244000 | PA      | $250239.55    | 0.04%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Aramark International Finance Sarl                                                               | ARMK 4.375 04/15/33 REGS                                                                 | CUSIP: L63149AC9<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $117792.55    | 0.02%             | 2033-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                                      | SKX 10 07/15/33 144a                                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       400000 | PA      | $441815.60    | 0.06%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 3.13 11/21/29 INBK                                                                   | CUSIP: Y6S39BVU1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     21150000 | PA      | $3226798.54   | 0.46%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Transportes Aereos Portugueses SGPS SA                                                           | TAPTRA 5.125 11/15/29 REGS                                                               | CUSIP: X91910AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       100000 | PA      | $122495.41    | 0.02%             | 2029-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.7 04/01/55                                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       105000 | PA      | $104597.96    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                       | DKL 7.375 06/30/33 144A                                                                  | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |       500000 | PA      | $510567.50    | 0.07%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.622 04/01/31 MTN                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       501000 | PA      | $487325.65    | 0.07%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.75 03/15/32                                                                        | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       110000 | PA      | $113076.70    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB V3.75 03/20/33 EMTN                                                                  | CUSIP: G0R4HJAJ5<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       461000 | PA      | $549591.47    | 0.08%             | 2033-03-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.25 02/05/50                                                                        | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       391000 | PA      | $272195.24    | 0.04%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                                                  | DEATIR 8 02/01/28 144A                                                                   | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |       300000 | PA      | $301613.10    | 0.04%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                                                          | HYNMTR 6.375 04/08/30 144A                                                               | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       243000 | PA      | $259682.28    | 0.04%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MA 3.85 03/26/50                                                                         | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       226000 | PA      | $178389.76    | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.102 02/24/33                                                                       | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23073.22     | 0.00%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                                           | CAN 2 06/01/32                                                                           | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1384000 | PA      | $940964.72    | 0.13%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 4.95 04/15/52                                                                       | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       205000 | PA      | $176095.70    | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 5 01/15/33                                                                          | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |        56000 | PA      | $57001.39     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.338 05/04/53                                                                       | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       585000 | PA      | $559113.75    | 0.08%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp                                                                                      | WAB 5.611 03/11/34                                                                       | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       203000 | PA      | $214193.64    | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group                                                                             | Ryan Specialty Group Term Loan B 225 2031-09-04                                          | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |        22828 | PA      | $22896.55     | 0.00%             | 2031-09-11      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2024-RTL1                                                                             | ROC 2024-RTL1 A1                                                                         | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120000 | PA      | $121266.28    | 0.02%             | 2039-10-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                                     | BBCP 7.5 02/01/32 144A                                                                   | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $306482.10    | 0.04%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Maaden Sukuk Ltd.                                                                                | MAADEN 5.25 02/13/30 REGS                                                                | CUSIP: M6779VAA1<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | SA        |       585000 | PA      | $601329.87    | 0.09%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.375 02/12/35 10Y                                                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1400000 | PA      | $1456655.33   | 0.21%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.375 02/12/35 10Y                                                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       332000 | PA      | $345435.41    | 0.05%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 8.5 02/15/32 144a                                                                    | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       400000 | PA      | $427471.37    | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 5.442 02/14/37                                                                    | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       585000 | PA      | $609014.25    | 0.09%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31043.97     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SHENTEL ISSUER LLC                                                                               | SHENTL 2025-1A A2                                                                        | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       130000 | PA      | $131621.44    | 0.02%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SF ABS ISSUER LLC                                                                                | SFARM 2025-1A A2                                                                         | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       255000 | PA      | $250263.52    | 0.04%             | 2055-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Flash Compute LLC                                                                                | FLASHC 7.25 12/31/30 144A                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       108000 | PA      | $107246.67    | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 3.9 10/19/31 REGS                                                                  | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       230000 | PA      | $212983.53    | 0.03%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Spotify USA Inc                                                                                  | SPOT 0 03/15/26                                                                          | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |        10000 | PA      | $11375.00     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8213                                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2635933 | PA      | $2346283.09   | 0.33%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 3.4 05/01/30                                                                        | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |       123000 | PA      | $118769.08    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                                               | TMUS 5.05 07/15/33                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       234000 | PA      | $239269.51    | 0.03%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 3.9 07/30/39                                                                        | CUSIP: E8922ANG1<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3982000 | PA      | $4823758.97   | 0.68%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 4.875 02/01/35                                                                      | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39679.27     | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                                           | CAN 3.25 06/01/35                                                                        | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1257000 | PA      | $905936.59    | 0.13%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.75 02/01/32 144A                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        95000 | PA      | $97331.05     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Maaden Sukuk Ltd.                                                                                | MAADEN 5.5 02/13/35 REGS                                                                 | CUSIP: M6779VAB9<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | SA        |       585000 | PA      | $606987.55    | 0.09%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 5.7 03/01/35                                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       203000 | PA      | $209398.83    | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-1A A2                                                                          | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        90000 | PA      | $91128.57     | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 6.9474 05/25/32 144A                                                               | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       470000 | PA      | $508750.19    | 0.07%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 03/15/30 144A                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       230000 | PA      | $236976.36    | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1                                                                          | FHF 2025-1A A2                                                                           | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       114794 | PA      | $114538.05    | 0.02%             | 2031-02-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.673 04/01/35 144A                                                               | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10469.58     | 0.00%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: —       |
| Paychex Inc                                                                                      | PAYX 5.6 04/15/35                                                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73444.10     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                            | ROMANI 6.625 05/16/36 REGS                                                               | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       552000 | PA      | $576252.16    | 0.08%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.2 09/26/35                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       360000 | PA      | $345850.84    | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                                     | UBS V4.844 11/06/33 144A                                                                 | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       206000 | PA      | $206538.51    | 0.03%             | 2033-11-06      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 5.375 11/15/33 144A                                                                  | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       228000 | PA      | $227979.88    | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 4 03/30/29                                                                          | CUSIP: DC0403931<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |        17021 | PA      | $305.95       | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | Yes           |                  3 | On Loan: No      |
| Willis North America Inc.                                                                        | WTW 5.15 03/15/36                                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |        28000 | PA      | $28073.94     | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       165000 | PA      | $199904.63    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Masco Corporation                                                                                | MAS 6.5 08/15/32                                                                         | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |        27000 | PA      | $29589.05     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                             | WY 6.875 12/15/33                                                                        | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       250000 | PA      | $279622.73    | 0.04%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 11/18/38 M                                                                     | CUSIP: P6625CAM0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     19000000 | PA      | $990329.78    | 0.14%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 6.875 12/05/27 REGS                                                               | CUSIP: Y2835JAE8<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |       200000 | PA      | $201949.51    | 0.03%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                                                 | CONSEN 5.625 10/15/28 144a                                                               | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $195375.00    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| CARVANA AUTO RECEIVABLES TRUST 2021                                                              | CRVNA 2021-P4 C                                                                          | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $24361.23     | 0.00%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                               | BPR 2021-NRD D                                                                           | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $19834.55     | 0.00%             | 2038-12-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                                              | ANTHOL 3.75 07/15/27                                                                     | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |       505000 | PA      | $494144.78    | 0.07%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 06/16/34 REGS                                                                 | CUSIP: X93622GG1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       392000 | PA      | $398693.83    | 0.06%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5.75 03/02/53                                                                        | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       246000 | PA      | $242763.00    | 0.03%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 5.15 03/17/30 144A                                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       183000 | PA      | $185779.21    | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 5.15 03/17/30 144A                                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |        20000 | PA      | $20303.74     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                                                 | AEIS 2.5 09/15/28                                                                        | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |        18000 | PA      | $29556.00     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 6.5 10/01/31 144A                                                                 | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92919.15     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                                           | BURL 1.25 12/15/27                                                                       | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |        26000 | PA      | $38636.00     | 0.01%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.502 01/24/36                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       478000 | PA      | $500916.17    | 0.07%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Redwood Funding Trust 2025-1                                                                     | RFT 2025-1 A                                                                             | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       125488 | PA      | $126554.04    | 0.02%             | 2055-05-27      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.1 02/25/29 144A                                                                  | CUSIP: Y000WRAS7<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       215000 | PA      | $261797.43    | 0.04%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.15 04/01/35                                                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       120000 | PA      | $122244.64    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                               | BX 2025-VLT6 A                                                                           | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       415000 | PA      | $415062.54    | 0.06%             | 2042-03-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 0.875 04/15/30                                                                      | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        27000 | PA      | $30189.38     | 0.00%             | 2030-04-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 4.279 03/15/32 *                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       250000 | PA      | $219767.50    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.125 12/15/30 144A                                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        74000 | PA      | $75424.68     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Dillards, Inc.                                                                                   | DDS 7.75 07/15/26                                                                        | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       450000 | PA      | $455976.22    | 0.06%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hercules LLC                                                                                     | ASH 6.5 06/30/29                                                                         | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $131080.30    | 0.02%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 6.25 01/15/36                                                                        | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       350000 | PA      | $371902.46    | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                               | MTNA 6.75 03/01/41                                                                       | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       160000 | PA      | $175995.33    | 0.02%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.3 03/01/48                                                                         | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        50000 | PA      | $43319.23     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.5 08/15/48                                                                         | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4430.43      | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.125 06/15/29                                                                       | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        70000 | PA      | $69837.25     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                                           | APTV 3.25 03/01/32                                                                       | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |        25000 | PA      | $23405.29     | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Duke Energy Carolinas LLC                                                                        | DUK 4.95 01/15/33                                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       122000 | PA      | $125995.43    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Intel Corporation                                                                                | INTC 5.7 02/10/53                                                                        | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       167000 | PA      | $156482.72    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                                    | MFT 2023-4A B                                                                            | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $103381.93    | 0.01%             | 2033-12-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.625 09/30/31 144A                                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       210000 | PA      | $214871.09    | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.625 09/30/31 144A                                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       181000 | PA      | $185198.42    | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.125 11/01/32 144A                                                               | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       900000 | PA      | $916484.40    | 0.13%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5.15 02/15/35                                                                        | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55735.35     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 Ltd. / AREIT 2025-CRE10 LLC                                                     | AREIT 2025-CRE10 A                                                                       | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $601780.80    | 0.09%             | 2029-12-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6 08/03/55                                                                          | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        14000 | PA      | $12400.57     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.7 04/01/55                                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139463.95    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| NetApp Inc.                                                                                      | NTAP 5.7 03/17/35                                                                        | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |        85000 | PA      | $89397.89     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MISSION LANE CREDIT CARD MASTER TRU                                                              | MLANE 2025-A A                                                                           | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $101184.52    | 0.01%             | 2030-05-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                                     | RCL 5.375 01/15/36                                                                       | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       120000 | PA      | $120856.10    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 5.1 02/15/36                                                                        | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       180000 | PA      | $178202.98    | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 0 03/30/27 144a                                                                     | CUSIP: DC0423012<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |        77150 | PA      | $642.92       | 0.00%             | 2027-03-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8.5 03/15/28 REGS                                                                 | CUSIP: P80557BV5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      9705000 | PA      | $253953.12    | 0.04%             | 2028-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                               | BPR 2021-NRD B                                                                           | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $24851.08     | 0.00%             | 2038-12-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.846 03/08/37                                                                      | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       105000 | PA      | $99041.98     | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 5.5 06/15/52 144A                                                                 | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       518000 | PA      | $490627.32    | 0.07%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V4.553 08/16/28                                                                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110682.30    | 0.02%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| nVent Finance S a r l                                                                            | NVT 5.65 05/15/33                                                                        | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |       240000 | PA      | $250828.73    | 0.04%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.858 05/01/54                                                                        | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       440000 | PA      | $496656.12    | 0.07%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 5.95 04/20/35 144A                                                                | CUSIP: 472140AA0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       135000 | PA      | $142281.79    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 8.375 04/01/32 144A                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10541.10     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Carnival Corporation                                                                             | CCL 6.125 02/15/33 144A                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       195000 | PA      | $201457.41    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 5.2 02/10/35                                                                         | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       244000 | PA      | $251204.64    | 0.04%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       600000 | PA      | $624932.40    | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       290000 | PA      | $302050.66    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 5.4 02/15/35                                                                        | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       395000 | PA      | $406094.03    | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                             | KPN 3.375 02/17/35 GMTN                                                                  | CUSIP: N4297BLL6<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $228242.73    | 0.03%             | 2035-02-17      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.45 03/06/31                                                                       | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        65000 | PA      | $66721.39     | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                               | CHRD 6.75 03/15/33 144A                                                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10346.66     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                                  | FFIN 2025-1A B                                                                           | CUSIP: 35040WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        97482 | PA      | $98620.60     | 0.01%             | 2050-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                                  | FFIN 2025-1A D                                                                           | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        97482 | PA      | $97680.80     | 0.01%             | 2050-04-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.375 05/30/30 144A                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |        65000 | PA      | $66858.42     | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                                    | SMBCAC 5.1 04/01/30 144A                                                                 | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |       230000 | PA      | $235867.80    | 0.03%             | 2030-04-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 0 03/30/27 144A                                                                     | CUSIP: DC0449793<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |        17656 | PA      | $147.52       | 0.00%             | 2027-03-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 6.5 02/01/37                                                                         | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |        40000 | PA      | $43734.31     | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | OC 7 12/01/36                                                                            | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       523000 | PA      | $594982.23    | 0.08%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 6.95 01/15/38 MTN                                                                    | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |        50000 | PA      | $56372.95     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                               | GDDY 5.25 12/01/27 144A                                                                  | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |        85000 | PA      | $85285.52     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers Cadillac Fairview Properties Trust                                              | CFPTCN 2.5 10/15/31 144A                                                                 | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       260000 | PA      | $233885.88    | 0.03%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                              | STOR 2.7 12/01/31                                                                        | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |       436000 | PA      | $386296.39    | 0.05%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                        | TRGP 4 01/15/32                                                                          | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |        95000 | PA      | $90813.43     | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 4.6 05/01/53                                                                      | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |        55000 | PA      | $46550.19     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                                     | VAL 8.375 04/30/30 144A                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       400000 | PA      | $416395.20    | 0.06%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 2.88 02/25/33 INBK                                                                   | CUSIP: Y6S39BW22<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     14300000 | PA      | $2210856.66   | 0.31%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                                          | APAAU 5.125 09/16/34 144A                                                                | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       167000 | PA      | $168942.52    | 0.02%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                                          | APAAU 5.75 09/16/44 144A                                                                 | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       151000 | PA      | $151197.35    | 0.02%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bubbles Bidco S.p.A.                                                                             | BBIDCO 6.5 09/30/31 REGS                                                                 | CUSIP: T2R25FAA1<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |       220000 | PA      | $266126.89    | 0.04%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MMC 5.4 03/15/55                                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       196000 | PA      | $189667.54    | 0.03%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5 02/15/32                                                                           | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20485.36     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-1                                                                        | RCO 2025-1 A1                                                                            | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       177675 | PA      | $178187.74    | 0.03%             | 2030-01-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VACT 2025-NPL1 LLC                                                                               | VCAT 2025-NPL1 A1                                                                        | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        73810 | PA      | $74130.14     | 0.01%             | 2055-01-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 6.875 02/15/33 144A                                                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       850000 | PA      | $887954.77    | 0.13%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-1A A3                                                                          | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35000 | PA      | $35393.40     | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NetApp Inc.                                                                                      | NTAP 5.5 03/17/32                                                                        | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |        90000 | PA      | $93790.68     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 5.25 05/15/35                                                                       | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       110000 | PA      | $112753.73    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 5.2 03/27/28 144A                                                                 | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |        95000 | PA      | $96494.27     | 0.01%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.95 09/26/55                                                                       | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       164000 | PA      | $146027.17    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.5 12/15/35                                                                         | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        31000 | PA      | $30932.27     | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCURY FINL. CREDI 6.16%                                                                        | MERCURY FINL. CREDI 6.16%                                                                | CUSIP: 58940BBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $100029.02    | 0.01%             | 2031-12-22      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 4.2 09/30/32                                                                        | CUSIP: DC0410548<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |        63123 | PA      | $1093.15      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings                                                                                    | Herc Holdings Term Loan B 175 2032-06-01                                                 | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |        35000 | PA      | $35226.10     | 0.00%             | 2032-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 6.75 10/01/37                                                                         | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       180000 | PA      | $201567.35    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                            | CHTR 6.55 05/01/37                                                                       | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35797.17     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                             | ENTERP 7 10/15/37 144A                                                                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |       535000 | PA      | $622045.85    | 0.09%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.625 10/04/47 REGS                                                                  | CUSIP: M6320UAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       590000 | PA      | $513083.17    | 0.07%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                       | DCP 5.125 05/15/29                                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20478.70     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | WDC 2.85 02/01/29                                                                        | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        65000 | PA      | $62448.26     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                               | BPR 2021-NRD C                                                                           | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $24811.90     | 0.00%             | 2038-12-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2022-A                                                                  | BHG 2022-A B                                                                             | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        33313 | PA      | $33175.69     | 0.00%             | 2035-02-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 4.75 04/15/29 144A                                                                  | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       275000 | PA      | $276197.63    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 4.875 05/19/33                                                                       | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       792000 | PA      | $762300.00    | 0.11%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                                        | CFII 2023-1A A1                                                                          | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |       101602 | PA      | $102093.45    | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Company                                                                            | SO 4.95 05/17/33                                                                         | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       203000 | PA      | $207367.23    | 0.03%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                                                       | Ciena Corp Term Loan B 175 2030-10-01                                                    | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |        45228 | PA      | $45435.64     | 0.01%             | 2030-10-24      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                                  | SBGI 8.125 02/15/33 144A                                                                 | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       300000 | PA      | $313536.00    | 0.04%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 10 02/15/31 144A                                                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $306780.53    | 0.04%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 10 02/15/31 144A                                                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $132938.23    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                                | DHI 5.5 10/15/35                                                                         | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73094.49     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.55 08/15/35                                                                       | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102731.51    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.25 03/15/33 144A                                                                  | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20889.84     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8 10/29/35                                                                        | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      7991000 | PA      | $211379.73    | 0.03%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.625 11/15/55 .                                                                    | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       175000 | PA      | $168428.28    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.5 03/31/34 144A                                                                    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68557.69     | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                            | AMRZ 5.4 04/07/35                                                                        | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |        70000 | PA      | $72407.23     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                                                 | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5114.36      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND III LLC                                                                       | EQS 2025-2M A                                                                            | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       160000 | PA      | $161137.37    | 0.02%             | 2034-03-27      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| RED OAK FUNDING MASTER TRUST                                                                     | ROAK 2025-1A A                                                                           | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100000.00    | 0.01%             | 2030-12-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 6.5 01/20/43                                                                         | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       260000 | PA      | $271432.76    | 0.04%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.45 04/01/44                                                                        | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9155.75      | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | WDC 4.75 02/15/26                                                                        | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        31000 | PA      | $31127.41     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 6.75 06/15/26                                                                       | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       125000 | PA      | $126758.00    | 0.02%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-RPL                                                              | BINOM 2022-RPL1 M1                                                                       | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $83162.93     | 0.01%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| The Sage Group PLC                                                                               | SGELN 2.875 02/08/34                                                                     | CUSIP: G7771KD72<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |       181000 | PA      | $207934.83    | 0.03%             | 2034-02-08      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8219                                                                                | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1797407 | PA      | $1532751.85   | 0.22%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 9.29 04/15/29 144A                                                                  | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       450000 | PA      | $451041.19    | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.202 04/25/29                                                                      | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       220000 | PA      | $225567.35    | 0.03%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 6.75 05/02/34 REGS                                                                 | CUSIP: V6560ABE1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       585000 | PA      | $631692.60    | 0.09%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 3.5 06/01/28                                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |         9000 | PA      | $30271.50     | 0.00%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aaset 2024-2 Ltd.                                                                                | AASET 2024-2A A                                                                          | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       227925 | PA      | $231744.45    | 0.03%             | 2049-09-16      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       450000 | PA      | $437189.10    | 0.06%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Garda World Security Corporation                                                                 | GWCN 8.375 11/15/32 144A                                                                 | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $306009.30    | 0.04%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0147                                                                                | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2120279 | PA      | $2145289.53   | 0.30%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.5 02/11/37                                                                        | CUSIP: 87264ADQ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       461000 | PA      | $519982.32    | 0.07%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST 2024-NPL1                                                             | GITST 2025-NPL1 A1                                                                       | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       129477 | PA      | $129797.88    | 0.02%             | 2055-02-25      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.7 04/01/35                                                                          | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       175000 | PA      | $181565.50    | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Fhf Issuer Trust 2024-1                                                                          | FHF 2025-2A A2                                                                           | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       180000 | PA      | $180304.42    | 0.03%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.7 01/30/31 144A                                                                   | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |        83000 | PA      | $82582.66     | 0.01%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2025-1A A2I                                                                         | CUSIP: 72703PAH6<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |        70000 | PA      | $70532.33     | 0.01%             | 2055-12-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA7263                                                                                | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       243826 | PA      | $208151.51    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL1338                                                                                | CUSIP: 31427NPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       115910 | PA      | $119131.05    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                                           | ASIA 4.125 05/30/30 GMTN                                                                 | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       350000 | PA      | $355816.91    | 0.05%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                                                    | THOEUR 6.75 02/01/30 REGS                                                                | CUSIP: F4R5A5AC7<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122122.78    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols S.A.                                                                                     | GRFSM 7.5 05/01/30 REGS                                                                  | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       250000 | PA      | $309414.66    | 0.04%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                                     | USFOOD 5.75 04/15/33 144A                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30585.25     | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V4.818 06/13/29                                                                   | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       675000 | PA      | $686442.15    | 0.10%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                             | DAL 5.25 07/10/30                                                                        | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92609.30     | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 11/30/32                                                                          | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2600000 | PA      | $2574406.25   | 0.37%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNF Group SA                                                                                     | SNFF 2.625 02/01/29 REGS                                                                 | CUSIP: F85783AJ1<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115215.50    | 0.02%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Cab                                                                                              | BIOGRP 3.375 02/01/28 REGS                                                               | CUSIP: BN7192352<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114540.35    | 0.02%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UKG Inc.                                                                                         | ULTI 6.875 02/01/31 144A                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51462.95     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/34 REGS                                                                 | CUSIP: X5S0055W7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        25000 | PA      | $15382.64     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/35 REGS                                                                    | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        90000 | PA      | $82577.53     | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9964                                                                                | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       129300 | PA      | $129318.25    | 0.02%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance B.V.                                                            | ABESM V4.87 PERP EMTN                                                                    | CUSIP: E0R03EDK5<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $242229.90    | 0.03%             | 2049-12-31      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Public Property Invest ASA                                                                       | PUPRIN 4.625 03/12/30 EMTN                                                               | CUSIP: R7S512AA7<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $726727.79    | 0.10%             | 2030-03-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                                            | LHAGR V5.25 01/15/55                                                                     | CUSIP: D2S14ZAA6<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $122295.73    | 0.02%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Adler Financing S.a r.l.                                                                         | ADLFIN 8.25 12/31/28 1L                                                                  | CUSIP: L5R77RAA3<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |        80249 | PA      | $103500.56    | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.572 04/22/36                                                                      | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       145000 | PA      | $152585.10    | 0.02%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 5.1 06/04/35 MTN                                                                       | CUSIP: C4108FMA1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |       378000 | PA      | $245504.10    | 0.03%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc.                                                                          | ATHENA 6.5 02/15/30 144A                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39913.62     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                                    | HEIBOS 1.375 07/24/28 EMTN                                                               | CUSIP: N39310AL6<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $394178.41    | 0.06%             | 2028-07-24      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R02 2M2                                                                         | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       385000 | PA      | $392077.01    | 0.06%             | 2042-01-25      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9616                                                                                | CUSIP: 3133KRVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        57616 | PA      | $57721.03     | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                            | ONT 3.6 06/02/35                                                                         | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |       848000 | PA      | $607235.47    | 0.09%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                                           | CTPNV 3.625 03/10/31                                                                     | CUSIP: N2368SAL9<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $705089.86    | 0.10%             | 2031-03-10      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 2.65 06/15/28 3Y                                                                    | CUSIP: T6031QBT7<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       217000 | PA      | $256703.71    | 0.04%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                                      | SWISS 3.5 04/08/33                                                                       | CUSIP: H7351PYD2<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       370000 | PA      | $577756.10    | 0.08%             | 2033-04-08      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UGI International Llc                                                                            | UGI 2.5 12/01/29 REGS                                                                    | CUSIP: U9033GAB9<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |       200000 | PA      | $225578.24    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fastighets AB Balder                                                                             | BALDER 4 02/19/32 EMTN                                                                   | CUSIP: W2951MTM3<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |       600000 | PA      | $702624.89    | 0.10%             | 2032-02-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| British Columbia (Province Of)                                                                   | BRCOL 3.5 05/29/40 .                                                                     | CUSIP: C1R655AX4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |       188000 | PA      | $212724.50    | 0.03%             | 2040-05-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5735                                                                                | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       411245 | PA      | $417563.35    | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                                      | SWISS 1.25 06/27/37                                                                      | CUSIP: H7T729EM7<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       330000 | PA      | $457872.19    | 0.06%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.625 11/15/50                                                                         | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3503500 | PA      | $1849601.65   | 0.26%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                                          | CPIPGR V3.75 PERP                                                                        | CUSIP: L36807AX0<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $103681.44    | 0.01%             | 2049-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8194                                                                                | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       789458 | PA      | $673464.21    | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA8256                                                                                | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       449682 | PA      | $382744.63    | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.45 07/15/30                                                                         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       255000 | PA      | $265117.03    | 0.04%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 5 07/01/32 REGS                                                                   | CUSIP: Y7276LDY1<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       200000 | PA      | $204142.21    | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 1.25 07/31/51                                                                        | CUSIP: G4527HUU3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       231000 | PA      | $138188.88    | 0.02%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding SA.                                                                             | CEETRU 6 03/22/29 EMTN                                                                   | CUSIP: F0490QNZ2<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122634.04    | 0.02%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0868                                                                                | CUSIP: 3132DM6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       232596 | PA      | $197770.21    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.521 05/22/31 .                                                                     | CUSIP: U6176TPH5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       500000 | PA      | $594434.04    | 0.08%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Ayuntamiento de Madrid                                                                           | MADRID 2.487 07/30/30                                                                    | CUSIP: E3124CGV9<br>LEI: 9598000KQHFX2BBJ0T57 | Long             | DBT              | NUSS              | ES        |      2358000 | PA      | $2755343.92   | 0.39%             | 2030-07-30      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG 5.35 01/15/36                                                                        | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       140000 | PA      | $144235.21    | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                                 | TITANL 5 07/01/31 REGS                                                                   | CUSIP: T9T377AL4<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118821.72    | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 4.125 06/30/28                                                                       | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      1235000 | PA      | $1245478.98   | 0.18%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                            | ONT 3.8 12/02/34                                                                         | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |      1800000 | PA      | $1317066.77   | 0.19%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                                         | ACFP V4.875 PERP                                                                         | CUSIP: F0R505VK5<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120791.97    | 0.02%             | 2049-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                               | ATH V6.875 06/28/55                                                                      | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       355000 | PA      | $354931.95    | 0.05%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ADIF - Alta Velocidad                                                                            | ADIFAL 3.125 10/31/32 EMTN                                                               | CUSIP: E90210AD2<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       400000 | PA      | $467402.57    | 0.07%             | 2032-10-31      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.5 01/03/35                                                                      | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       924000 | PA      | $930412.91    | 0.13%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       450000 | PA      | $355707.32    | 0.05%             | 2049-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Accenture Capital Inc.                                                                           | ACN 4.5 10/04/34                                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |       101000 | PA      | $99870.03     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MMC 4.85 11/15/31                                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       183000 | PA      | $188012.20    | 0.03%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                                           | VISANT 8.375 12/01/31 144A                                                               | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $433105.20    | 0.06%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Acrec 2025-FL3 LLC                                                                               | ACREC 2025-FL3 A                                                                         | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1495369.43   | 0.21%             | 2042-08-18      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.75 03/24/35 REGS                                                                | CUSIP: X7360WDA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1042000 | PA      | $1036277.12   | 0.15%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                                           | ACN 4.25 10/04/31                                                                        | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150403.10    | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 6.35 03/22/54                                                                      | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       258000 | PA      | $268934.25    | 0.04%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       300000 | PA      | $331974.36    | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.75 02/01/32 144A                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       450000 | PA      | $461041.81    | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Flos B&B Italia S.p.A.                                                                           | INTDGP 10 11/15/28 REGS                                                                  | CUSIP: T5R06GAE7<br>LEI: 815600907387ED411436 | Long             | DBT              | CORP              | IT        |       280000 | PA      | $348577.68    | 0.05%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.55 02/15/32 .                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       541000 | PA      | $543433.62    | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.692 10/23/30                                                                       | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       165000 | PA      | $167404.37    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 5.95 01/08/34 REGS                                                                  | CUSIP: P3143NBQ6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       585000 | PA      | $612282.91    | 0.09%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6 PERP                                                                             | CUSIP: G1279M4J2<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       329000 | PA      | $456188.33    | 0.06%             | 2049-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                                  | SABHLD 10.75 11/15/29 144A                                                               | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       198000 | PA      | $168403.95    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Boston Gas Company                                                                               | NGGLN 5.843 01/10/35 144A                                                                | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       392000 | PA      | $415997.90    | 0.06%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 5.65 01/13/37                                                                      | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       591000 | PA      | $625869.00    | 0.09%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 2.27 05/25/34 INBK                                                                   | CUSIP: Y6S39B6V7<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      6400000 | PA      | $948919.89    | 0.13%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Hammerson PLC                                                                                    | HMSOLN 5.875 10/08/36 EMTN                                                               | CUSIP: G4273QNK9<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |       228000 | PA      | $309057.40    | 0.04%             | 2036-10-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Patrick Industries Inc.                                                                          | PATK 6.375 11/01/32 144A                                                                 | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |       500000 | PA      | $513408.00    | 0.07%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Iron Mountain Inc.                                                                               | IRM 6.25 01/15/33 144A                                                                   | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       900000 | PA      | $908115.03    | 0.13%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PLT VII Finance S.a.r.l.                                                                         | BITELV 6 06/15/31 REGS                                                                   | CUSIP: L6076NAE2<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |       320000 | PA      | $391360.30    | 0.06%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                                         | ADQABU 5.25 10/02/54 REGS                                                                | CUSIP: M0R60AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | NUSS              | AE        |      1171000 | PA      | $1142151.57   | 0.16%             | 2054-10-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                  | IEP 10 11/15/29 144A                                                                     | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       450000 | PA      | $450245.12    | 0.06%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Gruma S.A.B.de C.V.                                                                              | GRUMAB 5.39 12/09/34 REGS                                                                | CUSIP: P4948KAH8<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |       779000 | PA      | $802751.73    | 0.11%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: —       |
| Abu Dhabi Developmental Holding Co. PJSC                                                         | ADQABU 5.5 05/08/34 REGS                                                                 | CUSIP: M0R60CAB3<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | NUSS              | AE        |      1173000 | PA      | $1240844.28   | 0.18%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Canada (Government of)                                                                           | CAN 3.25 12/01/34                                                                        | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1739000 | PA      | $1257564.78   | 0.18%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz Gmbh                                                                               | PLATIN 9.375 10/03/31 144A                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $415500.00    | 0.06%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings Llc                                                                  | BRKHEC 5.65 10/15/54                                                                     | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |       256000 | PA      | $248734.72    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                                         | FERG 5 10/03/34                                                                          | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |       286000 | PA      | $289329.33    | 0.04%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Luxembourg Mpc II S.a.r.l.                                                     | CHLMPC 5.58 10/20/35 REGS                                                                | CUSIP: L1567LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       552290 | PA      | $566781.40    | 0.08%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Co.                                                                 | NAVOIM 6.7 10/17/28 REGS                                                                 | CUSIP: Y6S30MAA3<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       681000 | PA      | $705997.32    | 0.10%             | 2028-10-17      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                                  | COLT 2024-6 A1                                                                           | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-O            | CORP              | US        |       170363 | PA      | $171447.51    | 0.02%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                                             | FRSNAP 5.25 10/31/31                                                                     | CUSIP: D279A1AA0<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $529486.49    | 0.08%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                               | MGY 6.875 12/01/32 144A                                                                  | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |       450000 | PA      | $464841.00    | 0.07%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                         | VMC 5.7 12/01/54                                                                         | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129227.59    | 0.02%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                                  | PRYIM 3.625 11/28/28 EMTN                                                                | CUSIP: T7S317CC3<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |       205000 | PA      | $244266.18    | 0.03%             | 2028-11-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.388 05/01/31                                                                        | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       120000 | PA      | $130380.53    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 7.375 05/13/55                                                                       | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       392000 | PA      | $423262.00    | 0.06%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.575 01/29/36                                                                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       401000 | PA      | $419390.18    | 0.06%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Corporacion Financiera De Desarrollo S.A. -Cofide                                                | COFIDE 5.5 05/06/30 REGS                                                                 | CUSIP: P3R94GBP3<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | CORP              | PE        |       489000 | PA      | $505127.22    | 0.07%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Bermuda (Government of)                                                                          | BERMUD 5 07/15/32 REGS                                                                   | CUSIP: G10367AH6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |       392000 | PA      | $397292.00    | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.016 10/23/35                                                                       | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       303000 | PA      | $305253.34    | 0.04%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.875 05/13/37                                                                       | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       992000 | PA      | $1060944.00   | 0.15%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.244 01/24/31                                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       108000 | PA      | $111964.87    | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 7.875 12/01/30 144A                                                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       750000 | PA      | $800496.75    | 0.11%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 3.25 05/25/55 OAT                                                                   | CUSIP: F26348DM5<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1954000 | PA      | $1848954.11   | 0.26%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.375 04/15/31                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       119000 | PA      | $123168.89    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                        | RRX 6.3 02/15/30 *                                                                       | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |        79000 | PA      | $83822.37     | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.8 09/26/32                                                                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       113000 | PA      | $109666.13    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.8 03/08/29                                                                           | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       361000 | PA      | $369190.61    | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Sunoco LP                                                                                        | SUN 7.25 05/01/32 144A                                                                   | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       800000 | PA      | $846396.91    | 0.12%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 3.45 10/31/34                                                                       | CUSIP: E8922APQ7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2489000 | PA      | $2984858.69   | 0.42%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MF1 2025-FL20 LLC                                                                                | MF1 2025-FL20 A                                                                          | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       600000 | PA      | $600785.16    | 0.09%             | 2043-02-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                                       | ALVGR V3.2 PERP 144A                                                                     | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $189319.38    | 0.03%             | 2049-12-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB V5.871 03/28/35 144A                                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       555000 | PA      | $587703.54    | 0.08%             | 2035-03-28      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.1 06/01/29                                                                        | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        72000 | PA      | $75224.79     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| U S Acute Care Solutions LLC                                                                     | USACUT 9.75 05/15/29 144A                                                                | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $403465.93    | 0.06%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.5 05/15/31                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       800000 | PA      | $843544.00    | 0.12%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8.5 07/31/31 144A                                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       400000 | PA      | $418103.60    | 0.06%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Eldorado Gold Corp                                                                               | ELDCN 6.25 09/01/29 144A                                                                 | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $505985.35    | 0.07%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                         | CC 4.625 11/15/29 144A                                                                   | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       350000 | PA      | $316803.41    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| USA Compression Partners LP / USA Compression Finance Corp                                       | USAC 7.125 03/15/29 144A                                                                 | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       400000 | PA      | $414260.99    | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.581 04/22/30                                                                      | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       220000 | PA      | $229723.49    | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 6.5 03/13/31                                                                       | CUSIP: X5T03SAD9<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |       392000 | PA      | $414749.46    | 0.06%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.875 10/01/54                                                                      | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       142000 | PA      | $146479.67    | 0.02%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                                    | FUN 6.625 05/01/32 144A                                                                  | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       450000 | PA      | $454051.77    | 0.06%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 6.5 03/26/31 144A                                                                 | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       172000 | PA      | $184488.87    | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Empire Communities Corp.                                                                         | EMPRCC 9.75 05/01/29 144A                                                                | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $464721.88    | 0.07%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                            | TSCOLN 5.125 05/22/34 EMTN                                                               | CUSIP: G8762ZAP1<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       389000 | PA      | $515411.32    | 0.07%             | 2034-05-22      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-86 FA                                                                           | CUSIP: 3136BXPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1433175 | PA      | $1440006.58   | 0.20%             | 2055-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR17                                                                                 | BANK5 2025-5YR17 A3                                                                      | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       666805 | PA      | $688658.27    | 0.10%             | 2058-11-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 1.92 07/15/45 INBK                                                                   | CUSIP: Y6S39CBR8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      5000000 | PA      | $670761.16    | 0.10%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.125 09/18/34 10Y                                                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1800000 | PA      | $1846847.21   | 0.26%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                                                             | LSELN 5.297 03/28/34 144A                                                                | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |       290000 | PA      | $300148.49    | 0.04%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: —       |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance Inc.             | BWIN 7.125 05/15/31 144A                                                                 | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |       450000 | PA      | $466572.27    | 0.07%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                                         | ICLR 5.809 05/08/27                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |       302000 | PA      | $308341.39    | 0.04%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                                         | ICLR 5.849 05/08/29                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |       204000 | PA      | $213103.25    | 0.03%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.375 06/15/34                                                                       | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       299000 | PA      | $309576.65    | 0.04%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 5.5 03/15/55                                                                        | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       375000 | PA      | $371918.32    | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2022-60 FA                                                                           | CUSIP: 3136BNW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1107231 | PA      | $1089498.03   | 0.15%             | 2052-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 REGS                                                               | CUSIP: X7360WCT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       864000 | PA      | $902049.25    | 0.13%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Poland (Republic of)                                                                             | POLAND 5.5 03/18/54 30Y                                                                  | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       963000 | PA      | $925699.16    | 0.13%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V6.082 03/13/32                                                                      | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       276000 | PA      | $294051.72    | 0.04%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | KHC 4.375 06/01/46                                                                       | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       247000 | PA      | $204935.45    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                          | ARW 2.95 02/15/32                                                                        | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       251000 | PA      | $224836.51    | 0.03%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.95 11/19/54 REGS                                                                  | CUSIP: S7836LAB4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       785000 | PA      | $845786.67    | 0.12%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 3.2 09/20/55 88                                                                      | CUSIP: J2615UBY1<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    153500000 | PA      | $950966.99    | 0.13%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V6.875 PERP 144A                                                                     | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       215000 | PA      | $216022.76    | 0.03%             | 2049-12-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                     | ROCKIE 6.875 04/15/40 144A                                                               | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       400000 | PA      | $413755.20    | 0.06%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.384 10/23/35                                                                      | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       183000 | PA      | $189242.01    | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                                           | ECLCI 6.375 04/17/34 REGS                                                                | CUSIP: P3762TAE1<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       591000 | PA      | $632929.09    | 0.09%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 6.05 08/06/31 REGS                                                                | CUSIP: P5015VAT3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       845000 | PA      | $882602.50    | 0.13%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EP Infrastructure AS                                                                             | ENAPHO 4.125 02/27/33 EMTN                                                               | CUSIP: X2301BAG6<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       404000 | PA      | $469515.65    | 0.07%             | 2033-02-27      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                        | RRX 6.4 04/15/33                                                                         | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       306000 | PA      | $329754.81    | 0.05%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                                     | UNANA 2.875 10/31/32 EMTN                                                                | CUSIP: U90476AT6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |       370000 | PA      | $426660.23    | 0.06%             | 2032-10-31      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AA Bond Co Ltd.                                                                                  | AABOND 5.5 07/31/32 EMTN                                                                 | CUSIP: G00005AV3<br>LEI: 2138002EPF6QVRZBMC58 | Long             | ABS-O            | CORP              | JE        |       146000 | PA      | $196274.67    | 0.03%             | 2050-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS K-174 XAM                                                                           | CUSIP: 3137HNWQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     64995904 | PA      | $448539.98    | 0.06%             | 2035-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                                      | DKS 4.1 01/15/52                                                                         | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       300000 | PA      | $220305.75    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V2.746 02/11/33 144A                                                                 | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       420000 | PA      | $377389.85    | 0.05%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8199                                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1042968 | PA      | $847871.64    | 0.12%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                              | KTB 2.5 09/10/30 3009                                                                    | CUSIP: Y7277F7R5<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   7000000000 | PA      | $4710680.43   | 0.67%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                                            | MICCNL 4 11/26/37 EMTN                                                                   | CUSIP: N5569UAA8<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |       180000 | PA      | $207854.03    | 0.03%             | 2037-11-26      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mbank SA                                                                                         | MBKPW V3.7714 03/03/32 EMTn                                                              | CUSIP: X521A6AW4<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |       100000 | PA      | $117638.28    | 0.02%             | 2032-03-03      | Fixed         | 3.77%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific (Finance I) B.V.                                                        | TMO 3.628 12/01/35                                                                       | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       340000 | PA      | $398599.01    | 0.06%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K-175 XAM                                                                           | CUSIP: 3137HPF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     49068906 | PA      | $460251.62    | 0.07%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Pemex Project Funding Master Trust                                                               | PEMEX 6.625 06/15/35                                                                     | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |       575000 | PA      | $545998.72    | 0.08%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                                     | ORCL 4 07/15/46                                                                          | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       131000 | PA      | $91326.93     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power L.P.                                                                                 | BRUPOW 2.68 12/21/28 21-1                                                                | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       167000 | PA      | $119852.97    | 0.02%             | 2028-12-21      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| American Transmission Systems, Incorporated                                                      | FE 2.65 01/15/32 144A                                                                    | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       255000 | PA      | $230217.04    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4562                                                                                | CUSIP: 31418EB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2023598 | PA      | $1644751.62   | 0.23%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 3.298 01/19/33                                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       392000 | PA      | $345097.20    | 0.05%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Central America Bottling Corporation / Cbc Bottling Holdco S L / Beliv Holdco S L                | CAMEBO 5.25 04/27/29 REGS                                                                | CUSIP: G20038AA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |       585000 | PA      | $580238.04    | 0.08%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Nigeria (Federal Republic of)                                                                    | NGERIA 8.6308 01/13/36 144A                                                              | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       630000 | PA      | $678551.25    | 0.10%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Baxter International, Inc.                                                                       | BAX 4.9 12/15/30                                                                         | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |        74000 | PA      | $74659.40     | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-37 QF                                                                           | CUSIP: 38379VZX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       653428 | PA      | $643565.87    | 0.09%             | 2046-03-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.625 05/15/42                                                                       | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       150000 | PA      | $135858.34    | 0.02%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FNR 2021-1 IH                                                                            | CUSIP: 3136BDV96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       339861 | PA      | $49338.15     | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 3.25 11/17/51 REGS                                                                   | CUSIP: M6320UBM0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       585000 | PA      | $387134.08    | 0.05%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 2.875 12/04/51                                                                       | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       209000 | PA      | $133940.34    | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                 | CYH 5.25 05/15/30 144A                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       450000 | PA      | $423413.73    | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4578                                                                                | CUSIP: 31418ECQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       173566 | PA      | $148008.87    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.35 03/02/33 MTN                                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       266000 | PA      | $248681.57    | 0.04%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 4.25 04/15/32                                                                      | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       495000 | PA      | $364337.39    | 0.05%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                                   | WSPCN 5.548 11/22/30                                                                     | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       326000 | PA      | $254393.06    | 0.04%             | 2030-11-22      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM 3.375 06/26/35 EMTN                                                               | CUSIP: E2R1935S9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $346350.54    | 0.05%             | 2035-06-26      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                                             | VW 3.75 12/10/32 EMTN                                                                    | CUSIP: D9T638KR2<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116859.26    | 0.02%             | 2032-12-10      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-161 DF                                                                          | CUSIP: 38380HZJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       460227 | PA      | $447977.18    | 0.06%             | 2047-10-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 7.875 02/16/32 REGS                                                               | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       882000 | PA      | $922213.49    | 0.13%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Baffinland Iron Mines Corporation and Baffinland Iron Mines LP                                   | BIMCN 8.75 07/15/26 144A                                                                 | CUSIP: 056623AA9<br>LEI: 254900JZUEOQ33K2AI53 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $265008.33    | 0.04%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Indian Railway Finance Corp Ltd.                                                                 | INRCIN 2.8 02/10/31 REGS                                                                 | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |       419000 | PA      | $386155.73    | 0.05%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-B                                                              | BX 2025-BCAT B                                                                           | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       874914 | PA      | $876293.01    | 0.12%             | 2042-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Vier Gas Transport GMBH                                                                          | VGASDE 3.625 09/08/33 EMTN                                                               | CUSIP: D8T1B1AU5<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $349226.89    | 0.05%             | 2033-09-08      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | BKNG 3 11/07/30                                                                          | CUSIP: 09857LBL1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       280000 | PA      | $327292.26    | 0.05%             | 2030-11-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                                                                  | EOANGR 5.875 10/30/37 EMTN                                                               | CUSIP: N3033QAH5<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $411120.22    | 0.06%             | 2037-10-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.5 10/26/46 REGS                                                                    | CUSIP: M6320UAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       590000 | PA      | $504805.86    | 0.07%             | 2046-10-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                                            | WMG 3.75 12/01/29 144A                                                                   | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       434000 | PA      | $418109.44    | 0.06%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8193                                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       533780 | PA      | $434016.72    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 10 02/07/33                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       577000 | PA      | $668988.23    | 0.09%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FNR 2022-57 FA                                                                           | CUSIP: 3136BN3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1868453 | PA      | $1838527.93   | 0.26%             | 2052-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.25 12/11/55 144A                                                                  | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       600000 | PA      | $595754.40    | 0.08%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                           | PARGUY 5.6 03/13/48 REGS                                                                 | CUSIP: P75744AF2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       204000 | PA      | $197360.17    | 0.03%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: —       |
| Odido Group Holding B.V.                                                                         | TMOBNL 5.5 01/15/30 REGs                                                                 | CUSIP: N9655SAA0<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $355339.96    | 0.05%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.75 02/07/34 REGS                                                                | CUSIP: X7360WCD2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       635000 | PA      | $674325.11    | 0.10%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| INVESCO CLO 2022-2. LTD.                                                                         | INVCO 2022-2A BR                                                                         | CUSIP: 46145XAQ9<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |      1194411 | PA      | $1199517.70   | 0.17%             | 2035-07-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Ln Advisers Clo 40 Ltd.                                                         | NEUB 2021-40A BR                                                                         | CUSIP: 64134JAN3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1254030.75   | 0.18%             | 2037-10-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 5.75 05/20/35                                                                      | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       266000 | PA      | $277008.39    | 0.04%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                                        | SR V6.25 06/01/56                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |       342000 | PA      | $341245.15    | 0.05%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                                  | SABHLD 10.75 03/15/30 144A                                                               | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       252000 | PA      | $207144.00    | 0.03%             | 2030-03-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 2.675 06/01/60                                                                      | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       177000 | PA      | $102394.49    | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Maxeda DIY Holding B.V.                                                                          | MAXDIY 5.875 10/01/26 REGS                                                               | CUSIP: N5527GAD4<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |       125000 | PA      | $123550.27    | 0.02%             | 2026-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Austin HoldCo Inc and Virtusa Corporation                                                        | VRTU 7.125 12/15/28 144A                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |       300000 | PA      | $295904.15    | 0.04%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 1.45 03/01/36 16Y                                                                   | CUSIP: T6052BVP0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4557000 | PA      | $4420108.81   | 0.63%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.125 12/01/30 144A                                                               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       400000 | PA      | $245652.48    | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Hospital for Special Surgery                                                                     | HOSSPE 2.667 10/01/50 2020                                                               | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |       347000 | PA      | $214062.39    | 0.03%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc.                                                                             | TRUK 6.25 02/01/29 144A                                                                  | CUSIP: 75602BAA7<br>LEI: 54930007KT5CX7XNSD31 | Long             | DBT              | CORP              | US        |       300000 | PA      | $130032.05    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                              | USLBMH 6.25 01/15/29 144A                                                                | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       300000 | PA      | $270463.14    | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K124 X1                                                                             | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       428227 | PA      | $12734.34     | 0.00%             | 2030-12-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.805 05/01/50                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       372000 | PA      | $368063.11    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 7 01/25/51 REGS                                                                     | CUSIP: M75242BP7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       585000 | PA      | $667364.02    | 0.09%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.375 PERP 144A                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       410000 | PA      | $377600.82    | 0.05%             | 2049-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                         | VMC 3.5 06/01/30                                                                         | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       231000 | PA      | $224264.85    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                                          | BERMUD 2.375 08/20/30 144A                                                               | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |       203000 | PA      | $184933.00    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | MSFT 2.525 06/01/50                                                                      | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       152000 | PA      | $93417.00     | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 3.5 09/01/28 144A                                                                  | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $344412.18    | 0.05%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                             | JPM V1.953 02/04/32                                                                      | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       370000 | PA      | $330520.89    | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 5.875 06/26/31 10Y                                                                | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       754000 | PA      | $757196.45    | 0.11%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 0.4 03/20/50 66                                                                      | CUSIP: J2S39K8T6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    324650000 | PA      | $1093084.70   | 0.16%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 5 07/31/40 REGS                                                                     | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1011000 | PA      | $794140.50    | 0.11%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IAMGOLD Corp                                                                                     | IMGCN 5.75 10/15/28 144A                                                                 | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $499144.80    | 0.07%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 5.95 01/15/31 10Y                                                                 | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       779000 | PA      | $788296.60    | 0.11%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V2.277 01/20/32 144A                                                              | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       442000 | PA      | $392344.00    | 0.06%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 5.875 02/16/31 RegS                                                                | CUSIP: M1487WDK8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       585000 | PA      | $586435.89    | 0.08%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                                            | PBH 3.75 04/01/31 144A                                                                   | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $937629.80    | 0.13%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                         | CRK 6.75 03/01/29 144A                                                                   | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       450000 | PA      | $451306.35    | 0.06%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 6.125 12/11/37 144A                                                                 | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       600000 | PA      | $592825.20    | 0.08%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                         | GNR 2025-115 GS                                                                          | CUSIP: 38381PBA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       737083 | PA      | $35390.79     | 0.01%             | 2055-07-20      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| Globalworth Real Estate Investments Ltd.                                                         | GWILN 6.25 03/31/30 EMTN                                                                 | CUSIP: G3R378AD9<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              | CORP              | GG        |        94000 | PA      | $112723.73    | 0.02%             | 2030-03-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc                                                                         | PRMWCN 3.875 10/31/28 REGs                                                               | CUSIP: U74188AD2<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115546.11    | 0.02%             | 2028-10-31      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Linde PLC                                                                                        | LIN 1.625 03/31/35                                                                       | CUSIP: G5494JAD5<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $99571.37     | 0.01%             | 2035-03-31      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| CRH Finance Plc                                                                                  | CRHID 4.125 12/02/29 EMTN                                                                | CUSIP: G2656UAB5<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |       234000 | PA      | $311846.64    | 0.04%             | 2029-12-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.1 11/19/36 REGS                                                                   | CUSIP: YT1891530<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       585000 | PA      | $628919.61    | 0.09%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                                            | MICCNL 3.75 11/26/34 EMTN                                                                | CUSIP: N5569UAD2<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |       230000 | PA      | $268140.22    | 0.04%             | 2034-11-26      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                                    | SMBCAC 5.25 11/26/35 144A                                                                | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |       451000 | PA      | $451867.88    | 0.06%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 5.15 11/15/43                                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |        66000 | PA      | $63679.62     | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 5.75 09/14/40 EMTN                                                                | CUSIP: N30706HD5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       470000 | PA      | $628626.97    | 0.09%             | 2040-09-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 4.25 12/06/27                                                                      | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       422000 | PA      | $312442.34    | 0.04%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                                             | ENAPHO 2.045 10/09/28                                                                    | CUSIP: X2301BAE1<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       384000 | PA      | $437211.36    | 0.06%             | 2028-10-09      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| SPP Distribucia AS                                                                               | SPPDIS 1 06/09/31                                                                        | CUSIP: X8T65LAB7<br>LEI: 213800AGL5LRVQNANS48 | Long             | DBT              | CORP              | SK        |       534000 | PA      | $543498.61    | 0.08%             | 2031-06-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Transurban Finance Company Pty Ltd.                                                              | TCLAU 4.225 04/26/33 EMTN                                                                | CUSIP: Q9194UBD3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       335000 | PA      | $409339.20    | 0.06%             | 2033-04-26      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | BKNG 3.25 11/21/32                                                                       | CUSIP: 09857LBE7<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       237000 | PA      | $275348.98    | 0.04%             | 2032-11-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                            | PETMK 5.34 04/03/35 REGS                                                                 | CUSIP: Y68856BE5<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       204000 | PA      | $212647.39    | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA7021                                                                                | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       299842 | PA      | $255572.59    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                                  | MAGLLC 8.25 08/01/31 144A                                                                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31748.95     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Goat Holdco LLC                                                                                  | B 6.75 02/01/32 144A                                                                     | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $41031.03     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 4.875 03/22/40 15Y                                                                | CUSIP: X7S87LAA6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        22000 | PA      | $25802.05     | 0.00%             | 2040-03-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8349                                                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       141389 | PA      | $143946.44    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3569                                                                                | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       262550 | PA      | $233451.45    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 4 04/15/28 144A                                                                   | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        25550 | PA      | $24528.80     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.75 02/01/32 144A                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        50000 | PA      | $51226.87     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2025-DNA1 M2                                                                       | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       250000 | PA      | $250397.53    | 0.04%             | 2045-01-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.02 01/24/36                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       290000 | PA      | $304422.78    | 0.04%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                                    | HEIBOS 1.625 10/13/31 EMTN                                                               | CUSIP: N39310AJ1<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $310305.08    | 0.04%             | 2031-10-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Canada (Government of)                                                                           | CAN 2.75 12/01/55                                                                        | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       520000 | PA      | $305171.10    | 0.04%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-HQA2 M2                                                                       | CUSIP: 35564KB65<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |       350000 | PA      | $374640.74    | 0.05%             | 2042-07-25      | Floating      | 9.87%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5296                                                                                | CUSIP: 31418E3E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       561391 | PA      | $570360.87    | 0.08%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                                | CPB 5.4 03/21/34                                                                         | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       260000 | PA      | $265258.05    | 0.04%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                                   | MS V5.831 04/19/35                                                                       | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        65000 | PA      | $69215.65     | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 5.95 09/15/33                                                                       | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       270000 | PA      | $289393.33    | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | STLA 4 03/19/34 EMTN                                                                     | CUSIP: N82405AP1<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229640.31    | 0.03%             | 2034-03-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                                     | TPR 5.5 03/11/35                                                                         | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       110000 | PA      | $112738.23    | 0.02%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                                          | BPCEGP V6.915 01/14/46 144A                                                              | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $268412.90    | 0.04%             | 2046-01-14      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: —       |
| Fedrigoni S.p.A.                                                                                 | FEDRIG 6.125 06/15/31 REGS                                                               | CUSIP: T4R25YAH1<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $114822.15    | 0.02%             | 2031-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1753                                                                                | CUSIP: 3140W15P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       323455 | PA      | $329525.21    | 0.05%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.502 01/24/36                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73355.92     | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.183 01/30/36                                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       290000 | PA      | $303581.21    | 0.04%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                                  | RPLDCI 6.581 05/30/49 144A                                                               | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       280000 | PA      | $296928.06    | 0.04%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GmbH                                                                                     | CERTEC 5.25 02/15/30 REGS                                                                | CUSIP: D1T3XZAA1<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $110249.23    | 0.02%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 6 01/29/32                                                                         | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4067.45      | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5165                                                                                | CUSIP: 31418EW30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       100886 | PA      | $102687.22    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG V10.25 PERP 144A                                                                     | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        40000 | PA      | $43714.84     | 0.01%             | 2049-12-31      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8324                                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       278856 | PA      | $284028.69    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V5.543 01/17/31                                                                     | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       270000 | PA      | $276576.77    | 0.04%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| European Financial Stability Facility (EFSF)                                                     | EFSF 3 07/10/30 EFSF                                                                     | CUSIP: ZJ5825972<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | XX        |       345000 | PA      | $411973.39    | 0.06%             | 2030-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Pension Insurance Corporation PLC                                                                | PICORP 8 11/13/33                                                                        | CUSIP: G6994YAH6<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $453856.78    | 0.06%             | 2033-11-13      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8381                                                                                | CUSIP: 3132DWJ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       132093 | PA      | $129423.81    | 0.02%             | 2053-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.4 01/15/27                                                                         | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35522.11     | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD6592                                                                                | CUSIP: 3132DUKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       318411 | PA      | $318152.99    | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4977                                                                                | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       282532 | PA      | $283206.75    | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                                                                    | FNACFP 6 04/01/29                                                                        | CUSIP: F3808NAC5<br>LEI: 96950091FL62XSLPHO35 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $244168.08    | 0.03%             | 2029-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 6.375 02/25/55 144A                                                               | CUSIP: 472140AC6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       260000 | PA      | $266129.11    | 0.04%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 6.125 02/15/33 144A                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        50000 | PA      | $51655.75     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.25 05/30/32 REGS                                                                | CUSIP: X7360WCY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        29000 | PA      | $34946.08     | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                             | HOWARD 7.375 07/15/32 144A                                                               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $52791.72     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R08 1B1                                                                         | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       350000 | PA      | $373109.33    | 0.05%             | 2042-07-25      | Floating      | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.557 07/25/34 MTN                                                                  | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       105000 | PA      | $110314.63    | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                                | SFRFP 4.75 10/15/30 REGS                                                                 | CUSIP: F0265PHY7<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       135045 | PA      | $149627.10    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.1 10/15/55                                                                         | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       175000 | PA      | $172743.56    | 0.02%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8363                                                                                | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       129722 | PA      | $133640.11    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3908                                                                                | CUSIP: 3132E0KV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       166685 | PA      | $173181.70    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4876                                                                                | CUSIP: 31418EM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       761048 | PA      | $786845.04    | 0.11%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO V1.875 09/15/81                                                                       | CUSIP: U84258AF6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       350000 | PA      | $400233.96    | 0.06%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                                   | BRCOL 4.7 01/24/28                                                                       | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |      1600000 | PA      | $1634703.78   | 0.23%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5089                                                                                | CUSIP: 31418EUP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       227859 | PA      | $216991.88    | 0.03%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8309                                                                                | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       173041 | PA      | $178371.73    | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| V.F. Corp                                                                                        | VFC 4.25 03/07/29 EMTN                                                                   | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118267.95    | 0.02%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 3.8 03/15/32                                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       141000 | PA      | $133108.60    | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9904                                                                                | CUSIP: 36180AAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        57051 | PA      | $55744.17     | 0.01%             | 2054-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8725                                                                                | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       153899 | PA      | $154187.71    | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V4.75 11/13/32 EMTN                                                                  | CUSIP: F105CVH69<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $623427.85    | 0.09%             | 2032-11-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail SA                                                                     | BMELN 6.5 11/27/31                                                                       | CUSIP: L0594CAA0<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $133302.94    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elior Group                                                                                      | ELIOR 5.625 03/15/30                                                                     | CUSIP: F3253UAA3<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122299.28    | 0.02%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley                                                                                   | MS V3.955 03/21/35 EMTN                                                                  | CUSIP: U6176TNQ7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       200000 | PA      | $238608.18    | 0.03%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                   | EU 3.25 02/04/50 UFA                                                                     | CUSIP: ZD8269577<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       278000 | PA      | $291239.49    | 0.04%             | 2050-02-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.511 01/24/36                                                                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        85000 | PA      | $88922.02     | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CMA CGM SA                                                                                       | CMACG 5 01/15/31 REGS                                                                    | CUSIP: F43596BQ1<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117734.96    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 3.875 07/07/37 12Y                                                                | CUSIP: X7327PBK4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        60000 | PA      | $70349.41     | 0.01%             | 2037-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Talen Energy Supply LLC                                                                          | TLN 6.5 02/01/36 144A                                                                    | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31041.44     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                      | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100072.91    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD7578                                                                                | CUSIP: 3133B5M33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       643035 | PA      | $551489.49    | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8277                                                                                | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63992 | PA      | $65300.39     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4940                                                                                | CUSIP: 31418EP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       637841 | PA      | $639601.40    | 0.09%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8726                                                                                | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       220284 | PA      | $224139.16    | 0.03%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8317                                                                                | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       437019 | PA      | $451132.19    | 0.06%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                       | USAC 7.125 03/15/29 144A                                                                 | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10356.52     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                                                    | SHAEFF 4.5 03/28/30 EMTN                                                                 | CUSIP: D6T0B6HK5<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120610.01    | 0.02%             | 2030-03-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                                   | EU 3.375 10/04/39 UFA                                                                    | CUSIP: YX6449467<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       595975 | PA      | $686534.66    | 0.10%             | 2039-10-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                           | ZFFNGR 7 06/12/30 EMTN                                                                   | CUSIP: N9769AAG9<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $124215.54    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.939 10/21/36                                                                       | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79623.51     | 0.01%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1803                                                                                | CUSIP: 3132DPAC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       324945 | PA      | $333156.19    | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2023-R01 1M2                                                                         | CUSIP: 207932AB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       365000 | PA      | $381607.30    | 0.05%             | 2042-12-25      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 4 10/31/54                                                                          | CUSIP: E8922APG9<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       900000 | PA      | $1037868.98   | 0.15%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Nexans SA                                                                                        | NEXFP 4.25 03/11/30                                                                      | CUSIP: F65277RB7<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121559.15    | 0.02%             | 2030-03-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 7 02/01/30 144A                                                                       | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10301.47     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| The Timken Company                                                                               | TKR 4.125 05/23/34                                                                       | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |       195000 | PA      | $231176.79    | 0.03%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                          | FOUR 5.5 05/15/33 REGS                                                                   | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $120584.77    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Renault S.A.                                                                                     | RENAUL 3.875 09/30/30 EMTn                                                               | CUSIP: F77098UJ2<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118511.62    | 0.02%             | 2030-09-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-10                                                                 | AOMT 2025-10 A3                                                                          | CUSIP: 034940AC0<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-O            | CORP              | US        |       248729 | PA      | $249398.54    | 0.04%             | 2070-09-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                            | WEC V5.625 05/15/56                                                                      | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |        75000 | PA      | $75652.84     | 0.01%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Germany (Federal Republic Of)                                                                    | DBR 1 05/15/38                                                                           | CUSIP: D2R8H4JC4<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       333000 | PA      | $308061.32    | 0.04%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                   | EU 3.25 07/04/34 UFA                                                                     | CUSIP: ZL4447476<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       529000 | PA      | $630987.14    | 0.09%             | 2034-07-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4978                                                                                | CUSIP: 31418EQ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       664547 | PA      | $666475.52    | 0.09%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 2.88 02/25/33 INBK                                                                   | CUSIP: Y6S39BW22<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     18720000 | PA      | $2894212.35   | 0.41%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8325                                                                                | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       672778 | PA      | $693680.45    | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.375 07/01/28 144A                                                                 | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41263.72     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QC6452                                                                                | CUSIP: 3133AREZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       494713 | PA      | $422678.65    | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | BKNG 4 03/01/44                                                                          | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $109124.01    | 0.02%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                                               | PINEFI 6 03/27/30 REGS                                                                   | CUSIP: G71132AE7<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $135873.70    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5389                                                                                | CUSIP: 31418E7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        42737 | PA      | $43929.59     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 10 06/01/32 144A                                                                  | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |        70000 | PA      | $74514.94     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 7.5 11/06/30 144A                                                                 | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73155.95     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | CNP V5.95 04/01/56                                                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       175000 | PA      | $176711.15    | 0.03%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2653                                                                                | CUSIP: 3140XH5P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       123949 | PA      | $118527.55    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8315                                                                                | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       350548 | PA      | $350264.10    | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                        | TIBX 9 09/30/29 144A                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104188.33    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.25 04/21/34 MTN                                                                    | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       145000 | PA      | $149597.07    | 0.02%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4110                                                                                | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       173122 | PA      | $147982.19    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                                    | EFNCN 6.271 06/26/26 144A                                                                | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |       225000 | PA      | $227038.93    | 0.03%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Holding D' Infrastructures Des Metiers De L' Environnement SAS HIME                              | SAUR 4.875 10/24/29                                                                      | CUSIP: F4946UAD8<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $243885.75    | 0.03%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9422                                                                                | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       119829 | PA      | $120178.04    | 0.02%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7 03/15/32 144A                                                                      | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51312.52     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5646                                                                                | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       232076 | PA      | $235641.71    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 3.5 01/31/41                                                                        | CUSIP: E8922AQL7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       695000 | PA      | $795953.86    | 0.11%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                                               | CBRSER 6.375 04/15/30 REGS                                                               | CUSIP: D1T38ZAB7<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $122112.30    | 0.02%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                                                      | PROGRP 5.375 04/15/31 REGS                                                               | CUSIP: D6S035AH1<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120502.28    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB7991                                                                                | CUSIP: 3140QT2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       238802 | PA      | $243075.99    | 0.03%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                                         | HUDAUT 8 05/15/32 144A                                                                   | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $32184.24     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Banks                                                                          | FHMS K128 X1                                                                             | CUSIP: 3137FYUL8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |      5114493 | PA      | $110729.02    | 0.02%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Miller Homes Group (Finco) PLC                                                                   | MLRHOM 7 05/15/29 REGS                                                                   | CUSIP: G19533AA9<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136202.50    | 0.02%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-10                                                                 | AOMT 2025-10 A1                                                                          | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-O            | CORP              | US        |       442077 | PA      | $442953.24    | 0.06%             | 2070-09-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                                     | CAS 2025-R06 1B1                                                                         | CUSIP: 20754YCL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       508000 | PA      | $511356.76    | 0.07%             | 2045-09-25      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.75 11/15/65                                                                       | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        60000 | PA      | $57526.57     | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                                       | ORSTED V5.25 12/08/22                                                                    | CUSIP: K7653QAP0<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $240750.30    | 0.03%             | 2099-12-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 8.375 06/01/31 144A                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       400000 | PA      | $398133.90    | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Rogers Communications Inc.                                                                       | RCICN V7 04/15/55                                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       395000 | PA      | $413527.87    | 0.06%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8322                                                                                | CUSIP: 3132DWG72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       104730 | PA      | $102748.66    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2862                                                                                | CUSIP: 3132DQFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        58414 | PA      | $60267.18     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 5.25 02/01/55                                                                        | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       125000 | PA      | $124466.24    | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.15 04/01/35                                                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       260000 | PA      | $264863.38    | 0.04%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc.                                                                           | AON 5.75 03/01/54                                                                        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $139955.51    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paprec Holding S.A                                                                               | PAPREC 4.5 07/15/32 REGS                                                                 | CUSIP: F6902FAJ5<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119301.69    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                             | NSANY 5.25 07/17/29 RegS                                                                 | CUSIP: J57160DA8<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $120802.86    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.928 10/22/30                                                                        | CUSIP: U17408TB8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116716.18    | 0.02%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.4 06/15/33                                                                         | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       176000 | PA      | $190520.88    | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 5.33 01/05/54                                                                      | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       612000 | PA      | $592094.70    | 0.08%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Kier Group PLC                                                                                   | KIELN 9 02/15/29                                                                         | CUSIP: G52549AA3<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $141953.44    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 1.8 09/20/44 190                                                                     | CUSIP: J2S39L5C4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    652400000 | PA      | $3518582.62   | 0.50%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                             | SLOVGB 3.75 02/27/40 252                                                                 | CUSIP: X5S008DM4<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |        28000 | PA      | $31975.24     | 0.00%             | 2040-02-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.85 10/01/40 15Y                                                                   | CUSIP: T6031QBN0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        20000 | PA      | $23385.41     | 0.00%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Bell Canada                                                                                      | BCECN V6.875 09/15/55                                                                    | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       330000 | PA      | $341816.64    | 0.05%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 6.25 03/15/33 144A                                                                   | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30875.04     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8516                                                                                | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       197923 | PA      | $203408.27    | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 4.35 04/05/42                                                                       | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       283000 | PA      | $243757.49    | 0.03%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.75 07/01/31 144A                                                                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       450000 | PA      | $467393.07    | 0.07%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Italy (Republic Of)                                                                              | BTPS 3.85 07/01/34 10Y                                                                   | CUSIP: T6052B7B8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1455000 | PA      | $1774809.04   | 0.25%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS V6.5 06/01/55                                                                        | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51446.20     | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V5.367 02/25/31                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       455000 | PA      | $470744.89    | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 6.875 01/31/36                                                                    | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       392000 | PA      | $427368.20    | 0.06%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                               | PURGYM 10 10/11/28 REGS                                                                  | CUSIP: G7113BAD9<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $284603.08    | 0.04%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | GEL 8.25 01/15/29                                                                        | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       450000 | PA      | $471197.70    | 0.07%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6 05/07/36                                                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1000000 | PA      | $1015750.00   | 0.14%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.2 02/15/34                                                                         | CUSIP: D2R8H4KH1<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       225000 | PA      | $253931.51    | 0.04%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| The Manitowoc Company, Inc.                                                                      | MTW 9.25 10/01/31 144A                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |       400000 | PA      | $431140.62    | 0.06%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                            | ROMANI 7.5 02/10/37 REGS                                                                 | CUSIP: X7360WDJ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       850000 | PA      | $944112.65    | 0.13%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds TREAS PRT PRMR                                              | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |            0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                                   | ATOSTR 5.125 06/14/33 EMTN                                                               | CUSIP: T0R553AN7<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       260000 | PA      | $329772.53    | 0.05%             | 2033-06-14      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                      | NBNAUS 5.75 10/06/28 144A                                                                | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       214000 | PA      | $223593.91    | 0.03%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                          | DUK 6.2 11/15/53                                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       231000 | PA      | $249009.85    | 0.04%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                                              | VRTV 10.5 11/30/30 144A                                                                  | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |       300000 | PA      | $322912.80    | 0.05%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.4 05/07/54                                                                         | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       585000 | PA      | $563940.00    | 0.08%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                                          | HYNMTR 5.25 01/08/27 144A                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        74000 | PA      | $74876.81     | 0.01%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.75 03/01/29 144A                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       140000 | PA      | $145001.59    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Becton, Dickinson and Company                                                                    | BDX 4.874 02/08/29                                                                       | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       410000 | PA      | $418751.80    | 0.06%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                           | PARGUY 6 02/09/36 REGS                                                                   | CUSIP: P75744AN5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       392000 | PA      | $421494.85    | 0.06%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| L'Oreal S.A.                                                                                     | ORFP 5 05/20/35 144A                                                                     | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |       205000 | PA      | $210055.57    | 0.03%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New Home Company Inc                                                                             | NWHM 8.5 11/01/30 144A                                                                   | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |       450000 | PA      | $463996.35    | 0.07%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 7.3 11/13/54 REGS                                                                 | CUSIP: P3699PGN1<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       985000 | PA      | $1109725.63   | 0.16%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 5.5 01/01/34                                                                          | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       265000 | PA      | $273242.50    | 0.04%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                              | TGE 9 08/01/29 144A                                                                      | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |       400000 | PA      | $417535.60    | 0.06%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Fiesta Purchaser Inc.                                                                            | SHEARE 9.625 09/15/32 144A                                                               | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $315154.80    | 0.04%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.375 05/31/33 144A                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       450000 | PA      | $462050.10    | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PFP 2025-12 LTD/LLC                                                                              | PFP 2025-12 A                                                                            | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $599447.46    | 0.09%             | 2042-12-18      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V3 02/07/31 EMTN                                                                      | CUSIP: D1T7GH6Y4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $233712.64    | 0.03%             | 2031-02-07      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 6.5 02/15/34                                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       164000 | PA      | $181186.78    | 0.03%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                                    | EFNCN 6.319 12/04/28 144A                                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |       141000 | PA      | $148826.90    | 0.02%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: —       |
| Samarco Mineracao SA                                                                             | SAMMIN 9.5 06/30/31 REGS                                                                 | CUSIP: P8405QAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       796527 | PA      | $807789.89    | 0.11%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 7.875 02/15/31 144A                                                               | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       300000 | PA      | $316342.12    | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 6.05 05/15/55                                                                      | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       227000 | PA      | $225748.53    | 0.03%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Bombardier Inc.                                                                                  | BBDBCN 6.75 06/15/33 144A                                                                | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $529180.50    | 0.08%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                        | ARAMCO 6.375 06/02/55 144A                                                               | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       774000 | PA      | $810628.71    | 0.12%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 6.25 06/01/32 144A                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       700000 | PA      | $732317.70    | 0.10%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                                   | BBVASM V8.125 01/08/39 REGS                                                              | CUSIP: P1S81BAB4<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |       392000 | PA      | $424335.30    | 0.06%             | 2039-01-08      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.15 10/01/39 15Y                                                                   | CUSIP: T6052B6W3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4885000 | PA      | $5939638.25   | 0.84%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                                              | OBX 2024-NQM3 A1                                                                         | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |        71468 | PA      | $72220.98     | 0.01%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fastighets AB Balder                                                                             | BALDER 4 02/19/32 EMTN                                                                   | CUSIP: W2951MTM3<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |       116000 | PA      | $135840.81    | 0.02%             | 2032-02-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| UBS Group AG                                                                                     | UBS V5.58 05/09/36 144A                                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $208461.48    | 0.03%             | 2036-05-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                                           | NWMLIC 6.17 05/29/55 144A                                                                | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |       388000 | PA      | $413543.98    | 0.06%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERUGB 6.85 08/12/35                                                                     | CUSIP: P6S32DFK4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11242000 | PA      | $3601347.71   | 0.51%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.25 01/30/37 REGS                                                                | CUSIP: V73789BK0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       866000 | PA      | $945373.02    | 0.13%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Colt 2024-INV1 Mortgage Loan Trust                                                               | COLT 2024-1 A1                                                                           | CUSIP: 19688TAA3<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-O            | CORP              | US        |       881125 | PA      | $887903.81    | 0.13%             | 2069-02-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.625 05/15/34 10Y                                                                | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       843000 | PA      | $917472.02    | 0.13%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                        | CNX 7.25 03/01/32 144A                                                                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       400000 | PA      | $419197.60    | 0.06%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.25 05/29/32                                                                     | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       779000 | PA      | $830006.08    | 0.12%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 8 11/14/35                                                                         | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       537000 | PA      | $573516.00    | 0.08%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Energie Baden-Wurttemberg International Finance BV                                               | ENBW 4.3 05/23/34 EMTN                                                                   | CUSIP: N2960PMY6<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       189000 | PA      | $233532.07    | 0.03%             | 2034-05-23      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                                   | BNTNF 10 01/01/35 NTNF                                                                   | CUSIP: P8T60NQG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     27490000 | PA      | $4113861.25   | 0.58%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.3 10/01/54 30Y                                                                    | CUSIP: T6031QAS0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1132000 | PA      | $1320447.77   | 0.19%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 6 05/15/33 144A                                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       900000 | PA      | $927386.10    | 0.13%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                                    | AEP 5.375 06/15/35                                                                       | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       221000 | PA      | $229043.99    | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.95 05/15/54                                                                         | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       206000 | PA      | $196520.25    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors, LLC / keHE Finance Corp.                                                      | KEHEFO 9 02/15/29 144A                                                                   | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |       400000 | PA      | $420379.56    | 0.06%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V7.375 03/15/55                                                                      | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       400000 | PA      | $416838.40    | 0.06%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.464 05/09/36                                                                      | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       194000 | PA      | $202409.49    | 0.03%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| Wabtec Corp                                                                                      | WAB 5.5 05/29/35                                                                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       190000 | PA      | $198960.71    | 0.03%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                                   | PEG 5.2 05/15/30 144A                                                                    | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $368811.04    | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                                                             | DOTMER 7.625 06/15/32 144A                                                               | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |       400000 | PA      | $364657.50    | 0.05%             | 2032-06-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Capital LLC    | UNIT 8.625 06/15/32 144A                                                                 | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $295752.31    | 0.04%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 6 04/08/26 REGS                                                                   | CUSIP: Y2835JAH1<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |       400000 | PA      | $399560.36    | 0.06%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 2.375 07/15/31                                                                       | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17916.47     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                                  | BANK 2021-BN35 AS                                                                        | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85000 | PA      | $73958.70     | 0.01%             | 2064-06-15      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                          | ARW 2.95 02/15/32                                                                        | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |        30000 | PA      | $26872.89     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gls Auto Receivables Issuer Trust 2023-2                                                         | GCAR 2023-2A D                                                                           | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        30000 | PA      | $30700.42     | 0.00%             | 2029-03-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                               | IDCC 3.5 06/01/27                                                                        | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |         7000 | PA      | $28861.00     | 0.00%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                              | HGVLLC 6.625 01/15/32 144A                                                               | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46289.25     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 8.875 02/01/30 144A                                                                  | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $40568.03     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES 2024-2                                                                      | GCAR 2024-2A D                                                                           | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        30000 | PA      | $30779.50     | 0.00%             | 2030-02-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUD LN LLC 2024-B                                                                   | CASL 2024-B A1A                                                                          | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        83148 | PA      | $85627.30     | 0.01%             | 2054-08-25      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 6 02/01/33 144A                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       200000 | PA      | $205788.57    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 4.95 09/10/34                                                                        | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $300052.38    | 0.04%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/34                                                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70031.96     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC                                                                        | EQS 2025-1M A                                                                            | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        93042 | PA      | $93787.64     | 0.01%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                                       | SHIMAO 0 07/21/26 144A                                                                   | CUSIP: YQ9098217<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       207886 | PA      | $6860.24      | 0.00%             | 2026-07-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                             | OTIS 5.131 09/04/35                                                                      | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30655.87     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Commvault Systems Inc.                                                                           | CVLT 0 09/15/30                                                                          | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |         9000 | PA      | $7983.00      | 0.00%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nova Ltd                                                                                         | NVMI 0 09/15/30                                                                          | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |        22000 | PA      | $27412.00     | 0.00%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 4.25 07/01/26 144A                                                                   | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        10000 | PA      | $10001.44     | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.699 02/08/35 144A                                                                 | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $421659.29    | 0.06%             | 2035-02-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Limited                                                                                | AYR 5.95 02/15/29 144A                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |        35000 | PA      | $36495.15     | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-3A A2                                                                         | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35000 | PA      | $33691.24     | 0.00%             | 2049-05-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                                                            | TEAM 5.5 05/15/34                                                                        | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |       285000 | PA      | $295610.03    | 0.04%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDITCARD                                                                     | MFCC 2024-2A A                                                                           | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100566.67    | 0.01%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                              | FYBR 2024-1 C                                                                            | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $111630.56    | 0.02%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| SANTANDER DR AUTO 2024-3                                                                         | SDART 2024-3 D                                                                           | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105000 | PA      | $108221.92    | 0.02%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Commscope LLC                                                                                    | COMM 9.5 12/15/31 144A                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20218.00     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Equitable Holdings Inc                                                                           | EQH V6.7 03/28/55                                                                        | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       415000 | PA      | $434371.79    | 0.06%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                                         | HCA 5.45 09/15/34                                                                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       190000 | PA      | $196001.30    | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | HERTZ 2025-3A C                                                                          | CUSIP: 42806MDD8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |       105000 | PA      | $106827.72    | 0.02%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 4.091 06/01/29 144a                                                                  | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |         5000 | PA      | $4904.88      | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 9.625 12/01/32 144a                                                                  | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |         7650 | PA      | $8689.11      | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.197 09/11/36                                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99741.79     | 0.01%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.25 06/01/31                                                                        | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       160000 | PA      | $149334.90    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6.5 07/01/30 144A                                                                   | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73276.70     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Atos SE                                                                                          | ATOFP 9.36 12/18/29 REGS                                                                 | CUSIP: F04805ET4<br>LEI: 5493001EZOOA66PTBR68 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $134884.77    | 0.02%             | 2029-12-18      | Variable      | 9.36%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                               | PROG 2021-SFR3 E1                                                                        | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $19865.98     | 0.00%             | 2026-05-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 4 08/01/28 144A                                                                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        95000 | PA      | $93648.75     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET V6.35 03/15/55 G                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31651.59     | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5.875 03/14/65                                                                     | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       165000 | PA      | $171179.13    | 0.02%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2023-2A D                                                                           | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        40000 | PA      | $40814.36     | 0.01%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert                                                                             | Asplundh Tree Expert Term Loan B (Incremental) 175 2031-04-23                            | CUSIP: 04538FAE9<br>LEI: 549300R0YQTCFHYAL481 | Long             | LON              | CORP              | US        |       347152 | PA      | $349073.30    | 0.05%             | 2031-05-08      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |        50000 | PA      | $52077.70     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                          | ETR 5.8 04/15/55                                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50624.69     | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts                                                                         | Wyndham Hotels & Resorts Term Loan B 175 2030-05-01                                      | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |       355673 | PA      | $357007.01    | 0.05%             | 2030-05-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 5.5 04/15/35                                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       180000 | PA      | $182596.58    | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.45 11/15/34                                                                        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        95000 | PA      | $95876.20     | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 7.008 05/01/64                                                                        | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        50000 | PA      | $57211.13     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 6.875 02/15/33 144A                                                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73125.69     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                                             | FRSNAP 5.25 10/31/31                                                                     | CUSIP: D279A1AA0<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117663.67    | 0.02%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 5.7 08/01/35                                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |       330000 | PA      | $336979.50    | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 3.625 05/15/30 *                                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4609.41      | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.1 01/25/36                                                                      | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       520000 | PA      | $545572.17    | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.375 08/15/55                                                                      | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |        35000 | PA      | $36151.33     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.75 01/15/36 144A                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15371.41     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                              | ADVGRO 6.75 08/01/32 144A                                                                | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |        58000 | PA      | $60698.93     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| WF-RBS Commercial Mortgage Trust                                                                 | WFRBS 2013-C15 B                                                                         | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        31586 | PA      | $30540.52     | 0.00%             | 2046-08-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | YUM 4.625 01/31/32                                                                       | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       255000 | PA      | $250184.11    | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 2.95 03/15/31                                                                       | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       490000 | PA      | $456867.81    | 0.06%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5.9 11/15/33                                                                         | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       600000 | PA      | $642292.59    | 0.09%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.55 06/01/34                                                                       | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       105000 | PA      | $110693.46    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                                     | UBS V5.617 09/13/30 144A                                                                 | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       415000 | PA      | $434028.61    | 0.06%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Duke Energy Corp                                                                                 | DUK 5.45 06/15/34                                                                        | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       165000 | PA      | $172476.72    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| TransUnion                                                                                       | TransUnion Term Loan B-8 175 2031-05-29                                                  | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |       366966 | PA      | $368252.56    | 0.05%             | 2031-06-11      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 5.375 08/15/34                                                                      | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31209.35     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group (previously KIRS Group, Towergate Partnership)                                    | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01 | CUSIP: Q0500HAB5<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |       355600 | PA      | $355527.45    | 0.05%             | 2031-02-17      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                                | DHI 5 10/15/34                                                                           | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |        85000 | PA      | $86195.59     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PRET 2025-NPL6 LLC                                                                               | PRET 2025-NPL6 A1                                                                        | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |        92435 | PA      | $92862.44     | 0.01%             | 2055-06-25      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                     | ENOIGA 5.875 03/30/31                                                                    | CUSIP: M4R2A7AB4<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |        90000 | PA      | $87274.72     | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc           | HGVLLC 4.875 07/01/31 144A                                                               | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $18685.16     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.625 06/15/29 144A                                                                   | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |        65000 | PA      | $62793.98     | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 4.375 05/15/30                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       370000 | PA      | $370102.79    | 0.05%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Leidos Inc                                                                                       | LDOS 2.3 02/15/31                                                                        | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |        35000 | PA      | $31562.73     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       177000 | PA      | $160981.94    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                                   | MVWOT 2021-2A C                                                                          | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        30311 | PA      | $28937.80     | 0.00%             | 2039-05-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.5 12/01/29 144A                                                                    | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       115000 | PA      | $112625.88    | 0.02%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.375 05/29/27 144A                                                                | CUSIP: Y000WRAM0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       105000 | PA      | $126405.44    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUD LN LLC 2024-B                                                                   | CASL 2024-B B                                                                            | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102929.40    | 0.01%             | 2054-08-25      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2I                                                                       | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       227700 | PA      | $231043.57    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2024-RRTL1                                                                    | TVC 2024-RRTL1 A1                                                                        | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       110000 | PA      | $110292.81    | 0.02%             | 2039-07-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 5.625 09/15/29 144A                                                                | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $101943.60    | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND I LLC                                                                         | EQS 2024-2M A                                                                            | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       118752 | PA      | $120648.81    | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Itron, Inc.                                                                                      | ITRI 1.375 07/15/30                                                                      | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30393.75     | 0.00%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 08/01/32 144A                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       220000 | PA      | $226105.22    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Zscaler Inc                                                                                      | ZS 0 07/15/28                                                                            | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |        43000 | PA      | $40334.00     | 0.01%             | 2028-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 4.8 10/24/30 144A                                                                 | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200419.02    | 0.03%             | 2030-10-24      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.892 09/15/36                                                                      | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       275000 | PA      | $274864.31    | 0.04%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 4 06/30/28 .                                                                      | CUSIP: YL7124701<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |        33087 | PA      | $951.25       | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 2.85 04/15/31 HH                                                                     | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        75000 | PA      | $69658.84     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts Inc                                                                   | VAC 4.5 06/15/29 144A                                                                    | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23904.08     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 2.375 07/15/31                                                                       | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        30000 | PA      | $26943.89     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                       | VMW 2.2 08/15/31                                                                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       140000 | PA      | $124619.44    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 5.75 06/06/28                                                                        | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       150000 | PA      | $155525.02    | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Southern Company Gas Capital Corp.                                                               | SO 5.75 09/15/33                                                                         | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31863.40     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2023-B                                                              | FORDL 2023-B D                                                                           | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $25197.64     | 0.00%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.5 10/06/33 144A                                                                 | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       740000 | PA      | $818952.71    | 0.12%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.935 08/02/30                                                                      | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        90000 | PA      | $93889.19     | 0.01%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LIMITED                                                          | TMCL 2025-1H A                                                                           | CUSIP: 87257FAA1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |       148646 | PA      | $149599.64    | 0.02%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 01/15/34 144A                                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       216000 | PA      | $221346.01    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 6.35 06/01/40 *                                                                      | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |        50000 | PA      | $41472.09     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                                       | SHIMAO 5 07/21/31 144A                                                                   | CUSIP: YQ4311896<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |         2000 | PA      | $71.00        | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/35                                                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49770.10     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 4.5 06/30/29 .                                                                    | CUSIP: YL7122382<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |        57615 | PA      | $1440.38      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                                       | CDP 2.75 04/15/31                                                                        | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |        20000 | PA      | $18279.95     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| LEGACY MTG ASST TR 2020-RPL1                                                                     | LMAT 2020-RPL1 A2                                                                        | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120000 | PA      | $109821.49    | 0.02%             | 2059-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 2.85 04/27/31 144A                                                                | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       420000 | PA      | $388512.49    | 0.06%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2021-2                                                                | FCAT 2021-2 D                                                                            | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        30907 | PA      | $30482.77     | 0.00%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 4.875 06/01/28 144A                                                                | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       160000 | PA      | $143320.00    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 5.75 12/01/28 144A                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $112973.41    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Trafigura Securitisation Finance PLC                                                             | TRFIG 2024-1A A1                                                                         | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |       200000 | PA      | $199999.50    | 0.03%             | 2027-11-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2024-1A A2I                                                                         | CUSIP: 72703PAF0<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |        49375 | PA      | $50227.47     | 0.01%             | 2054-06-05      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                                | CHH 5.85 08/01/34                                                                        | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30647.15     | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Whistler Pipeline LLC                                                                            | WHISPI 5.95 09/30/34 144A                                                                | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |        35000 | PA      | $36348.86     | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: —       |
| CDW LLC / CDW Finance Corp                                                                       | CDW 5.55 08/22/34                                                                        | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |       185000 | PA      | $188988.12    | 0.03%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Boeing Co.                                                                                       | BA 6.388 05/01/31                                                                        | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        35000 | PA      | $38027.65     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| RCO VIII Mortgage LLC 2025-3                                                                     | RCO 2025-3 A1                                                                            | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        77952 | PA      | $78180.90     | 0.01%             | 2030-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-NPL8 LLC                                                                               | PRET 2025-NPL8 A1                                                                        | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |       163539 | PA      | $164036.90    | 0.02%             | 2055-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-2A A2                                                                          | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |        75000 | PA      | $76184.83     | 0.01%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                                                          | EEFT 0.625 10/01/30                                                                      | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |        31000 | PA      | $28345.63     | 0.00%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Ncl Finance Limited                                                                              | NCLH 6.125 03/15/28 144A                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        25000 | PA      | $25806.88     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 9.125 05/15/31 144A                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        25000 | PA      | $26884.10     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.6 09/01/34                                                                          | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       135000 | PA      | $139256.12    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.5 02/15/35                                                                        | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10266.99     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 5.5 01/15/36 144A                                                                 | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       105000 | PA      | $106830.28    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                            | HP 5.5 12/01/34                                                                          | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |       529000 | PA      | $522040.59    | 0.07%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DaVita                                                                                           | DaVita Term Loan B 175 2031-05-01                                                        | CUSIP: 23918VBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       346080 | PA      | $347917.36    | 0.05%             | 2031-05-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ARIXA MORTGAGE TRUST 2025-RTL1                                                                   | ARIXA 2025-RTL1 A1                                                                       | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100677.12    | 0.01%             | 2030-08-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 5.5 06/30/31 .                                                                    | CUSIP: YL7128363<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |       107880 | PA      | $1602.02      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lyft Inc                                                                                         | LYFT 0 09/15/30                                                                          | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |        16000 | PA      | $18128.00     | 0.00%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.5 12/07/42                                                                         | CUSIP: G4527HPV7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       357000 | PA      | $453231.99    | 0.06%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8259                                                                                | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       291877 | PA      | $297513.39    | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                           | ERFFP V6.75 PERP                                                                         | CUSIP: L31839CL2<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $249965.07    | 0.04%             | 2049-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbh                                                           | TCHEN 5.375 07/15/29 REGS                                                                | CUSIP: D8317BAB8<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $243134.25    | 0.03%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.875 04/15/32 144A                                                                  | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        90000 | PA      | $94850.12     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ceconomy AG                                                                                      | CECGR 6.25 07/15/29 REGS                                                                 | CUSIP: D1497LJX6<br>LEI: 5299001X9L42HXEBCZ51 | Long             | DBT              | CORP              | DE        |       120000 | PA      | $147888.19    | 0.02%             | 2029-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Star Holdings LLC                                                                                | SLCA 8.75 08/01/31 144A                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |        60000 | PA      | $57791.95     | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 05/15/28                                                                          | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $3017343.75   | 0.43%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Flemish Community (Vlaamse Gemeenschap)                                                          | FLEMSH 3.675 06/22/40 EMTN                                                               | CUSIP: B2758CDL2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       300000 | PA      | $340497.68    | 0.05%             | 2040-06-22      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: —       |
| Deutsche Bank AG New York Branch                                                                 | DB V4.95 08/04/31                                                                        | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       160000 | PA      | $161791.23    | 0.02%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 0.9 09/01/27 476                                                                     | CUSIP: J2615UBD7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    764500000 | PA      | $4865195.22   | 0.69%             | 2027-09-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 11/30/30                                                                           | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       115000 | PA      | $113966.80    | 0.02%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                                     | CAS 2022-R04 1M2                                                                         | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       512000 | PA      | $524666.62    | 0.07%             | 2042-03-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4919                                                                                | CUSIP: 31418EPD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       396084 | PA      | $402425.48    | 0.06%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4917                                                                                | CUSIP: 31418EPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       139922 | PA      | $137340.04    | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8300                                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       219378 | PA      | $223542.59    | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                        | EOFP 5.5 06/15/31                                                                        | CUSIP: F3445AWE4<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122088.52    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7.25 07/01/31 144A                                                                | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |        60000 | PA      | $64012.62     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                                            | QPARKH 5.125 02/15/30 REGs                                                               | CUSIP: N7262TAH2<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $121529.68    | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                                             | ZAMBIN 5.75 06/30/33 REGS                                                                | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |        63719 | PA      | $62857.73     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                                  | FIBCOP 7.875 07/31/28 *                                                                  | CUSIP: T7S98WAN6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $128731.61    | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4175                                                                                | CUSIP: 3132E0T85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       250498 | PA      | $212940.77    | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.32 07/19/35                                                                        | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92875.45     | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 10/15/27                                                                         | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7838000 | PA      | $7892345.52   | 1.12%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.576 07/23/36                                                                      | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        90000 | PA      | $93320.92     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 6.5 12/01/52                                                                      | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       112000 | PA      | $115576.16    | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                                           | CAN 2.75 12/01/55                                                                        | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       941000 | PA      | $552242.33    | 0.08%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 07/31/30                                                                         | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1917000 | PA      | $1933099.81   | 0.27%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6.2 02/15/56                                                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       165000 | PA      | $165560.52    | 0.02%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                           | EXR 4.95 01/15/33                                                                        | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70984.96     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8271                                                                                | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       282966 | PA      | $240610.68    | 0.03%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       426000 | PA      | $444019.51    | 0.06%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 3.625 01/15/32                                                                    | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       779000 | PA      | $729893.67    | 0.10%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4867                                                                                | CUSIP: 31418EMR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       208280 | PA      | $204458.17    | 0.03%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                             | AIIB 2.875 05/23/31 GMTN                                                                 | CUSIP: Y0311AHB3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      2003000 | PA      | $2357142.28   | 0.33%             | 2031-05-23      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 9.75 07/20/33                                                                     | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     33830000 | PA      | $972758.67    | 0.14%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                             | CPGX 6.544 11/15/53 144A                                                                 | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       260000 | PA      | $279363.22    | 0.04%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: —       |
| Essendi SA                                                                                       | ACCINV 5.5 11/15/31 REGS                                                                 | CUSIP: L0926ZAB6<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $241704.60    | 0.03%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden AB                                                                                    | HEIMST 8.375 01/29/30 EMTN                                                               | CUSIP: W4R92RAA5<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $125380.00    | 0.02%             | 2030-01-29      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.875 12/15/30 144A                                                                  | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       400000 | PA      | $418805.89    | 0.06%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Tokyo (Metropolis Of)                                                                            | TOKYO 4.25 05/07/30 .                                                                    | CUSIP: J42325JF8<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | NUSS              | JP        |       400000 | PA      | $403706.34    | 0.06%             | 2030-05-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                      | AGKLN 5.375 05/21/30 REGs                                                                | CUSIP: L0R67MAB5<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $121443.58    | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 6.25 08/01/33 144A                                                                | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |        60000 | PA      | $61326.12     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 11/15/35                                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $197578.13    | 0.03%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                            | THAIGB 2 12/17/31                                                                        | CUSIP: Y6065BNK9<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     13906000 | PA      | $458762.16    | 0.07%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                                 | TTMTIN 4.5 07/15/28 REGS                                                                 | CUSIP: G5002FAW6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $118556.56    | 0.02%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8428                                                                                | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        94696 | PA      | $94972.27     | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8288                                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       319785 | PA      | $320762.09    | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8299                                                                                | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       689295 | PA      | $691366.53    | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank Girozentrale                                                             | NDB V5.625 08/23/34                                                                      | CUSIP: D5714EHQ7<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $373019.57    | 0.05%             | 2034-08-23      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                       | EMECLI 6.75 07/15/31 144A                                                                | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |        50000 | PA      | $52736.40     | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 5.75 06/28/54                                                                        | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       165000 | PA      | $160944.59    | 0.02%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Andalucia, Comunidad Autonoma - Junta, Consejeria De Economia Y Hacienda                         | ANDAL 3.3 04/30/35                                                                       | CUSIP: E6960NNP0<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      1614000 | PA      | $1883907.76   | 0.27%             | 2035-04-30      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 05/15/55                                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1555100 | PA      | $1535418.27   | 0.22%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Valeo SE                                                                                         | FRFP 5.125 05/20/31 EMTn                                                                 | CUSIP: F9T69CR80<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $242587.67    | 0.03%             | 2031-05-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE V5.537 07/14/36 144A                                                               | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $207065.10    | 0.03%             | 2036-07-14      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 7 04/01/31 144A                                                                    | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        60000 | PA      | $62630.21     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Alliant Energy Corporation                                                                       | LNT V5.75 04/01/56                                                                       | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199924.60    | 0.03%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Odido Holding BV                                                                                 | TMOBNL 3.75 01/15/29 REGS                                                                | CUSIP: N9655TAA8<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117764.02    | 0.02%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3349                                                                                | CUSIP: 3140QNWK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       107531 | PA      | $91697.08     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8332                                                                                | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       636701 | PA      | $656345.01    | 0.09%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                                      | IFC 4.5 10/02/28 GMTN                                                                    | CUSIP: U4R8434R0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      2620000 | PA      | $3586799.28   | 0.51%             | 2028-10-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 S.a r.l.                                                                          | SYABGR 7.875 01/31/31 REGS                                                               | CUSIP: L2965ZAA6<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $251540.35    | 0.04%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Alexandrite Monnet UK HoldCo PLC                                                                 | BFIMMO 10.5 05/15/29 REGS                                                                | CUSIP: G01654AA3<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $127114.42    | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Rossini S.a.r.l.                                                                                 | ROSINI 6.75 12/31/29 REGS                                                                | CUSIP: L7980HAE8<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $123797.11    | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF 4.625 05/07/45 EMTn                                                                  | CUSIP: F2893TBV7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114051.12    | 0.02%             | 2045-05-07      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                                  | PRYIM V5.25 PERP .                                                                       | CUSIP: T7S317CE9<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $122494.69    | 0.02%             | 2049-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| International Finance Corp.                                                                      | IFC 4.5 05/20/30 MTN                                                                     | CUSIP: Q4944TAP4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      1435000 | PA      | $954817.45    | 0.14%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | SOFTBK 5.25 10/10/29                                                                     | CUSIP: J7596PBX6<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $119540.03    | 0.02%             | 2029-10-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9778                                                                                | CUSIP: 36179Y2K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        92763 | PA      | $92804.54     | 0.01%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                                      | ACGB 4.25 12/21/35 171                                                                   | CUSIP: Q08184NE1<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       912000 | PA      | $585179.06    | 0.08%             | 2035-12-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ontex Group NV                                                                                   | ONTEX 5.25 04/15/30                                                                      | CUSIP: B6S9X0AC3<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $116891.25    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 4.125 07/30/37                                                                       | CUSIP: 31428XEC6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116636.58    | 0.02%             | 2037-07-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Saskatchewan (Province Of)                                                                       | SCDA 3.25 09/24/35                                                                       | CUSIP: C81800BX8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | MUN               | CA        |       362000 | PA      | $420797.58    | 0.06%             | 2035-09-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 1.25 05/25/38 OAT                                                                   | CUSIP: F26348BA3<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       466000 | PA      | $410139.34    | 0.06%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4918                                                                                | CUSIP: 31418EPC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       141164 | PA      | $141587.76    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3642                                                                                | CUSIP: 3140XKBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       154282 | PA      | $154761.54    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2991                                                                                | CUSIP: 3140XJKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       164292 | PA      | $145870.40    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/31 144A                                                                     | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       481500 | PA      | $543665.92    | 0.08%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                          | ARW 5.875 04/10/34                                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       213000 | PA      | $223183.67    | 0.03%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM C15                                                                         | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1006345.70   | 0.14%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Unicaja Banco, S.A.U.                                                                            | UCAJLN V3.5 06/30/31 EMTN                                                                | CUSIP: E92589FK6<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $355086.27    | 0.05%             | 2031-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                    | NRZT 2025-NQM4 A1                                                                        | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |      1618345 | PA      | $1632532.01   | 0.23%             | 2065-07-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE                                                              | MSRM 2025-NQM5 A1                                                                        | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       290735 | PA      | $293297.94    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                                               | SVTLN 3.875 08/04/37 EMTN                                                                | CUSIP: G80571BE4<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       180000 | PA      | $207793.65    | 0.03%             | 2037-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V4.95 08/04/31                                                                        | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       560000 | PA      | $566269.30    | 0.08%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                              | MQGAU V5.642 08/13/36 144A                                                               | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |       248000 | PA      | $251893.69    | 0.04%             | 2036-08-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Assa Abloy AB                                                                                    | ASSABS 3.371 09/09/32 GMTN                                                               | CUSIP: W0817XPR0<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |       170000 | PA      | $199706.59    | 0.03%             | 2032-09-09      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.188 09/12/36                                                                     | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       266000 | PA      | $270843.28    | 0.04%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                                 | SMINLN 3.625 11/13/33 EMTN                                                               | CUSIP: G82401NY5<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       290000 | PA      | $334481.02    | 0.05%             | 2033-11-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                                        | ORAFP 3.125 11/13/31 EMTN                                                                | CUSIP: F6866TH86<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233422.72    | 0.03%             | 2031-11-13      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4.914 11/14/36                                                                     | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       384000 | PA      | $382639.88    | 0.05%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Rb Global Holdings Inc.                                                                          | RBACN 7.75 03/15/31 144A                                                                 | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |       800000 | PA      | $837403.20    | 0.12%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                                     | NSTAU 6.125 04/11/33 144A                                                                | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |       272000 | PA      | $289162.03    | 0.04%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc.                                                                | AIG 5.125 03/27/33                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       222000 | PA      | $229006.16    | 0.03%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 0.7 12/20/51 73                                                                      | CUSIP: J2S39LSJ4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    161100000 | PA      | $556514.66    | 0.08%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                             | GGB 4.125 06/15/54                                                                       | CUSIP: X32332Y71<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1199000 | PA      | $1375606.71   | 0.20%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 9.25 02/01/29 144A                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       400000 | PA      | $418244.13    | 0.06%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Summer BidCo BV                                                                                  | ADRBID 10 02/15/29 REGS                                                                  | CUSIP: N8T00BAC6<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |       220000 | PA      | $262191.67    | 0.04%             | 2029-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 5.7 09/15/34                                                                         | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       235000 | PA      | $243143.45    | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TERNA - Rete Elettrica Nazionale S.p.A.                                                          | TRNIM 3 07/22/31 EMTn                                                                    | CUSIP: T9451NDH3<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       420000 | PA      | $488203.68    | 0.07%             | 2031-07-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                                            | ACM 6 08/01/33 144A                                                                      | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |       850000 | PA      | $871615.50    | 0.12%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                             | OBX 2025-NQM13 A2                                                                        | CUSIP: 67121UAB2<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |       868839 | PA      | $874904.22    | 0.12%             | 2065-05-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL16 LLC                                                                                | MF1 2024-FL16 C                                                                          | CUSIP: 55287EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       825000 | PA      | $824889.29    | 0.12%             | 2039-11-18      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CATHEDRAL LAKE LTD 2021-6                                                                        | CATLK 2021-6A BR                                                                         | CUSIP: 14919LAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       834376 | PA      | $835627.73    | 0.12%             | 2034-04-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                         | SW 3.489 11/24/31                                                                        | CUSIP: G8267GAJ7<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $117497.26    | 0.02%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                            | ONT 4.45 11/20/35                                                                        | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |       560000 | PA      | $559285.01    | 0.08%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Company Pty Ltd.                                                              | TCLAU 4.033 11/26/37 EMTN                                                                | CUSIP: Q9194UBK7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $116805.07    | 0.02%             | 2037-11-26      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.676 01/22/35                                                                      | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       157000 | PA      | $165905.26    | 0.02%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN DD4057                                                                                | CUSIP: 3140B4QK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       747015 | PA      | $747065.16    | 0.11%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Corte Ingles S.A                                                                              | CRTING 3.5 07/24/33 EMTN                                                                 | CUSIP: E38667RG3<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $231550.84    | 0.03%             | 2033-07-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                              | ADVGRO 8 08/01/33 144A                                                                   | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       300000 | PA      | $313644.34    | 0.04%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8.25 05/21/31                                                                     | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     15533000 | PA      | $410636.01    | 0.06%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                             | OBX 2025-NQM13 A1                                                                        | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |       359836 | PA      | $363275.50    | 0.05%             | 2065-05-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS K-171 XAM                                                                           | CUSIP: 3137HMCD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     37024475 | PA      | $472221.26    | 0.07%             | 2035-07-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                        | LIN 3.75 11/20/38 EMTN                                                                   | CUSIP: G5S016AL1<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $115530.43    | 0.02%             | 2038-11-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB V6.608 09/13/29 144A                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       344000 | PA      | $365519.18    | 0.05%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 6 06/12/34 REGS                                                                   | CUSIP: X77765DG1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       551000 | PA      | $572066.48    | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                 | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |       711000 | PA      | $724942.71    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| E.ON International Finance B.V.                                                                  | EOANGR 3.5 09/03/35 EMTN                                                                 | CUSIP: N3033QDB5<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       460000 | PA      | $532940.47    | 0.08%             | 2035-09-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ephios Subco 3 S.a r.l.                                                                          | SYABGR 7.875 01/31/31 REGS                                                               | CUSIP: L2965ZAA6<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |       310000 | PA      | $389887.54    | 0.06%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Sammons Financial Group Inc                                                                      | SAMMON 6.875 04/15/34 144A                                                               | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |       261000 | PA      | $286858.74    | 0.04%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                           | ERFFP 3.875 02/05/33 .                                                                   | CUSIP: L31839DT4<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $117513.84    | 0.02%             | 2033-02-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5566 HC                                                                              | CUSIP: 3137HMJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |        14461 | PA      | $14478.47     | 0.00%             | 2055-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL20 LLC                                                                                | MF1 2025-FL20 AS                                                                         | CUSIP: 59319CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1800000 | PA      | $1801636.74   | 0.26%             | 2037-08-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V3.632 09/03/34 EMTN                                                                 | CUSIP: G6422BAY1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       490000 | PA      | $573349.18    | 0.08%             | 2034-09-03      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Swisscom Finance B.V.                                                                            | SCMNVX 3.625 11/17/37 EMTN                                                               | CUSIP: N8T33HAK6<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |       380000 | PA      | $437146.15    | 0.06%             | 2037-11-17      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bupa Finance PLC                                                                                 | BUPFIN 6.625 11/18/45                                                                    | CUSIP: G1698AAK1<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134924.16    | 0.02%             | 2045-11-18      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 7.05 02/03/31 REGS                                                                | CUSIP: P3579ECR6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       168000 | PA      | $180709.20    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 5.5 07/01/37 144A                                                                 | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       383000 | PA      | $395518.53    | 0.06%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ameritex Holdco Inter LLC                                                                        | AMEPIP 7.625 08/15/33 144A                                                               | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $316753.80    | 0.04%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                        | LGEN V4.375 09/04/55 EMTN                                                                | CUSIP: G54404AW1<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       160000 | PA      | $190638.66    | 0.03%             | 2055-09-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                               | PPL 5.25 05/15/53                                                                        | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       321000 | PA      | $309924.97    | 0.04%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.75 01/15/34                                                                       | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       143000 | PA      | $151994.64    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bausch Plus Lomb Corp.                                                                           | BLCOCN 8.375 10/01/28 144A                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $418000.00    | 0.06%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 7.125 05/13/54                                                                    | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       392000 | PA      | $388962.00    | 0.06%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.5 08/15/54                                                                         | CUSIP: D2R8H4KM0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       537000 | PA      | $521362.79    | 0.07%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.6 08/15/35                                                                         | CUSIP: D2R8H4MA4<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $1035306.48   | 0.15%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE                                                              | MSRM 2025-NQM6 A1                                                                        | CUSIP: 617948AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       651293 | PA      | $655914.01    | 0.09%             | 2070-07-25      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MF1 2025-FL20 LLC                                                                                | MF1 2025-FL20 B                                                                          | CUSIP: 59319CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       705321 | PA      | $706541.63    | 0.10%             | 2037-08-18      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park Clo Ltd.                                                                           | ALLPK 2019-1A BRR                                                                        | CUSIP: 017154AW5<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1254354.13   | 0.18%             | 2035-01-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                            | HTHROW 5.875 05/13/41 EMTN                                                               | CUSIP: G4R1K3AH8<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |       250000 | PA      | $333600.49    | 0.05%             | 2043-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Central Bank Of Iceland                                                                          | ICEGB 5 11/15/28                                                                         | CUSIP: X7569MAK9<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    113800000 | PA      | $866429.50    | 0.12%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corporation                                                                     | PPLCN 5.22 06/28/33                                                                      | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       193000 | PA      | $149103.06    | 0.02%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QY6944                                                                                | CUSIP: 31426RWE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1047427 | PA      | $1049510.59   | 0.15%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE                                                              | MSRM 2025-NQM6 A1B                                                                       | CUSIP: 617948AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       940032 | PA      | $942598.09    | 0.13%             | 2070-07-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                        | CRBG 4.9 08/21/32 144A                                                                   | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |       283000 | PA      | $285244.05    | 0.04%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                                              | CNH 3.875 09/03/35 EMTN                                                                  | CUSIP: G21817AH7<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |       390000 | PA      | $449730.05    | 0.06%             | 2035-09-03      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd.                                                                        | BHP 3.643 09/04/35 EMTN                                                                  | CUSIP: Q1489BAH8<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $463346.13    | 0.07%             | 2035-09-04      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 1.83 08/25/35 INBK                                                                   | CUSIP: Y6S39CCG1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      6000000 | PA      | $858479.19    | 0.12%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                           | PARGUY 6.1 08/11/44 REGS                                                                 | CUSIP: P75744AB1<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       392000 | PA      | $407375.69    | 0.06%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ams OSRAM AG                                                                                     | AMSSW 10.5 03/30/29 REGs                                                                 | CUSIP: A0400QAL1<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $368491.23    | 0.05%             | 2029-03-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc. / Amynta Warranty Borrower Inc.                                      | AMYNTA 7.5 07/15/33 144A                                                                 | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |       300000 | PA      | $306350.70    | 0.04%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                                               | DBKAZ 5.25 10/23/29 REGS                                                                 | CUSIP: Y2037XAG8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       585000 | PA      | $601613.34    | 0.09%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Baxter International, Inc.                                                                       | BAX 5.65 12/15/35                                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96459.81     | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ESB Finance Designated Activity Co.                                                              | ESBIRE 1.875 06/14/31 EMTN                                                               | CUSIP: G3194BAF5<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |       202000 | PA      | $222378.78    | 0.03%             | 2031-06-14      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Alliander N.V.                                                                                   | ALLRNV 3.5 05/06/37 EMTN                                                                 | CUSIP: N0373AFP1<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       365000 | PA      | $419282.57    | 0.06%             | 2037-05-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | BKNG 4.125 05/09/38                                                                      | CUSIP: 09857LBJ6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       137000 | PA      | $160890.37    | 0.02%             | 2038-05-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                                             | VW 3.5 06/19/31 EMTN                                                                     | CUSIP: D9T638KK7<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $352377.21    | 0.05%             | 2031-06-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 5.171 07/16/32 144A                                                                  | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       519000 | PA      | $533831.03    | 0.08%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Belfius Bank SA/NV                                                                               | CCBGBB 3.375 02/20/31                                                                    | CUSIP: B11083EX4<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $351829.69    | 0.05%             | 2031-02-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V3.75 01/27/36 EMTN                                                               | CUSIP: E2R06BAL5<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $466512.98    | 0.07%             | 2036-01-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4 05/06/54                                                                         | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       102000 | PA      | $111353.36    | 0.02%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Oil Company of the Azerbaijan Republic                                                     | SOIAZ 6.95 03/18/30                                                                      | CUSIP: Y8158KAC5<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |       204000 | PA      | $221300.78    | 0.03%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Zegona Finance PLC                                                                               | ZEGLN 6.75 07/15/29 REGs                                                                 | CUSIP: G76098AB1<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |       360000 | PA      | $446180.17    | 0.06%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 3.375 02/15/31 144A                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $121222.04    | 0.02%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| Leviathan Bond Limited                                                                           | LVIATH 6.5 06/30/27                                                                      | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |        15000 | PA      | $15118.27     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 3.25 02/15/29                                                                        | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $53040.70     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.484 09/16/36                                                                       | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       190000 | PA      | $167348.87    | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.95 06/30/62                                                                       | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        95000 | PA      | $57375.71     | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.137 11/15/35 144A                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       140000 | PA      | $120902.75    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 3.75 02/15/31 144A                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       205000 | PA      | $192508.37    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Softbank Group Corp.                                                                             | SOFTBK 4.625 07/06/28                                                                    | CUSIP: J75963BR8<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $196057.69    | 0.03%             | 2028-07-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 4 10/15/33 144A                                                                      | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       165000 | PA      | $153419.66    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.3 01/30/32                                                                         | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       600000 | PA      | $554954.69    | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                       | DCP 3.25 02/15/32                                                                        | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       135000 | PA      | $124337.38    | 0.02%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gcat 2019-RPL1 Trust                                                                             | GCAT 2019-RPL1 A1                                                                        | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        18501 | PA      | $18103.90     | 0.00%             | 2068-10-25      | Variable      | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                                 | NAVSL 2021-FA B                                                                          | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $73076.29     | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 3.875 05/15/32 144A                                                                  | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       130000 | PA      | $118348.62    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 5.8 09/30/27 REGS                                                                  | CUSIP: M1487WDM4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       400000 | PA      | $405762.42    | 0.06%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.482 09/21/36                                                                      | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        60000 | PA      | $52752.31     | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CAFL ISSUER LLC 2021-RTL1                                                                        | CAFL 2021-RTL1 A1                                                                        | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        14185 | PA      | $13487.45     | 0.00%             | 2029-03-28      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                                                   | EPR 3.6 11/15/31                                                                         | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |        35000 | PA      | $32540.86     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                               | ARCC 3.2 11/15/31                                                                        | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       375000 | PA      | $333320.88    | 0.05%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.25 09/21/71                                                                      | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       400000 | PA      | $248480.00    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 2.875 10/15/26 144A                                                                  | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       135000 | PA      | $133122.62    | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| SMB Private Education Loan Trust 2021-E                                                          | SMB 2021-E B                                                                             | CUSIP: 78450MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $88300.09     | 0.01%             | 2051-02-15      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                      | CLR 2.875 04/01/32 144A                                                                  | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       245000 | PA      | $213894.39    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| Bruce Power L.P.                                                                                 | BRUPOW 4.27 12/21/34                                                                     | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       377000 | PA      | $273762.07    | 0.04%             | 2034-12-21      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                                   | OPALBD 5.5 03/31/32 REGS                                                                 | CUSIP: F6S35CAB9<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       220000 | PA      | $267447.31    | 0.04%             | 2032-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 6.6 06/13/36 REGS                                                                 | CUSIP: P5015VAQ9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       200000 | PA      | $215700.00    | 0.03%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications PLC                                                                   | BRITEL V8.375 12/20/83 EMTN                                                              | CUSIP: G15820EJ1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $289936.68    | 0.04%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Informa PLC                                                                                      | INFLN 3.375 06/09/31 EMTN                                                                | CUSIP: G4770LBD7<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       143000 | PA      | $167833.88    | 0.02%             | 2031-06-09      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V3.2 09/22/31 EMTN                                                                 | CUSIP: T9T20MGH3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $350033.24    | 0.05%             | 2031-09-22      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 4.5 03/19/34                                                                         | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       510000 | PA      | $599567.94    | 0.09%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                      | NBNAUS 3.75 03/22/34 EMTN                                                                | CUSIP: Q6633FNK2<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       329000 | PA      | $391308.37    | 0.06%             | 2034-03-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DSV Finance B.V                                                                                  | DSVDC 3.375 11/06/34 EMTN                                                                | CUSIP: N27936AC2<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       102000 | PA      | $117510.35    | 0.02%             | 2034-11-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.95 03/15/37 REGS                                                                | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       841000 | PA      | $903948.85    | 0.13%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: —       |
| Kingpin Intermediate Holdings Llc                                                                | LUCK 7.25 10/15/32 144A                                                                  | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |       300000 | PA      | $284359.77    | 0.04%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                                       | CDP 4.5 10/15/30                                                                         | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |       123000 | PA      | $122756.49    | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.5 09/18/30 144A                                                                 | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        85000 | PA      | $85114.51     | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Shurgard Luxembourg S.a.r.l.                                                                     | SHRLUX 3.625 10/22/34                                                                    | CUSIP: L8230CAA3<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $342329.25    | 0.05%             | 2034-10-22      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-69 FA                                                                           | CUSIP: 3136BS5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       704491 | PA      | $708178.69    | 0.10%             | 2054-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                              | AXL 7.75 10/15/33 144A                                                                   | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       400000 | PA      | $407828.88    | 0.06%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.95 09/16/35                                                                     | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       769000 | PA      | $792967.87    | 0.11%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                                     | RCL 5.375 01/15/36                                                                       | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        97000 | PA      | $97692.02     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                                     | LIFP 3.75 09/30/37 EMTN                                                                  | CUSIP: F5S74PEQ7<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233048.06    | 0.03%             | 2037-09-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| America Movil BV                                                                                 | AMXLMM 3 09/30/30                                                                        | CUSIP: N03205MQ6<br>LEI: 724500AVF7ZU7L61BL70 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $350656.92    | 0.05%             | 2030-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Arkema SA                                                                                        | AKEFP 3.5 09/12/34 EMTN                                                                  | CUSIP: F0392WRV3<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228048.96    | 0.03%             | 2034-09-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| Energuate Trust                                                                                  | EGUATE 6.35 09/15/35 144A                                                                | CUSIP: 29277RAB1<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |       355000 | PA      | $355191.63    | 0.05%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Group Inc                                                                                | CG 5.05 09/19/35                                                                         | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |       422000 | PA      | $417434.96    | 0.06%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 6 01/15/36 144A                                                                      | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       800000 | PA      | $811014.69    | 0.12%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Dominican Republic                                                                               | DOMREP 6.6 06/01/36 REGs                                                                 | CUSIP: P3579ECU9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       867000 | PA      | $915205.20    | 0.13%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: —       |
| Thales SA                                                                                        | HOFP 4.25 10/18/31 EMTN                                                                  | CUSIP: F9156MJZ2<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $248856.00    | 0.04%             | 2031-10-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.375 07/31/54                                                                       | CUSIP: G4527HF22<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       573000 | PA      | $677373.25    | 0.10%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9603                                                                                | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       137220 | PA      | $134093.92    | 0.02%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                                             | MUTHIN 7.125 02/14/28 REGS                                                               | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       602000 | PA      | $616370.22    | 0.09%             | 2028-02-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Grifols S.A.                                                                                     | GRFSM 7.125 05/01/30 RegS                                                                | CUSIP: E5706XAT5<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       210000 | PA      | $259661.75    | 0.04%             | 2030-05-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.588 01/23/36 EMTN                                                                 | CUSIP: U48066H87<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       417000 | PA      | $484012.15    | 0.07%             | 2036-01-23      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT 3.875 09/26/35 REGS                                                               | CUSIP: U52932BS5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       300000 | PA      | $346699.95    | 0.05%             | 2035-09-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Pachelbel Bidco S.p.A.                                                                           | MLTIVR 7.125 05/17/31 REGS                                                               | CUSIP: T7S3D8AB2<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $125776.12    | 0.02%             | 2031-05-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB7867                                                                                | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       173387 | PA      | $180409.83    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5.625 02/19/36                                                                     | CUSIP: P28714AS5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       636000 | PA      | $701486.46    | 0.10%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Company, Inc.                                                                  | HE 6 10/01/33 144A                                                                       | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |       700000 | PA      | $710199.00    | 0.10%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Maya S.A.S.                                                                                      | ILIADH 6.875 04/15/31 REGs                                                               | CUSIP: F507APAK7<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $377325.92    | 0.05%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sse PLC                                                                                          | SSELN 3.5 03/18/32 EMTn                                                                  | CUSIP: G8842PUT7<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       336000 | PA      | $398988.63    | 0.06%             | 2032-03-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sandoz Finance B.V.                                                                              | SDZSW 4 03/26/35 .                                                                       | CUSIP: N7699AAE3<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |       125000 | PA      | $148694.43    | 0.02%             | 2035-03-26      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| National Grid North America Inc.                                                                 | NGGLN 3.917 06/03/35 EMTn                                                                | CUSIP: U6300AJC3<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       555000 | PA      | $654656.45    | 0.09%             | 2035-06-03      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5575 MB                                                                              | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       260934 | PA      | $275145.08    | 0.04%             | 2055-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS K547 X1                                                                             | CUSIP: 3137HN6D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      7224028 | PA      | $122885.77    | 0.02%             | 2030-05-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP V7.05 12/15/54 *                                                                     | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       335000 | PA      | $352190.53    | 0.05%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 6.75 05/15/31                                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        60000 | PA      | $62461.56     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AlmavivA S.p.A.                                                                                  | ALMAIN 5 10/30/30 REGS                                                                   | CUSIP: T0R841AA4<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118742.22    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                                            | QPARKH 4.25 09/01/30 REGS                                                                | CUSIP: N7262TAJ8<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $119343.31    | 0.02%             | 2030-09-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Arqiva Broadcast Finance PLC                                                                     | ARQIVA 8.625 07/01/30                                                                    | CUSIP: G0566TAD7<br>LEI: 5493007PMKIGKNYH2S25 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $139441.79    | 0.02%             | 2030-07-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Benteler International Aktiengesellschaft                                                        | BENTLR 7.25 06/15/31 REGS                                                                | CUSIP: A1113CAD6<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $126501.93    | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                              | IBRD 4.25 07/23/32 MTN                                                                   | CUSIP: U4586H8D8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       527000 | PA      | $304882.98    | 0.04%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.7 12/01/55                                                                        | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       265000 | PA      | $255080.26    | 0.04%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Sempra                                                                                           | SRE V6.375 04/01/56                                                                      | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       105000 | PA      | $107409.81    | 0.02%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.25 11/15/40                                                                          | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       650000 | PA      | $629509.77    | 0.09%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 7.69 01/23/50                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |        10000 | PA      | $8969.66      | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Castellum AB                                                                                     | CASTSS V3.125 PERP                                                                       | CUSIP: W20779X46<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $115718.29    | 0.02%             | 2049-12-31      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 0.2 09/20/32 368                                                                     | CUSIP: J2S39LWZ3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    415800000 | PA      | $2397857.87   | 0.34%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF1237                                                                                | CUSIP: 3133BNLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       310462 | PA      | $311367.04    | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                              | KTB 4.25 12/10/32 3212                                                                   | CUSIP: Y7277FV80<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    830110000 | PA      | $607207.14    | 0.09%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4868                                                                                | CUSIP: 31418EMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       454285 | PA      | $455883.89    | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4869                                                                                | CUSIP: 31418EMT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       822178 | PA      | $837972.54    | 0.12%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1552                                                                                | CUSIP: 3140QLWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       354928 | PA      | $303221.16    | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.75 08/15/28 144A                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20377.32     | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8444                                                                                | CUSIP: 3132DWLZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       148039 | PA      | $144816.82    | 0.02%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN V7.2 06/27/54                                                                      | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |        77000 | PA      | $81820.97     | 0.01%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Zegona Finance PLC                                                                               | ZEGLN 6.75 07/15/29 REGs                                                                 | CUSIP: G76098AB1<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123938.93    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 7 02/15/32 REGS                                                                      | CUSIP: U6203BAD6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       100000 | PA      | $122536.18    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Currenta Group Holdings S.a.r.l.                                                                 | CURGRP 5.5 05/15/30 REGS                                                                 | CUSIP: L2212RAA5<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $118974.62    | 0.02%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 5.5 03/30/36                                                                        | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |        60000 | PA      | $61281.00     | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5793                                                                                | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       246473 | PA      | $253346.17    | 0.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                                 | TCV 3.625 09/29/40 EMTN                                                                  | CUSIP: Q9194YZZ0<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       100000 | PA      | $115287.07    | 0.02%             | 2040-09-29      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                                | YTLPMK 1.5 09/17/29                                                                      | CUSIP: G95641AJ8<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $359507.79    | 0.05%             | 2029-09-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 5.35 09/15/54                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       155000 | PA      | $147950.93    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Sempra                                                                                           | SRE V6.4 10/01/54                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       250000 | PA      | $254421.13    | 0.04%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5531                                                                                | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       276930 | PA      | $281212.91    | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | BKNG 3.875 03/21/45                                                                      | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       300000 | PA      | $320654.15    | 0.05%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                         | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       245000 | PA      | $248368.75    | 0.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti S.p.A.                                                                 | CDEP 2 04/20/27 EMTN                                                                     | CUSIP: T2599HHT4<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       100000 | PA      | $117081.67    | 0.02%             | 2027-04-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                                      | ACGB 1 12/21/30 160                                                                      | CUSIP: Q2R04NCH5<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      1025000 | PA      | $584103.29    | 0.08%             | 2030-12-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 9.125 07/13/30                                                                    | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       200000 | PA      | $229035.44    | 0.03%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.5 02/01/29 144A                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |        90000 | PA      | $93345.12     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.375 05/13/31 7Y                                                                 | CUSIP: X0R483BB7<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        12000 | PA      | $15149.59     | 0.00%             | 2031-05-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                                           | EDPPL V4.75 05/29/54 EMTN                                                                | CUSIP: X1R4PDK40<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $242930.12    | 0.03%             | 2054-05-29      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Assemblin Caverion Group AB                                                                      | ASSEMB 6.25 07/01/30 REGS                                                                | CUSIP: W1R7F4AA2<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $245255.15    | 0.03%             | 2030-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                                  | FIBCOP 1.625 01/18/29 EMTn                                                               | CUSIP: T7S98WAP1<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $110761.65    | 0.02%             | 2029-01-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.884 07/26/35                                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        40000 | PA      | $42188.46     | 0.01%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9851                                                                                | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       178247 | PA      | $180480.85    | 0.03%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.75 03/24/35 REGS                                                                | CUSIP: X7360WDA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       102000 | PA      | $101439.79    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Proximus S.A                                                                                     | PROXBB V4.75 PERP                                                                        | CUSIP: B6949WKT4<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $238767.61    | 0.03%             | 2049-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | CNP V6.7 05/15/55                                                                        | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82444.08     | 0.01%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6.625 05/15/55                                                                        | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       410000 | PA      | $422714.51    | 0.06%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                                       | EVRG V6.65 06/01/55                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |        70000 | PA      | $71883.91     | 0.01%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.15 02/21/34                                                                       | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       650000 | PA      | $659635.08    | 0.09%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BE Semiconductor Industries NV                                                                   | BESINA 4.5 07/15/31 REGS                                                                 | CUSIP: N13107AF9<br>LEI: 7245007A1YFLI2GNYX06 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $122254.26    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8454                                                                                | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       182078 | PA      | $187107.44    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                             | AMNTEC 7.25 08/01/32 144A                                                                | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $42184.96     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5469                                                                                | CUSIP: 31418FCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       184231 | PA      | $184082.20    | 0.03%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                   | EU 2.5 12/04/31 UFA                                                                      | CUSIP: YV6790260<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       102000 | PA      | $118199.60    | 0.02%             | 2031-12-04      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kronos International Inc                                                                         | KRO 9.5 03/15/29 RegS                                                                    | CUSIP: U5010PAF5<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |       100000 | PA      | $110074.20    | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.5 12/01/34                                                                         | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       330000 | PA      | $339778.04    | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/35 REGS                                                                   | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        72538 | PA      | $64159.86     | 0.01%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5126                                                                                | CUSIP: 3140XLVU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       947992 | PA      | $806676.16    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                 | PR 6.25 02/01/33 144A                                                                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |        70000 | PA      | $71846.88     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 3.375 09/11/32                                                                       | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       140000 | PA      | $164981.48    | 0.02%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                                                    | LGIH 7 11/15/32 144A                                                                     | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19135.74     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| ConocoPhillips Co.                                                                               | COP 5 01/15/35                                                                           | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       145000 | PA      | $147340.43    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                                    | CHEPDE 7.5 05/15/30 REGS                                                                 | CUSIP: D1T29ZAD4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $122024.72    | 0.02%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN FS5520                                                                                | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       554225 | PA      | $544169.64    | 0.08%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9488                                                                                | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       138139 | PA      | $139870.54    | 0.02%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boels Topholding Bv                                                                              | BOELST 5.75 05/15/30 REGs                                                                | CUSIP: N143VZAB7<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $121774.11    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| A2A S.p.A.                                                                                       | AEMSPA V5 PERP                                                                           | CUSIP: T0579BAV7<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $121548.01    | 0.02%             | 2049-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 5.55 02/16/55                                                                        | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |        80000 | PA      | $77853.46     | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 3.625 09/05/32 8Y                                                                 | CUSIP: X0R483BC5<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        11000 | PA      | $13324.49     | 0.00%             | 2032-09-05      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/36 REGS                                                                 | CUSIP: X5S0056C0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        30980 | PA      | $18394.21     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                                               | PROFUN 9.75 09/15/29 144A                                                                | CUSIP: 74387UAK7<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21112.60     | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                         | G2 MB0026                                                                                | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       136204 | PA      | $138038.34    | 0.02%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5.5 02/23/54                                                                          | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        40000 | PA      | $38553.56     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Air France KLM                                                                                   | AFFP 4.625 05/23/29 EMTN                                                                 | CUSIP: F01699BU4<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121922.47    | 0.02%             | 2029-05-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ray Financing LLC                                                                                | SUNMED 6.5 07/15/31 REGS                                                                 | CUSIP: YX9670143<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |       130000 | PA      | $155985.61    | 0.02%             | 2031-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8446                                                                                | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       455382 | PA      | $462377.83    | 0.07%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5530                                                                                | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       470131 | PA      | $469920.14    | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 5 05/15/45                                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1340700 | PA      | $1381758.94   | 0.20%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B V                                                                            | TELEFO V6.135 PERP                                                                       | CUSIP: N850234A9<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $376898.59    | 0.05%             | 2049-12-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Crelan S.A.                                                                                      | CRELAN V6 02/28/30 EMTN                                                                  | CUSIP: B1606MXZ3<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $637542.91    | 0.09%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amber Finco PLC                                                                                  | AMBRFN 6.625 07/15/29 REGS                                                               | CUSIP: G02493AA5<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123848.25    | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                                                | AZELIS 4.75 09/25/29 REGS                                                                | CUSIP: B0R5SKAA1<br>LEI: 699400J0P7A5VXKGK641 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $120686.51    | 0.02%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.25 06/07/32                                                                        | CUSIP: G4527HJJ1<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       991000 | PA      | $1348361.93   | 0.19%             | 2032-06-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.3 10/01/54 30Y                                                                    | CUSIP: T6031QAS0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       450000 | PA      | $524912.99    | 0.07%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 6.75 03/15/34                                                                     | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       150000 | PA      | $165813.78    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 3.75 07/22/52                                                                        | CUSIP: G4527HQQ7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1970000 | PA      | $2107374.47   | 0.30%             | 2052-07-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.75 02/28/48 2048                                                                  | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     50700000 | PA      | $2944544.71   | 0.42%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/55                                                                         | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       105000 | PA      | $101620.31    | 0.01%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA4206                                                                                | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       361503 | PA      | $307012.52    | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.687 04/22/32                                                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       365000 | PA      | $335373.89    | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 4.5 05/01/32                                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       650000 | PA      | $583818.50    | 0.08%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8368                                                                                | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        34524 | PA      | $35552.79     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                                               | SVTLN 5.875 07/31/38 EMTN                                                                | CUSIP: G80571AY1<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $684911.59    | 0.10%             | 2038-07-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                                                   | CMZB V3.875 10/15/35 EMTN                                                                | CUSIP: D1706CKG8<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117849.17    | 0.02%             | 2035-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                         | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       450000 | PA      | $456187.50    | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                 | GWCN 8.375 11/15/32 144A                                                                 | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |        80000 | PA      | $81602.48     | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD6654                                                                                | CUSIP: 3132DUMB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        45740 | PA      | $42496.09     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 5.6 01/15/36                                                                         | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       178000 | PA      | $180567.87    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 2.15 08/25/55 INBK                                                                   | CUSIP: Y6S39CCJ5<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      4200000 | PA      | $586552.81    | 0.08%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.55 04/01/55                                                                       | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       170000 | PA      | $173380.12    | 0.02%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Grunenthal GmbH                                                                                  | GRUPHA 4.625 11/15/31 REGS                                                               | CUSIP: D3R2UUAF4<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119119.04    | 0.02%             | 2031-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 1.3 09/20/30 181                                                                     | CUSIP: J2615UCA2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    597350000 | PA      | $3772316.35   | 0.54%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                                         | TRTX 2025-FL7 AS                                                                         | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       464263 | PA      | $464492.49    | 0.07%             | 2043-06-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                                      | ACGB 2.75 05/21/41 156                                                                   | CUSIP: Q2R04NBF0<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      7154000 | PA      | $3632228.20   | 0.52%             | 2041-05-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                                   | CBAAU 2.688 03/11/31 144A                                                                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $456130.20    | 0.06%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds TREAS PRT PRMR                                              | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |            0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                             | FMGAU 4.375 04/01/31 144A                                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       604000 | PA      | $584544.69    | 0.08%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Videotron LTD/ Videotron LTEE                                                                    | QBRCN 3.625 06/15/29 144A                                                                | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |       280000 | PA      | $272910.34    | 0.04%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 3.5 05/30/35 145                                                                    | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     33500000 | PA      | $1508020.02   | 0.21%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.5 05/26/33 M                                                                     | CUSIP: P4R07XU53<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     20000000 | PA      | $1034129.66   | 0.15%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.875 05/15/43                                                                         | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4723000 | PA      | $4254020.84   | 0.60%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                                   | CMZB V3.625 01/14/32 1061                                                                | CUSIP: D1706CKV5<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119023.80    | 0.02%             | 2032-01-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE V4 07/30/35 EMTN                                                                   | CUSIP: G6S17HV42<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       196000 | PA      | $233529.09    | 0.03%             | 2035-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 05/15/35                                                                          | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2604000 | PA      | $2631870.94   | 0.37%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                                   | CMZB V3.75 06/06/34 EMTN                                                                 | CUSIP: D1706CQU1<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235602.78    | 0.03%             | 2034-06-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 3.5 11/25/35 OAT                                                                    | CUSIP: F26348FC5<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1754234.66   | 0.25%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Landsbankinn hf.                                                                                 | LANBNN 3.625 11/03/32 EMTN                                                               | CUSIP: X4S1BUEG6<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |       140000 | PA      | $161898.55    | 0.02%             | 2032-11-03      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LSEG Netherlands B.V                                                                             | LSELN 3 11/06/31                                                                         | CUSIP: N54926NK7<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |       220000 | PA      | $254962.86    | 0.04%             | 2031-11-06      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                                 | FE 2.75 03/01/32 144A                                                                    | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |        88000 | PA      | $79310.64     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Bruce Power L.P.                                                                                 | BRUPOW 4.7 06/21/31                                                                      | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       152000 | PA      | $115398.96    | 0.02%             | 2031-06-21      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 03/31/30                                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5599000 | PA      | $5675439.45   | 0.81%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                         | V 3.875 05/15/44                                                                         | CUSIP: 92826CAX0<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       125000 | PA      | $143338.77    | 0.02%             | 2044-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM 3.725 06/10/35 EMTn                                                                | CUSIP: T9T20MBD7<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       384000 | PA      | $450482.87    | 0.06%             | 2035-06-10      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                                         | ENGIFP 3.25 01/11/32 EMTN                                                                | CUSIP: F7629AZB6<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $468025.80    | 0.07%             | 2032-01-11      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.95 10/15/32 144A                                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       171000 | PA      | $169767.05    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Elia Transmission Belgium SA/NV                                                                  | ELIATB 3.5 10/08/35 EMTN                                                                 | CUSIP: B35657AJ2<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $462377.72    | 0.07%             | 2035-10-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                                  | BMY 3.363 11/10/33                                                                       | CUSIP: 05594KAB2<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $232430.68    | 0.03%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 1.5 07/22/47                                                                         | CUSIP: G4527HHC8<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1394000 | PA      | $993261.87    | 0.14%             | 2047-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                                   | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       500000 | PA      | $473803.95    | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KSA Sukuk Limited                                                                                | KSA 5.25 06/04/34 REGS                                                                   | CUSIP: G5321UAQ0<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |       590000 | PA      | $610423.44    | 0.09%             | 2034-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Export-Import Bank of India                                                                      | EXIMBK 5.5 01/13/35 REGS                                                                 | CUSIP: Y2387VAA1<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |       218000 | PA      | $228196.10    | 0.03%             | 2035-01-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Cellnex Finance Company S.A.U.                                                                   | CLNXSM 3.5 05/22/32 EMTn                                                                 | CUSIP: E2R41NAJ1<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $233500.51    | 0.03%             | 2032-05-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                                     | UNANA 3.375 05/22/35 EMTn                                                                | CUSIP: U90476AQ2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |       350000 | PA      | $407310.67    | 0.06%             | 2035-05-22      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| P3 Group S.a r.l.                                                                                | PTHREE 3.75 04/02/33 EMTN                                                                | CUSIP: L7S57TAE0<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       210000 | PA      | $243053.60    | 0.03%             | 2033-04-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                                    | WHTCAP 7.375 11/15/30 144A                                                               | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |       400000 | PA      | $415735.38    | 0.06%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| SNF Group SA                                                                                     | SNFF 2.625 02/01/29 REGS                                                                 | CUSIP: F85783AJ1<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $576077.53    | 0.08%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 2.55 04/01/32                                                                        | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       234000 | PA      | $204602.40    | 0.03%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                                 | NWSA 3.875 05/15/29 144A                                                                 | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |       459000 | PA      | $445311.75    | 0.06%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                            | ALTICE 5.75 08/15/29 144a                                                                | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       350000 | PA      | $243115.28    | 0.03%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Thailand (Kingdom Of)                                                                            | THAIGB 3.45 06/17/43                                                                     | CUSIP: Y6065BQX8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     20000000 | PA      | $742251.51    | 0.11%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma S.p.A.                                                                         | ADRIT 3.625 06/15/32 EMTN                                                                | CUSIP: T0142RAF5<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       252000 | PA      | $296789.82    | 0.04%             | 2032-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Shurgard Luxembourg S.a.r.l.                                                                     | SHRLUX 4 05/27/35                                                                        | CUSIP: L8230CAB1<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $232673.83    | 0.03%             | 2035-05-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 L                                                              | EFF 2025-4 A2                                                                            | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       586000 | PA      | $587202.88    | 0.08%             | 2028-08-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bankinter SA                                                                                     | BKTSM V3.25 11/03/33 .                                                                   | CUSIP: E2R16JT51<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $231424.60    | 0.03%             | 2033-11-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 2.85 04/15/31 HH                                                                     | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       249000 | PA      | $231267.35    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                             | JPM V3.328 04/22/52                                                                      | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       104000 | PA      | $74041.22     | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                                      | NZGB 2 05/15/32 0532                                                                     | CUSIP: Q54627DM5<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      2585000 | PA      | $1318027.29   | 0.19%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                                    | VLTO 4.15 09/19/31                                                                       | CUSIP: YW9361869<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |       188000 | PA      | $229597.92    | 0.03%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                              | DT 3.625 02/03/45 EMTN                                                                   | CUSIP: D2038ZAB6<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       132000 | PA      | $143096.92    | 0.02%             | 2045-02-03      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV10                                                                        | PMTLT 2025-INV10 A36                                                                     | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       437012 | PA      | $437265.70    | 0.06%             | 2056-10-01      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 4.45 12/15/30                                                                         | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       116000 | PA      | $115541.32    | 0.02%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                                              | STOAU 5.75 11/13/35 144A                                                                 | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |       175000 | PA      | $174514.00    | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/45                                                                         | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       192000 | PA      | $188340.00    | 0.03%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 1.25 10/22/41                                                                        | CUSIP: G4527HRA1<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1712000 | PA      | $1381152.85   | 0.20%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                            | ICEGB 6.5 01/24/31                                                                       | CUSIP: X3446PER1<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |    146000000 | PA      | $1158264.02   | 0.16%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Laboratoire Eimer Selarl                                                                         | BIOGRP 5 02/01/29 REGS                                                                   | CUSIP: F5540NAA7<br>LEI: 969500DCZL54LLTFEM37 | Long             | DBT              | CORP              | FR        |       125000 | PA      | $124018.69    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                                       | CDP 2.75 04/15/31                                                                        | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |       334000 | PA      | $305275.13    | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Bausch Health Companies Inc.                                                                     | BHCCN 4.875 06/01/28 144A                                                                | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $268725.00    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.875 04/15/30                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       194000 | PA      | $191015.78    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 2.5 07/12/31 144A                                                                 | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       548000 | PA      | $493736.77    | 0.07%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8.25 05/21/31                                                                     | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     48168000 | PA      | $1273386.69   | 0.18%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H                                                                            | NH NFAUTL 6.89 04/01/2034                                                                | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       225000 | PA      | $237932.61    | 0.03%             | 2034-04-01      | Fixed         | 6.89%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                                        | AVLN V4.625 08/28/56                                                                     | CUSIP: G0R23NE93<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       316000 | PA      | $381236.99    | 0.05%             | 2056-08-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 4.473 10/07/32                                                                       | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       301000 | PA      | $302452.35    | 0.04%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| OBX 2025-NQM18 TRUST                                                                             | OBX 2025-NQM18 A1                                                                        | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-O            | CORP              | US        |       285492 | PA      | $286642.66    | 0.04%             | 2065-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2017-66 FB                                                                           | CUSIP: 3136AYAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       706876 | PA      | $691004.64    | 0.10%             | 2047-09-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Hammerson PLC                                                                                    | HMSOLN 3.5 04/15/32 EMTN                                                                 | CUSIP: G4273QNL7<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |       444000 | PA      | $513068.98    | 0.07%             | 2032-04-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8 10/29/35                                                                        | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     29786147 | PA      | $787909.85    | 0.11%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.7 11/15/55                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       151000 | PA      | $144577.38    | 0.02%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                             | HIW 5.35 01/15/33                                                                        | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |       257000 | PA      | $257830.09    | 0.04%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 4 03/15/29 144A                                                                     | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       394000 | PA      | $387875.82    | 0.06%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mbank SA                                                                                         | MBKPW V4.034 09/27/30 emtn                                                               | CUSIP: X521A6AR5<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |       200000 | PA      | $241791.36    | 0.03%             | 2030-09-27      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: —       |
| Finland (Republic Of)                                                                            | RFGB 3 09/15/35 10Y                                                                      | CUSIP: X27717NY3<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       735000 | PA      | $852233.61    | 0.12%             | 2035-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 5.75 01/15/31 144A                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       600000 | PA      | $608455.80    | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 3.125 11/06/34                                                                     | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       240000 | PA      | $275289.45    | 0.04%             | 2034-11-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.5 12/07/42                                                                         | CUSIP: G4527HPV7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       201000 | PA      | $255223.58    | 0.04%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM2874                                                                                | CUSIP: 3140X6FQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       191540 | PA      | $174847.35    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                               | PURGYM 10 10/11/28 REGS                                                                  | CUSIP: G7113BAD9<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $142301.53    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Canada (Government of)                                                                           | CAN 4 03/01/29                                                                           | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       275000 | PA      | $207769.21    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6 05/07/36                                                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $203150.00    | 0.03%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                                                                       | ZIGGO 2.875 01/15/30 REGS                                                                | CUSIP: N98371AD4<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       130000 | PA      | $144901.85    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.5 05/26/33 M                                                                     | CUSIP: P4R07XU53<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     45060000 | PA      | $2329894.12   | 0.33%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9304                                                                                | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83710 | PA      | $84083.02     | 0.01%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hungarian Export-Import Bank Pte Ltd.                                                            | MAEXIM 6 05/16/29                                                                        | CUSIP: X5S8QYBP7<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       100000 | PA      | $126027.78    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.55 05/15/34                                                                         | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       155000 | PA      | $159781.35    | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 5.875 10/17/31 REGS                                                               | CUSIP: V73789BG9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       100000 | PA      | $118487.23    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 2.75 02/25/29 OAT                                                                   | CUSIP: F26348BS4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       947000 | PA      | $1121263.99   | 0.16%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Star Energy Geothermal (Wayang Windu) Ltd.                                                       | STAREN 6.75 04/24/33 REGS                                                                | CUSIP: G84393AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       240338 | PA      | $248116.90    | 0.04%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 5.25 06/23/32                                                                        | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        47000 | PA      | $48221.21     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 1.3 03/20/63 16                                                                      | CUSIP: J2S39LG65<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     67850000 | PA      | $239252.89    | 0.03%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9241                                                                                | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        37447 | PA      | $38054.50     | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 5.875 01/31/31 144A                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       122000 | PA      | $124706.81    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6 09/26/35 144A                                                                   | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1400000 | PA      | $1462131.53   | 0.21%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-HE3                                                              | JPMMT 2023-HE3 A1                                                                        | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |        57038 | PA      | $57265.90     | 0.01%             | 2054-05-20      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 6.6 04/01/50                                                                         | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |        37000 | PA      | $40844.62     | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Pembina Pipeline Corporation                                                                     | PPLCN 4.81 03/25/44 MTN                                                                  | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       382000 | PA      | $265160.96    | 0.04%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                                  | URWFP 2.875 01/15/27 144A                                                                | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |       309000 | PA      | $304308.84    | 0.04%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.805 05/01/50                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       335000 | PA      | $331454.68    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 2.25 01/15/28 REGS                                                                   | CUSIP: U46093AB3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115723.68    | 0.02%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Adani Energy Solutions Ltd.                                                                      | ADTIN 4.25 05/21/36 REGS                                                                 | CUSIP: Y0R15UGV6<br>LEI: 549300PLH866JQ6LXE52 | Long             | DBT              | CORP              | IN        |       267995 | PA      | $242026.67    | 0.03%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                                             | SHFLIN 6.15 04/03/28 REGS                                                                | CUSIP: Y775M1CJ0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |       611000 | PA      | $625397.60    | 0.09%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN CB3495                                                                                | CUSIP: 3140QN3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       310768 | PA      | $276124.44    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 7.3 11/13/54 144A                                                                 | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       200000 | PA      | $225325.00    | 0.03%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: —       |
| Brown & Brown Inc                                                                                | BRO 6.25 06/23/55                                                                        | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        63000 | PA      | $65828.53     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.625 05/30/32                                                                       | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       343000 | PA      | $406177.00    | 0.06%             | 2032-05-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5246                                                                                | CUSIP: 31418EZL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       728132 | PA      | $740129.18    | 0.11%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 6.625 02/01/32 144A                                                                   | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51783.46     | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                  | GTN 9.625 07/15/32 144A                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       300000 | PA      | $312384.00    | 0.04%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 4.8 03/01/50                                                                        | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       265000 | PA      | $199962.46    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 11/15/34                                                                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       290800 | PA      | $294503.16    | 0.04%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      4056812 | NS      | $4056811.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.956 05/13/31                                                                      | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       615000 | PA      | $580836.19    | 0.08%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                        | LIN 3.625 06/12/34                                                                       | CUSIP: G5494JAH6<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $593916.95    | 0.08%             | 2034-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                                                                 | CALCOL 7.625 01/30/32 144A                                                               | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |        40000 | PA      | $42355.92     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BP1372                                                                                | CUSIP: 3140K8Q20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        92089 | PA      | $82646.97     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Flyer Holdings Inc.                                                                          | NFICN 9.25 07/01/30 144A                                                                 | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $431914.40    | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Amprion GmbH                                                                                     | AMPRIO 3.875 06/05/36 EMTN                                                               | CUSIP: D03614BQ2<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $351964.38    | 0.05%             | 2036-06-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8402                                                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       180179 | PA      | $185317.11    | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                                    | SHAEFF 4.75 08/14/29 EMTN                                                                | CUSIP: D6T0B6HE9<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $243515.24    | 0.03%             | 2029-08-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 6.875 06/30/33 144A                                                                 | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       400000 | PA      | $409499.60    | 0.06%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RTE Reseau de transport d'electricite                                                            | RTEFRA 3.5 10/02/36 EMTN                                                                 | CUSIP: F7686GAE4<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $342437.90    | 0.05%             | 2036-10-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                            | TSCOLN 3.375 05/06/32 EMTn                                                               | CUSIP: G8762ZAQ9<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       133000 | PA      | $156033.51    | 0.02%             | 2032-05-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6.75 09/23/55 144A                                                                | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       384000 | PA      | $402259.04    | 0.06%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                              | STOR 4.625 03/15/29                                                                      | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199641.23    | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 6.125 06/01/50 144A                                                               | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       800000 | PA      | $786700.00    | 0.11%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Albania(Republic Of)                                                                             | ALBANI 4.75 02/14/35 REGS                                                                | CUSIP: X4S9F3AC8<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       596000 | PA      | $710319.35    | 0.10%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Compagnie Financiere & Industrielle des Autoroutes                                               | DGFP 3.125 03/06/33 EMTN                                                                 | CUSIP: YR9251863<br>LEI: 213800CP8292W9E8LJ69 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115308.23    | 0.02%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 6.75 07/01/32 144A                                                                | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       450000 | PA      | $466636.02    | 0.07%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                                   | BRCOL 2.95 06/18/50                                                                      | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |       331000 | PA      | $181558.65    | 0.03%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.375 05/01/26 144A                                                                 | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       299000 | PA      | $299114.07    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 2 01/28/32 REGS                                                                   | CUSIP: X7360WBC5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       635000 | PA      | $640462.68    | 0.09%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: —       |
| Nestle Finance International Limited                                                             | NESNVX 3.5 01/14/45 EMTN                                                                 | CUSIP: L6S79GAP9<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       172000 | PA      | $189982.51    | 0.03%             | 2045-01-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Orlen SA                                                                                         | PKNPW 6 01/30/35 REGS                                                                    | CUSIP: X5920UAA1<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       392000 | PA      | $413646.68    | 0.06%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 6.125 07/31/32 144A                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       122000 | PA      | $125306.44    | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN 0.933 12/04/40 EMTN                                                                 | CUSIP: G1279MP26<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       223000 | PA      | $166604.51    | 0.02%             | 2040-12-04      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Landsbankinn hf.                                                                                 | LANBNN 3.75 10/08/29 EMTN                                                                | CUSIP: X4S1BUDX0<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |       259000 | PA      | $308484.32    | 0.04%             | 2029-10-08      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Experian Finance plc                                                                             | EXPNLN 3.51 12/15/33 EMTN                                                                | CUSIP: G3257PAA9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |       210000 | PA      | $245186.34    | 0.03%             | 2033-12-15      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| CEZ AS                                                                                           | CEZCP 4.125 04/30/33 EMTN                                                                | CUSIP: X1169KCS1<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |       401000 | PA      | $474934.81    | 0.07%             | 2033-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                           | CITSEC 5.5 06/18/30                                                                      | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |       324000 | PA      | $333013.31    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 5.5 01/15/36 144A                                                                 | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       211000 | PA      | $214677.99    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 3.7 11/25/30 REGS                                                                  | CUSIP: Y000WRAD0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       400000 | PA      | $372362.93    | 0.05%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                               | GDDY 3.5 03/01/29 144A                                                                   | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       126000 | PA      | $121057.84    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 03/26/36 REGS                                                                 | CUSIP: X93622GS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       967000 | PA      | $969128.42    | 0.14%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Eli Lilly & Co.                                                                                  | LLY 5.5 02/12/55                                                                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       286000 | PA      | $288463.50    | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.55 05/01/35                                                                        | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       317000 | PA      | $324555.30    | 0.05%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                     | ROCKIE 6.75 03/15/33 144A                                                                | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       350000 | PA      | $369799.57    | 0.05%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL 5.6 04/15/35                                                                         | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       107000 | PA      | $111088.74    | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 2.7 02/25/31 OAT                                                                    | CUSIP: F26348EM4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2510000 | PA      | $2929033.26   | 0.42%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                                                     | WFCM 2016-C36 B                                                                          | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $23887.31     | 0.00%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | XOM 1.408 06/26/39                                                                       | CUSIP: U30276AD8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       302000 | PA      | $256329.74    | 0.04%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 2.5 09/01/30 144A                                                                 | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        55000 | PA      | $50485.92     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Vier Gas Transport GMBH                                                                          | VGASDE 3.375 11/11/31 EMTN                                                               | CUSIP: D8T1B1AS0<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $351530.74    | 0.05%             | 2031-11-11      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Company                                                                    | XEL 5.05 05/15/35                                                                        | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       213000 | PA      | $217595.67    | 0.03%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Belfius Bank SA/NV                                                                               | CCBGBB 3.375 05/28/30 EMTN                                                               | CUSIP: B11085HD0<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $472402.69    | 0.07%             | 2030-05-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX 3.875 07/11/31 144A                                                                | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       400000 | PA      | $383294.32    | 0.05%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Hilton Domestic Operating Co Inc.                                                                | HLT 3.625 02/15/32 144A                                                                  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       155000 | PA      | $144004.84    | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                            | AL V4.65 PERP B                                                                          | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       120000 | PA      | $119219.93    | 0.02%             | 2049-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 5.75 07/09/34 REGS                                                                 | CUSIP: X0645ADB5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       585000 | PA      | $616294.21    | 0.09%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                                   | AMSIND 6.375 03/15/33 144A                                                               | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |       850000 | PA      | $878835.40    | 0.12%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 5.95 04/15/35                                                                        | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       289000 | PA      | $300136.05    | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Insulet Corporation                                                                              | PODD 6.5 04/01/33 144A                                                                   | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |       800000 | PA      | $836968.00    | 0.12%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                                      | PAYX 5.1 04/15/30                                                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |        94000 | PA      | $96902.11     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| University of Pennsylvania                                                                       | UPENN 2.396 10/01/50 2020                                                                | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |       545000 | PA      | $322737.29    | 0.05%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 4 10/15/30 144A                                                                    | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       216000 | PA      | $205860.72    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                                   | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        50000 | PA      | $47380.40     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Energie Baden-Wurttemberg International Finance BV                                               | ENBW 3.75 11/20/35 EMTN                                                                  | CUSIP: N2960PNE9<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       182000 | PA      | $213835.03    | 0.03%             | 2035-11-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.13 03/03/31                                                                      | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       212000 | PA      | $217523.57    | 0.03%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                                    | EFNCN 5.037 03/25/30 144A                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |       206000 | PA      | $210843.62    | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: —       |
| NBN Co Ltd.                                                                                      | NBNAUS 3.375 11/29/32 EMTn                                                               | CUSIP: Q6633FZF0<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       337000 | PA      | $396510.55    | 0.06%             | 2032-11-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 3.625 03/01/29 REGS                                                                  | CUSIP: U7468CAA8<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       130000 | PA      | $125657.69    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 3 10/15/30                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       190000 | PA      | $170129.41    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.75 10/01/30 144A                                                                    | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9476.92      | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                      | CLR 5.75 01/15/31 144A                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1201430.70   | 0.17%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                            | HTHROW 3.875 01/16/36 EMTN                                                               | CUSIP: G4R1K8AA2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       250000 | PA      | $290256.07    | 0.04%             | 2038-01-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                               | CHRD 6.75 03/15/33 144A                                                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       450000 | PA      | $465599.70    | 0.07%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.2 03/01/35 144A                                                                   | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       329000 | PA      | $338967.33    | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 5.35 04/01/35 144A                                                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       197000 | PA      | $203718.37    | 0.03%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 7.375 04/25/30                                                                     | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       800000 | PA      | $846800.00    | 0.12%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.125 06/15/39                                                                       | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       127000 | PA      | $123087.37    | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                                            | WMG 3.875 07/15/30 144A                                                                  | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       150000 | PA      | $144064.46    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 3.625 03/01/29 144A                                                                  | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14498.96     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                                       | ACACN 5.25 04/01/29 144A                                                                 | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |       221416 | PA      | $226694.36    | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 4 01/15/31 144A                                                                   | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       230000 | PA      | $222288.87    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                        | ALSN 3.75 01/30/31 144A                                                                  | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        75000 | PA      | $70673.02     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                                               | SVTLN 3.875 08/04/35 EMTN                                                                | CUSIP: G80572AA1<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       347000 | PA      | $406983.37    | 0.06%             | 2035-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc                                                                                         | SNAP 6.875 03/01/33 144A                                                                 | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       450000 | PA      | $466665.84    | 0.07%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5 03/14/32                                                                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       283000 | PA      | $292750.00    | 0.04%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                                 | WFRBS 2014-C20 B                                                                         | CUSIP: 92890FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        22420 | PA      | $19562.10     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 4.4 07/01/49                                                                        | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       253000 | PA      | $199655.50    | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                             | LXP 2.7 09/15/30                                                                         | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |       256000 | PA      | $235410.89    | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                         | CC 5.75 11/15/28 144A                                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29200.21     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CD&R Firefly Bidco PLC                                                                           | MOTFUE 8.625 04/30/29 REGS                                                               | CUSIP: G2R21QAA5<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $283108.11    | 0.04%             | 2029-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.25 03/15/33 144A                                                                  | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       800000 | PA      | $835593.73    | 0.12%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.7 05/01/55 144A                                                                   | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       270000 | PA      | $270267.96    | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 4.8 03/01/30 144A                                                                   | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       330000 | PA      | $337521.18    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                                      | PAYX 5.35 04/15/32                                                                       | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |       238000 | PA      | $246933.77    | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                              | KTB 1.875 06/10/29 2906                                                                  | CUSIP: Y7277FZH6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   7300000000 | PA      | $4867273.70   | 0.69%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.45 09/15/36                                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       280000 | PA      | $298647.44    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                              | KTB 1.375 06/10/30 3006                                                                  | CUSIP: Y7277FE71<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10207880000 | PA      | $6539457.40   | 0.93%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 3.875 03/01/31 144A                                                                  | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       570000 | PA      | $541673.28    | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Hologic Inc                                                                                      | HOLX 3.25 02/15/29 144A                                                                  | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       165000 | PA      | $162752.87    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.5 02/15/29 144A                                                                  | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        40000 | PA      | $38806.38     | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.1 01/22/61                                                                       | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       570000 | PA      | $354768.00    | 0.05%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                                              | FLO 6.2 03/15/55                                                                         | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |        69000 | PA      | $65008.02     | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mondi Finance PLC                                                                                | MNDILN 3.75 05/18/33 EMTN                                                                | CUSIP: G6258TAF2<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |       233000 | PA      | $272286.74    | 0.04%             | 2033-05-18      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                                        | XIFR 8.375 01/15/31 144A                                                                 | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       800000 | PA      | $841215.20    | 0.12%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021                                                              | CRVNA 2021-N4 D                                                                          | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         7458 | PA      | $7303.80      | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA2 B1                                                                       | CUSIP: 35564KSJ9<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |       365000 | PA      | $379572.10    | 0.05%             | 2042-02-25      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.2 02/15/35                                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       835000 | PA      | $854943.72    | 0.12%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EchoStar Corp.                                                                                   | SATS 6.75 11/30/30                                                                       | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       273005 | PA      | $280026.30    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 1 06/30/34 .                                                                      | CUSIP: YL7132365<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |        40529 | PA      | $243.17       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Dayforce (Ceridian HCM)                                                                          | Dayforce (Ceridian HCM) Term Loan B 300 2032-09-22                                       | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       358811 | PA      | $358171.94    | 0.05%             | 2032-10-07      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-4                                              | ACAR 2025-4 C                                                                            | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100574.48    | 0.01%             | 2031-01-13      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                                  | RPLDCI 6.581 05/30/49 144A                                                               | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       397000 | PA      | $421001.58    | 0.06%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2022-1                                                          | FIAOT 2025-1A D                                                                          | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100649.39    | 0.01%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                           | GWRE 1.25 11/01/29                                                                       | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |        37000 | PA      | $40774.00     | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                             | WLK 6.375 11/15/55                                                                       | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59299.30     | 0.01%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                             | WLK 5.55 11/15/35                                                                        | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |        60000 | PA      | $60162.23     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 6.5 02/15/31 144A                                                                    | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       171000 | PA      | $175835.87    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                               | CIFR 7.125 11/15/30 144A                                                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        39000 | PA      | $39769.58     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-4                                                         | GCAR 2025-4A D                                                                           | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100710.27    | 0.01%             | 2031-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                      | ZTS 0.25 06/15/29                                                                        | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |        12000 | PA      | $12390.00     | 0.00%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Nutanix Inc                                                                                      | NTNX 0.5 12/15/29                                                                        | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |        46000 | PA      | $44482.00     | 0.01%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.384 10/23/35                                                                      | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46534.92     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R09 2M2                                                                         | CUSIP: 20753DAB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       357000 | PA      | $378767.22    | 0.05%             | 2042-09-25      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.7 12/30/34 144A                                                                    | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41326.44     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      1544286 | PA      | $1708877.84   | 0.24%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                                  | PRPM 2024-7 A1                                                                           | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80728 | PA      | $80829.97     | 0.01%             | 2029-12-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Resideo Technologies                                                                             | Resideo Technologies Term Loan B (Incremental) 175 2031-06-01                            | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |       141728 | PA      | $142215.97    | 0.02%             | 2031-06-13      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings Llc                                                                | LUCK 7.25 10/15/32 144A                                                                  | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |        87000 | PA      | $82464.33     | 0.01%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wix.com Limited                                                                                  | WIX 0 09/15/30                                                                           | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |        32000 | PA      | $28352.00     | 0.00%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.469 04/15/34                                                                      | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       670000 | PA      | $612503.74    | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                        | ALSN 5.875 12/01/33 144A                                                                 | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30504.95     | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                                      | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |        91000 | PA      | $93439.86     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2019-4 A1                                                                           | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35672 | PA      | $34461.91     | 0.00%             | 2059-10-25      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 6.9474 05/25/32 REGS                                                               | CUSIP: Y000WRAR9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       392000 | PA      | $424319.31    | 0.06%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-88 FC                                                                           | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       410149 | PA      | $413376.38    | 0.06%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | NFLX 3.625 05/15/27                                                                      | CUSIP: U74079AK7<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       100000 | PA      | $119337.89    | 0.02%             | 2027-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.25 02/01/50                                                                        | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        25000 | PA      | $21472.66     | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edge Finco PLC                                                                                   | EDFINC 8.125 08/15/31 REGS                                                               | CUSIP: G30478AA2<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $431256.07    | 0.06%             | 2031-08-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GITSIT MTG LN TR 2025-NPL1                                                                       | GITST 2025-NPL2 A1                                                                       | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       165000 | PA      | $164999.97    | 0.02%             | 2055-12-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 7.75 07/01/26                                                                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        95000 | PA      | $93903.53     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                                              | FLO 5.75 03/15/35                                                                        | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |       282000 | PA      | $283701.63    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Credit Acceptance Corporation of Michigan                                                        | CACC 6.625 03/15/30                                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       550000 | PA      | $551692.50    | 0.08%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                               | AASET 2021-2A A                                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       162142 | PA      | $154054.45    | 0.02%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-HQA1 B1                                                                       | CUSIP: 35564KUE7<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |       355000 | PA      | $378748.83    | 0.05%             | 2042-03-25      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| 1261229 Bc Ltd.                                                                                  | BHCCN 10 04/15/32 144A                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $208210.62    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.625 03/01/30 144A                                                                  | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68574.11     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 6.125 03/15/33                                                                      | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       115000 | PA      | $123400.17    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 36 08/12/26 2Y                                                                    | CUSIP: M8T85VGT8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     27033000 | PA      | $635023.47    | 0.09%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 3.15 04/30/35                                                                       | CUSIP: E4R46FAA8<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2461000 | PA      | $2872900.61   | 0.41%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                                | CONGLO 6.75 02/28/30 144A                                                                | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |       230000 | PA      | $237442.80    | 0.03%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Blue Owl Finance Llc                                                                             | OWL 6.25 04/18/34                                                                        | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       170000 | PA      | $175660.17    | 0.02%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aag FH UK PLC / Global Auto Holdings PLC                                                         | GLOBAU 11.5 08/15/29 144A                                                                | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $210180.90    | 0.03%             | 2029-08-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.125 12/01/29                                                                       | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102704.90    | 0.01%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.5 12/01/34                                                                         | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       290000 | PA      | $298592.82    | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.1 02/25/29 REGS                                                                  | CUSIP: Y000WRAQ1<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       130000 | PA      | $158296.12    | 0.02%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-2A B                                                                           | CUSIP: 59170JAZ1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |       115000 | PA      | $116102.53    | 0.02%             | 2055-08-20      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                                  | ZAYO 2025-3A A2                                                                          | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       180000 | PA      | $180390.49    | 0.03%             | 2055-10-20      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2025-1A B                                                                          | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        75000 | PA      | $72989.59     | 0.01%             | 2055-10-05      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                      | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       130000 | PA      | $130094.79    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4 03/01/31                                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       235000 | PA      | $229148.31    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                             | KPN V4.875 PERP                                                                          | CUSIP: N4297BLC6<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $243717.50    | 0.03%             | 2049-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                                      | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30797.34     | 0.00%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.375 12/01/31                                                                       | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46745.73     | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 7 06/30/27 .                                                                      | CUSIP: YL7134841<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |        39025 | PA      | $3944.49      | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.95 09/16/35                                                                     | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       320000 | PA      | $329973.63    | 0.05%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECIEVABLES TRUST 202                                                              | CMXS 2025-B D                                                                            | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       200000 | PA      | $202323.20    | 0.03%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                                                | KUWIB 4.652 10/09/35 144A                                                                | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |       434000 | PA      | $433586.71    | 0.06%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.25 10/15/35 144A                                                                   | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34906.58     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.439 10/03/36 144A                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       240000 | PA      | $241222.92    | 0.03%             | 2036-10-03      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: —       |
| BGC Group Inc                                                                                    | BGC 6.15 04/02/30                                                                        | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       110000 | PA      | $114129.66    | 0.02%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V5.75 07/15/56                                                                        | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100807.82    | 0.01%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc.                                                                                    | GOOGL 5.7 11/15/75                                                                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79127.48     | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                                             | EXP 5 03/15/36                                                                           | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |       216000 | PA      | $212178.70    | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL MORTGAGE TRUST 2025-RTL1                                                                | CRDNL 2025-RTL1 A1                                                                       | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100316.84    | 0.01%             | 2030-11-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CCF Holdings LLC                                                                                 | CLIF 2025-1H A                                                                           | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       220000 | PA      | $219998.53    | 0.03%             | 2050-12-20      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co                                                                     | MUTOMA 6.8 06/15/36 144A                                                                 | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |       605000 | PA      | $671129.62    | 0.10%             | 2036-06-15      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                                         | STC 3.6 11/15/31                                                                         | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |       220000 | PA      | $195170.00    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                   | OTEXCN 6.9 12/01/27 144A                                                                 | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |        40000 | PA      | $41642.81     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 7.125 01/17/33 REGS                                                               | CUSIP: X7360WCQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       114000 | PA      | $124081.48    | 0.02%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Freshpet Inc                                                                                     | FRPT 3 04/01/28                                                                          | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |         8000 | PA      | $9372.00      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                                                | FLR 1.125 08/15/29                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |        25000 | PA      | $28542.50     | 0.00%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                             | WSTOP 2024-1A A2                                                                         | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $103008.36    | 0.01%             | 2054-12-05      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                                  | BAMCN 5.795 04/24/35                                                                     | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |        40000 | PA      | $42027.27     | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: —       |
| Snowflake Inc                                                                                    | SNOW 0 10/01/29                                                                          | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |        20000 | PA      | $30980.00     | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED TL                                                                             | SOLSTICE ADVANCED TL                                                                     | CUSIP: LX2698814<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        14323 | PA      | $14416.96     | 0.00%             | 2032-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                               | CHRD 6 10/01/30 144A                                                                     | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       117000 | PA      | $118764.83    | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                                 | SOLADV 5.625 09/30/33 144A                                                               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       106000 | PA      | $106997.89    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                                                  | PRPM 2025-8 A1                                                                           | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       144552 | PA      | $144888.69    | 0.02%             | 2030-10-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.625 03/15/35                                                                    | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       792000 | PA      | $817740.00    | 0.12%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.75 06/15/35                                                                       | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       161000 | PA      | $166117.93    | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                                        | IREN 0 07/01/31                                                                          | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |        23000 | PA      | $17089.00     | 0.00%             | 2031-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                                                 | WULF 7.75 10/15/30 144A                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       133000 | PA      | $137124.12    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| RCO IX MORTGAGE LLC 2025-4                                                                       | RCO 2025-4 A1                                                                            | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       201966 | PA      | $202204.57    | 0.03%             | 2030-10-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Ggam Master Trust Internationa Ltd. / Ggam Mastertrust Us LLC                                    | GGAMMT 2025-1A A                                                                         | CUSIP: 36173XAA0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | ABS-O            | CORP              | KY        |       250000 | PA      | $252537.43    | 0.04%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 11/15/32 144A                                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       145000 | PA      | $149279.24    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 11/15/32 144A                                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41180.48     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Alphabet Inc.                                                                                    | GOOGL 5.35 11/15/45                                                                      | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       165000 | PA      | $164571.94    | 0.02%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ V5.742 06/15/56 ..                                                                    | CUSIP: 92343VHE7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       300000 | PA      | $404643.51    | 0.06%             | 2056-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 3.569 12/01/31                                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $195936.96    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| NRG Energy                                                                                       | NRG Energy Term Loan B 175 2031-04-01                                                    | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |       468472 | PA      | $470427.64    | 0.07%             | 2031-04-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPT 2024-1                                                                        | GDLP 2024-1A A                                                                           | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        22768 | PA      | $23092.90     | 0.00%             | 2046-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Kuwait (State Of)                                                                                | KUWIB 4.136 10/09/30 144A                                                                | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |       400000 | PA      | $400611.33    | 0.06%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                                   | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |        64000 | PA      | $65479.17     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.4 03/20/36                                                                       | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |        52000 | PA      | $52057.58     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                               | ET 5.75 02/15/33                                                                         | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       225000 | PA      | $236912.82    | 0.03%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                              | MLANE 2024-B A                                                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100722.60    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 3.875 11/30/30                                                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |        70900 | PA      | $236983.25    | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 0.875 12/01/28 2028                                                                 | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        30000 | PA      | $38985.00     | 0.01%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 6.75 03/15/34                                                                     | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |        60000 | PA      | $66325.51     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 6 05/15/33 144A                                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       140000 | PA      | $144260.06    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 5 06/30/30 .                                                                      | CUSIP: YL7114843<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |        76902 | PA      | $1922.55      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 8.875 02/01/30 144a                                                                  | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       124000 | PA      | $125617.46    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE X LIMITED                                                                      | SEACO 2025-1H A                                                                          | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |       163924 | PA      | $164359.69    | 0.02%             | 2045-09-22      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                                        | CRHID 5 02/09/36                                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |       280000 | PA      | $281628.83    | 0.04%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Canadian Natural Resources Limited                                                               | CNQCN 5 12/15/29                                                                         | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       410000 | PA      | $420825.99    | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.375 11/06/64                                                                     | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       200000 | PA      | $224605.89    | 0.03%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co.                                                                   | PMUL 7.625 06/15/40 144A                                                                 | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |       345000 | PA      | $402907.03    | 0.06%             | 2040-06-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MMC 5 03/15/35                                                                           | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       225000 | PA      | $228557.77    | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Resideo Technologies                                                                             | Resideo Technologies Term Loan B 175 2028-02-01                                          | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |        30132 | PA      | $30254.26     | 0.00%             | 2028-02-11      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC                                                                           | HYPER 2025-1A A2                                                                         | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       160000 | PA      | $158050.82    | 0.02%             | 2055-09-27      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                   | SNX 5.3 10/10/35                                                                         | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14912.05     | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 5.4 12/15/34                                                                       | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       125000 | PA      | $127428.06    | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.9 11/15/35                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4942.94      | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.7 11/15/35                                                                       | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       120000 | PA      | $120311.62    | 0.02%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V4.496 05/15/56 .                                                                    | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       300000 | PA      | $351772.07    | 0.05%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5701                                                                                | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       557649 | PA      | $573160.64    | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Latvia (Republic Of)                                                                             | LATVIA 2.875 05/21/30 GMTN                                                               | CUSIP: X7S904CT6<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |        27000 | PA      | $31657.46     | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 2.875 05/22/28                                                                       | CUSIP: 03073EAZ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118138.87    | 0.02%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 3.25 05/22/35 EMTN                                                                     | CUSIP: C4108FLZ7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |       320000 | PA      | $371676.96    | 0.05%             | 2035-05-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V2.572 02/11/31 MTN                                                                  | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       200000 | PA      | $187020.02    | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Jerrold Finco PLC                                                                                | JERRGB 7.5 06/15/31 REGS                                                                 | CUSIP: G5084TAL1<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $137921.14    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                                | ADRBID 3.625 02/15/28 REGS                                                               | CUSIP: N9015VAL4<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117607.72    | 0.02%             | 2028-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                            | ONT 4.45 11/20/35                                                                        | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |       510000 | PA      | $509348.85    | 0.07%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.638 05/18/28 EMTN                                                                 | CUSIP: U480655U3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       250000 | PA      | $290274.14    | 0.04%             | 2028-05-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                                 | ADNOUH 4.6 11/02/47 REGS                                                                 | CUSIP: M0R52WAB9<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $186561.22    | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: —       |
| Italy (Republic Of)                                                                              | BTPS 2.45 09/01/50 30Y                                                                   | CUSIP: T6052BVK1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       264000 | PA      | $226538.09    | 0.03%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co                                                                                      | GOLF 5.625 12/01/33 144A                                                                 | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30412.08     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                                          | CPIPGR 4 01/22/28 EMTN                                                                   | CUSIP: L36807AS1<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $128879.91    | 0.02%             | 2028-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.699 01/22/31 GMTN                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       350000 | PA      | $328681.56    | 0.05%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement S.A.                                                                        | VIEFP V4.371 PERP                                                                        | CUSIP: F9686RG34<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $239208.46    | 0.03%             | 2049-12-31      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: —       |
| Silgan Holdings Inc.                                                                             | SLGN 4.25 02/15/31 REGS                                                                  | CUSIP: U82239AQ4<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |       100000 | PA      | $119283.22    | 0.02%             | 2031-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Co-operative Group Ltd                                                                           | COOPWH 6.25 07/08/26                                                                     | CUSIP: G2413MAB7<br>LEI: 213800TKR59ER8Z69V16 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136791.26    | 0.02%             | 2026-07-08      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat S.A.                                                                                    | ETLFP 2.25 07/13/27                                                                      | CUSIP: F3692FAG2<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116657.49    | 0.02%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 5.95 10/15/33 144A                                                                 | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $212016.26    | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.4 07/31/33                                                                         | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       160000 | PA      | $166957.63    | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 3.75 12/01/31                                                                     | CUSIP: 46590XAM8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |        50000 | PA      | $47583.38     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.65 02/01/34                                                                       | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        45000 | PA      | $47530.70     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                                     | TXT 6.1 11/15/33                                                                         | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |       595000 | PA      | $642982.09    | 0.09%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                                 | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |        38000 | PA      | $39915.73     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| State Oil Company of the Azerbaijan Republic                                                     | SOIAZ 6.95 03/18/30                                                                      | CUSIP: Y8158KAC5<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |       200000 | PA      | $216961.55    | 0.03%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4414                                                                                | CUSIP: 31418D3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       182763 | PA      | $156194.35    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 4 10/15/33 144A                                                                      | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        50000 | PA      | $46490.81     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2021-R01 1B1                                                                         | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       175000 | PA      | $177877.46    | 0.03%             | 2041-10-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 5.95 06/30/33                                                                        | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       185000 | PA      | $196540.27    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                                            | WMG 2.25 08/15/31 REGS                                                                   | CUSIP: U97128AT6<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112303.95    | 0.02%             | 2031-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 5.25 10/01/29 144A                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50309.60     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                          | TYL 0.25 03/15/26                                                                        | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |        17000 | PA      | $17229.50     | 0.00%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                                       | DTAOT 2023-3A D                                                                          | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150000 | PA      | $154613.39    | 0.02%             | 2029-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104229.93    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                              | FYBR 2023-1 A2                                                                           | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       190000 | PA      | $191799.69    | 0.03%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 3 02/02/29                                                                        | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |        45000 | PA      | $43369.41     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                                     | NDSN 5.8 09/15/33                                                                        | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |        25000 | PA      | $26540.45     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.875 05/15/34                                                                       | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        59000 | PA      | $65507.08     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Bridgecrest Lending Auto Securitization Trust 2023-1                                             | BLAST 2023-1 D                                                                           | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       125000 | PA      | $130839.54    | 0.02%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.15 03/15/34                                                                        | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       115000 | PA      | $117287.36    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                         | NYMT 2024-CP1 A1                                                                         | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        81952 | PA      | $76717.34     | 0.01%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                                   | SOLEIN 3.875 10/01/28 REGS                                                               | CUSIP: U68195AD5<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116385.42    | 0.02%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4512                                                                                | CUSIP: 31418EAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       275581 | PA      | $235744.73    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 5.875 11/02/51                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |        60000 | PA      | $43323.52     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.375 10/06/30 144A                                                               | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       180000 | PA      | $194046.25    | 0.03%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| MERCHANTS FLEET FUNDING LLC                                                                      | MFF 2023-1A A                                                                            | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |        38031 | PA      | $38202.15     | 0.01%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 6.5 03/30/34                                                                        | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       320000 | PA      | $349922.73    | 0.05%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2023-5A D                                                                           | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $103330.61    | 0.01%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                                        | SBAC L 01/27/31 14                                                                       | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | STIV             | CORP              | US        |        59239 | PA      | $59536.50     | 0.01%             | 2031-01-31      | Fixed         |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 6.875 06/30/33 144A                                                                 | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |        75000 | PA      | $76781.18     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.5 09/15/53                                                                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       290000 | PA      | $195055.00    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2023-3A D                                                                           | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $20476.54     | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.7 08/14/33                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       370000 | PA      | $392793.44    | 0.06%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 7 01/15/31 144A                                                                   | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |        28000 | PA      | $29068.63     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 6.25 03/15/32 144A                                                                   | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        50000 | PA      | $51788.02     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rac Bond Co PLC                                                                                  | RACLN 5.25 11/04/27 REGS                                                                 | CUSIP: G73354AD7<br>LEI: 2138008FCM2SUNLC7B21 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $134207.44    | 0.02%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | Times China Holdings Limited HKD0.1                                                      | CUSIP: G8904A100<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | HK        |        43613 | NS      | $571.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.1 05/15/32                                                                         | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24358.38     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5.75 03/15/33                                                                       | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       140000 | PA      | $148633.50    | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.875 04/14/28 144A                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $153644.32    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 5.875 09/15/33                                                                        | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       274000 | PA      | $291575.30    | 0.04%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.7 05/08/33 144A                                                                 | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       120000 | PA      | $126900.24    | 0.02%             | 2033-05-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| Civitas Resources Inc                                                                            | CIVI 8.375 07/01/28 144A                                                                 | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        65000 | PA      | $67053.55     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 9.75 07/20/33                                                                     | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      9485000 | PA      | $272734.73    | 0.04%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5.45 07/15/34                                                                        | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31226.12     | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                                | AYR 6.5 07/18/28 144A                                                                    | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       120000 | PA      | $126243.66    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Open Text                                                                                        | Open Text Term Loan B 275 2030-01-01                                                     | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | US        |       348338 | PA      | $349036.12    | 0.05%             | 2030-01-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                              | DC 2023-DC C                                                                             | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $103581.66    | 0.01%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.831 04/19/35                                                                       | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       775000 | PA      | $825263.49    | 0.12%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-2                                             | BLAST 2024-2 D                                                                           | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       115000 | PA      | $118223.66    | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO 5.7 03/15/34                                                                          | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       370000 | PA      | $390475.99    | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.75 01/15/34                                                                       | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       505000 | PA      | $536764.29    | 0.08%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings                                                                        | Truist Insurance Holdings Term Loan B 275 2031-05-01                                     | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        36370 | PA      | $36476.50     | 0.01%             | 2031-05-06      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 5.875 01/31/31 144A                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       117000 | PA      | $119595.88    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 3.875 01/15/31                                                                        | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |        28000 | PA      | $30198.00     | 0.00%             | 2031-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cloudflare Inc                                                                                   | NET 0 06/15/30                                                                           | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |        18000 | PA      | $19611.00     | 0.00%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.125 10/06/28 144A                                                               | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       150000 | PA      | $157584.06    | 0.02%             | 2028-10-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.55 12/01/33                                                                         | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       280000 | PA      | $307527.28    | 0.04%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 11/30/30                                                                           | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6742000 | PA      | $6681427.38   | 0.95%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                             | FMGAU 4.375 04/01/31 144A                                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        56000 | PA      | $54196.20     | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trst                                                                        | FCAT 2021-3 D                                                                            | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $48925.37     | 0.01%             | 2027-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Applebees's Funding LLC / IHOP Funding LLC                                                       | DIN 2023-1A A2                                                                           | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $101539.37    | 0.01%             | 2053-03-05      | Fixed         | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.625 11/01/30 144A                                                                 | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        25000 | PA      | $26217.25     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.627 11/01/34                                                                       | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        81000 | PA      | $90780.93     | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 5.8 01/15/36                                                                         | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |       130616 | PA      | $137121.02    | 0.02%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                              | FYBR 2023-1 C                                                                            | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $51492.11     | 0.01%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP 0.25 01/14/31                                                                     | CUSIP: F1883FTQ3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $508540.57    | 0.07%             | 2031-01-14      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V0.577 08/09/29                                                                     | CUSIP: G0809LHF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       410000 | PA      | $454375.12    | 0.06%             | 2029-08-09      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.3 05/15/34                                                                         | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51668.61     | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.6 04/01/34                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        85000 | PA      | $88972.66     | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                       | NOG 3.625 04/15/29                                                                       | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9672.50      | 0.00%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 37 02/18/26 2Y                                                                    | CUSIP: M8T85VDM6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     26055000 | PA      | $608883.10    | 0.09%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7 06/15/30 144A                                                                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        80000 | PA      | $84239.06     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.375 07/15/30 144A                                                               | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       105000 | PA      | $112363.17    | 0.02%             | 2030-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CKE Restaurants, Inc.                                                                            | HNGRY 2024-1A A2                                                                         | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        24562 | PA      | $25442.57     | 0.00%             | 2054-03-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HERC HLDGS INC TLB                                                                               | HERC HLDGS INC TLB                                                                       | CUSIP: LX2634009<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        35000 | PA      | $35226.10     | 0.00%             | 2032-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 2.5 08/15/27                                                                        | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        27000 | PA      | $29119.50     | 0.00%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.75 10/25/28 144A                                                                | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106233.78    | 0.02%             | 2028-10-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 5.25 09/01/35                                                                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       130000 | PA      | $131246.95    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 7.875 04/01/33 144A                                                               | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        85000 | PA      | $88265.36     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Excelerate Energy LP                                                                             | EXCENE 8 05/15/30 144A                                                                   | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |        40000 | PA      | $42415.84     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Maya S.A.S.                                                                                      | ILIADH 5.625 10/15/28 REGs                                                               | CUSIP: F507APAC5<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $238846.45    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 9.25 10/01/28 144A                                                                 | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        15000 | PA      | $15756.91     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide                                                                                 | Hilton Worldwide Term Loan B4 (Incremental) 200 2030-10-28                               | CUSIP: 43289DAK9<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |       350172 | PA      | $352803.76    | 0.05%             | 2030-11-06      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 9 01/31/40 2040                                                                     | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     30268000 | PA      | $1832725.48   | 0.26%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 2.75 12/22/26 26/D                                                                   | CUSIP: X3R52SBX1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    123450000 | PA      | $366519.00    | 0.05%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QE2363                                                                                | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        27630 | PA      | $25670.46     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V3.125 08/24/30 EMTN                                                              | CUSIP: G55365GW7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $501370.41    | 0.07%             | 2030-08-24      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4                                                     | WLAKE 2023-4A D                                                                          | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $103447.21    | 0.01%             | 2029-07-16      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.466 01/18/35                                                                       | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        18000 | PA      | $18756.00     | 0.00%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.7 03/15/32                                                                        | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       260000 | PA      | $234144.80    | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 6.125 03/15/34 144A                                                                  | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       255000 | PA      | $265945.37    | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.8 05/15/34                                                                         | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       280000 | PA      | $291427.17    | 0.04%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance Bv                                                                        | DAR 4.5 07/15/32 REGS                                                                    | CUSIP: N2446NAC6<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $119321.09    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Principality of Andorra                                                                          | ANDRRA 1.25 02/23/27 EMTN                                                                | CUSIP: X65482AN5<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |       100000 | PA      | $115710.53    | 0.02%             | 2027-02-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                                   | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        55000 | PA      | $53656.83     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.5 04/15/32 144A                                                                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10148.15     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 6.75 08/01/29 144A                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        90000 | PA      | $90710.75     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                           | AYR 5.75 10/01/31 144A                                                                   | CUSIP: 00929JAA4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       225000 | PA      | $234949.61    | 0.03%             | 2031-10-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Evergy Inc                                                                                       | EVRG 4.5 12/15/27                                                                        | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |        14000 | PA      | $17064.25     | 0.00%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 03/31/30                                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8715000 | PA      | $8833980.14   | 1.25%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        45000 | PA      | $45241.70     | 0.01%             | 2040-06-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 5.55 06/23/35                                                                        | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41202.60     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.95 03/25/51                                                                       | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       158000 | PA      | $104519.36    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.875 04/20/32 10Y                                                                  | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       200000 | PA      | $206302.19    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8224                                                                                | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       107882 | PA      | $91963.45     | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 8 11/01/27 144A                                                                    | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |         5000 | PA      | $5115.31      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.342 10/18/33                                                                       | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21952.57     | 0.00%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4733                                                                                | CUSIP: 31418EHK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       704088 | PA      | $691387.00    | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8267                                                                                | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       472433 | PA      | $474385.92    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7191                                                                                | CUSIP: 3132DU7C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       159563 | PA      | $159433.35    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | AIG 4.85 05/07/30                                                                        | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       520000 | PA      | $533657.98    | 0.08%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 6.75 04/15/28 144A                                                                | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |        31000 | PA      | $31703.82     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 3.5 03/01/32                                                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       343000 | PA      | $317724.47    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 6.15 04/01/33                                                                        | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       265000 | PA      | $281575.02    | 0.04%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.875 04/15/28 144A                                                                 | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20523.40     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Kreditanstalt Fuer Wiederaufbau                                                                  | KFW 3.75 07/15/30                                                                        | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |       395000 | PA      | $396556.40    | 0.06%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V4.899 05/13/31                                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       520000 | PA      | $532893.89    | 0.08%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.25 04/15/28 144A                                                                | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |        55000 | PA      | $57190.86     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS X ISSUER LLC                                                                      | SNVA 2022-C C                                                                            | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85319 | PA      | $31627.92     | 0.00%             | 2049-11-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.375 05/31/33 144A                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82142.24     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 2.355 03/15/32                                                                        | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       565000 | PA      | $498820.54    | 0.07%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8254                                                                                | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        96394 | PA      | $85634.88     | 0.01%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2485                                                                                | CUSIP: 3140XHXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       171439 | PA      | $164629.97    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.4 04/15/34                                                                         | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       280000 | PA      | $289798.46    | 0.04%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.375 08/15/35                                                                         | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       250000 | PA      | $256908.41    | 0.04%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                        | EOFP 5.625 06/15/30 REGS                                                                 | CUSIP: F3445AJ33<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122871.87    | 0.02%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.75 07/11/39 REGS                                                                | CUSIP: X7360WDP4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        38000 | PA      | $46489.50     | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                                       | BECN 6.75 04/30/32 144A                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |        50000 | PA      | $52260.93     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 1.6 03/15/31                                                                         | CUSIP: U58013CZ1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       400000 | PA      | $436183.28    | 0.06%             | 2031-03-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| DoorDash Inc                                                                                     | DASH 0 05/15/30                                                                          | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |        22000 | PA      | $23034.00     | 0.00%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                                  | MMYT 0 07/01/30                                                                          | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |        22000 | PA      | $21593.00     | 0.00%             | 2030-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: —       |
| Grunenthal GmbH                                                                                  | GRUPHA 4.125 05/15/28 REGS                                                               | CUSIP: D3R2UUAA5<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       160000 | PA      | $189287.99    | 0.03%             | 2028-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4578                                                                                | CUSIP: 31418ECQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       519113 | PA      | $442674.93    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc.                                                                      | Optimum Communications Inc. COM USD0.01 CL A                                             | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |        16976 | NS      | $28010.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                     | ENOIGA 5.375 03/30/28                                                                    | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |       115000 | PA      | $113596.28    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.5 04/01/28 144A                                                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       375000 | PA      | $382032.75    | 0.05%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 3.5 06/01/31                                                                         | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       285000 | PA      | $268072.74    | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                            | BAC V2.972 02/04/33 MTN                                                                  | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       135000 | PA      | $123684.11    | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8238                                                                                | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       589160 | PA      | $578897.30    | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.948 01/19/38                                                                       | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       360000 | PA      | $379460.15    | 0.05%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                                          | MPLX 5 03/01/33                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25203.70     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8245                                                                                | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       177010 | PA      | $173926.01    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edge Finco PLC                                                                                   | EDFINC 8.125 08/15/31 REGS                                                               | CUSIP: G30478AA2<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $143752.02    | 0.02%             | 2031-08-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 4.25 04/15/31                                                                        | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34203.15     | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.35 06/01/34                                                                        | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       230000 | PA      | $238585.89    | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT REC TR 2024-2                                                                    | GSAR 2024-2A C                                                                           | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        10000 | PA      | $10297.19     | 0.00%             | 2030-06-17      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                   | SNX 6.1 04/12/34                                                                         | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |       435000 | PA      | $460609.48    | 0.07%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                                         | GVA 3.75 05/15/28                                                                        | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |         6000 | PA      | $15252.00     | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                            | WHISPI 5.7 09/30/31 144A                                                                 | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31215.94     | 0.00%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kyrgyzstan (Republic of)                                                                         | KYRGYZ 7.75 06/03/30 144A                                                                | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |       245000 | PA      | $253376.80    | 0.04%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 04/30/26                                                                             | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1296000 | PA      | $1281110.22   | 0.18%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions (Standard Industries)                                                | Standard Building Solutions (Standard Industries) Term Loan B 200 2028-09-01             | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        70440 | PA      | $70820.09     | 0.01%             | 2028-08-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                              | PART 2022-1A D                                                                           | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80000 | PA      | $80736.68     | 0.01%             | 2028-08-15      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 9.5 10/21/26 26/H                                                                    | CUSIP: X51627ZX2<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    102960000 | PA      | $322852.85    | 0.05%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 6.5 03/26/31 144A                                                                 | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |        85000 | PA      | $91171.82     | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.58 05/09/36 144A                                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       450000 | PA      | $469038.33    | 0.07%             | 2036-05-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 B.V.                                                                   | HBRLN V3 PERP NC8                                                                        | CUSIP: N963A2AA6<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113042.50    | 0.02%             | 2049-12-31      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 6.4 03/26/29 144A                                                                 | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |        10000 | PA      | $10501.28     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.75 04/23/30 144A                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $148327.72    | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                              | AVTR 3.875 07/15/28 REGS                                                                 | CUSIP: U05247AB4<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       137000 | PA      | $161181.62    | 0.02%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8205                                                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       240641 | PA      | $205206.96    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8212                                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       235718 | PA      | $200938.76    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                               | AVNT 7.125 08/01/30 144A                                                                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41323.96     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                                      | PNW 4.75 06/15/27                                                                        | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |        22000 | PA      | $23540.00     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                                                                                      | RBRK 0 06/15/30                                                                          | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |        36000 | PA      | $35442.00     | 0.01%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Resideo Technologies                                                                             | Resideo Technologies Term Loan B (Incremental) 200 2032-07-28                            | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |       110000 | PA      | $110412.50    | 0.02%             | 2032-08-09      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      1472559 | NS      | $1472558.71   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8242                                                                                | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       185619 | PA      | $164949.01    | 0.02%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4784                                                                                | CUSIP: 31418EJ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       555816 | PA      | $546133.68    | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 4.375 08/15/29 144A                                                                | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |        65000 | PA      | $63956.18     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 3.25 01/31/32                                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |        55000 | PA      | $50764.22     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5672                                                                                | CUSIP: 31418FJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       105562 | PA      | $105476.25    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                              | IBRD 4 05/06/32                                                                          | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       275000 | PA      | $276045.26    | 0.04%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | BKNG 0.5 03/08/28                                                                        | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       275000 | PA      | $309104.59    | 0.04%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                                     | CAS 2022-R03 1M2                                                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       365000 | PA      | $375058.62    | 0.05%             | 2042-03-25      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R08 1M2                                                                         | CUSIP: 20755DAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       329000 | PA      | $340350.38    | 0.05%             | 2042-07-25      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8244                                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        89465 | PA      | $85545.32     | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.75 05/01/35 144A                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        60000 | PA      | $65603.97     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 4 09/01/35                                                                             | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |      2549000 | PA      | $1871761.41   | 0.27%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.912 07/25/33                                                                      | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25527.59     | 0.00%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                                      | TRMB 6.1 03/15/33                                                                        | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |       280000 | PA      | $302081.43    | 0.04%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                                  | SEB4P 2024-1A A2                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102408.02    | 0.01%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 6.125 07/31/32 144A                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       165000 | PA      | $169471.83    | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Swedish Export Credit Corp.                                                                      | SEK 3.75 05/08/28                                                                        | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |       335000 | PA      | $336271.47    | 0.05%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.24 05/13/31                                                                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       840000 | PA      | $866447.26    | 0.12%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                                        | DHR 0.45 03/18/28                                                                        | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       275000 | PA      | $308895.51    | 0.04%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                            | MODULA 4.75 11/30/28 REGS                                                                | CUSIP: G0904GAB0<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $111377.84    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 5.5 09/15/33                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       366000 | PA      | $373403.30    | 0.05%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 4.25 02/15/30 144A                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       145000 | PA      | $142348.52    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.75 08/15/28 144A                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35660.31     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.85 04/06/30                                                                         | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5258.54      | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CSC Holdings, LLC                                                                                | CSCHLD 11.25 05/15/28 144A                                                               | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $159190.24    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: —       |
| HCA Inc.                                                                                         | HCA 5.5 06/01/33                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       210000 | PA      | $219017.84    | 0.03%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 REGS                                                               | CUSIP: X7360WCT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       472000 | PA      | $492786.16    | 0.07%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.5 03/18/54 30Y                                                                  | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       692000 | PA      | $665196.07    | 0.09%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LLP / Medline Co-Issuer Inc.                                                    | MEDIND 6.25 04/01/29 144A                                                                | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82800.90     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.528 05/01/34                                                                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       585000 | PA      | $648797.52    | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMPDC 2025-1A A1                                                                         | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85000 | PA      | $85951.29     | 0.01%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.55 08/15/35                                                                        | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       145000 | PA      | $151098.39    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4563                                                                                | CUSIP: 31418EB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       673374 | PA      | $572548.53    | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8.75 04/14/32 144A                                                                 | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       200000 | PA      | $195326.57    | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8268                                                                                | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       167122 | PA      | $164349.26    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV7959                                                                                | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       185166 | PA      | $185789.30    | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.5 09/01/30 144A                                                                    | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10734.72     | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Applebees's Funding LLC / IHOP Funding LLC                                                       | DIN 2025-1A A2                                                                           | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       310000 | PA      | $312868.97    | 0.04%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| UGI Corp                                                                                         | UGI 5 06/01/28                                                                           | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |        13000 | PA      | $18453.50     | 0.00%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | Yuzhou Group Holdings Company Ltd HKD1                                                   | CUSIP: G9884A102<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |        37404 | NS      | $504.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 5.85 06/01/35                                                                        | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       205000 | PA      | $217495.18    | 0.03%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc.                                                                                    | GOOGL 3.375 05/06/37                                                                     | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       200000 | PA      | $228395.01    | 0.03%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 7.875 06/15/32                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41897.66     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 4.05 02/01/30                                                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19619.41     | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | FCX 4.625 08/01/30                                                                       | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5042.05      | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.125 12/01/30 144A                                                               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $122826.24    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Molina Healthcare, Inc.                                                                          | MOH 4.375 06/15/28 144A                                                                  | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54129.10     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2025-1A D                                                                           | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       110000 | PA      | $111763.06    | 0.02%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                                              | KAPT 2024-1A 1A                                                                          | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100631.73    | 0.01%             | 2031-09-10      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.705 05/01/40                                                                        | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       120000 | PA      | $122923.39    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 3.8 09/15/30                                                                         | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |        85000 | PA      | $82608.17     | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                                   | BNTNF 10 01/01/31 NTNF                                                                   | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      2977000 | PA      | $477487.28    | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.93 05/01/60                                                                         | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9857.05      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4.5 10/01/29                                                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20055.70     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.55 07/01/30                                                                        | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199384.03    | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                                               | VCAT 2025-NPL3 A1                                                                        | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       127455 | PA      | $127850.41    | 0.02%             | 2055-02-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.805 05/01/50                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       330000 | PA      | $326507.60    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                              | AVTR 4.625 07/15/28 144A                                                                 | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54744.06     | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                                  | TMCL 2021-1A A                                                                           | CUSIP: 88315LAL2<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | BM        |        61333 | PA      | $57815.54     | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2025-R1Q & NYMT LOAN TRUST SERIES 2025-R1T                                | NYMT 2025-R1 A                                                                           | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        16770 | PA      | $16827.48     | 0.00%             | 2030-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms                                    | JPMCC 2025-BMS A                                                                         | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100115.03    | 0.01%             | 2042-01-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 5.65 03/15/35                                                                        | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |       325000 | PA      | $332871.45    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Novelis                                                                                          | Novelis Term Loan B 200 2032-02-09                                                       | CUSIP: 67000LAB8<br>LEI: 549300DP3XIGY7CFV648 | Long             | LON              | CORP              | US        |       349123 | PA      | $350939.99    | 0.05%             | 2032-02-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.125 06/15/39                                                                       | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       125000 | PA      | $121148.99    | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.875 01/15/28 144A                                                                | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        10000 | PA      | $9867.02      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 3.375 02/15/30                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |        50000 | PA      | $46090.35     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.625 12/01/30 144a                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       400000 | PA      | $143218.44    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 07/15/30 144A                                                                   | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       145000 | PA      | $143359.30    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 6.625 07/31/26 144A                                                                  | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10104.04     | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Textron Inc.                                                                                     | TXT 2.45 03/15/31                                                                        | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |        25000 | PA      | $22725.59     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                          | SMB 2021-A A2A2                                                                          | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        46279 | PA      | $45872.90     | 0.01%             | 2053-01-15      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Trinet Group Inc                                                                                 | TNET 3.5 03/01/29 144A                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       160000 | PA      | $151843.34    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.5 05/01/33 144A                                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       221000 | PA      | $238913.38    | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.5 09/01/30                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        40000 | PA      | $38519.48     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.875 05/15/28 144A                                                                   | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35041.93     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 2.5 03/01/31                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       161000 | PA      | $139087.34    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-2                                                                       | RCO 2025-2 A1                                                                            | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       171796 | PA      | $172475.12    | 0.02%             | 2030-04-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.75 05/01/35 144A                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       140000 | PA      | $153075.94    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.5 04/15/37                                                                         | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       200000 | PA      | $205256.46    | 0.03%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                                               | PRET 2025-NPL3 A1                                                                        | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |        95091 | PA      | $95731.40     | 0.01%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| SLM Student Loan Trust 2006-10                                                                   | SLMA 2006-10 A6                                                                          | CUSIP: 78443BAG1<br>LEI: 54930051VPU2HCJB6841 | Long             | ABS-O            | CORP              | US        |        60735 | PA      | $59343.21     | 0.01%             | 2044-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                                 | COECOM 3.625 07/14/52                                                                    | CUSIP: G2126KAA1<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $690048.00    | 0.10%             | 2052-07-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                           | BWY 9.25 04/15/30 144A                                                                   | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |        80000 | PA      | $77200.00     | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Flemish Community (Vlaamse Gemeenschap)                                                          | FLEMSH 3.375 06/22/35 EMTn                                                               | CUSIP: B2758CDQ1<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       800000 | PA      | $928337.04    | 0.13%             | 2035-06-22      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.75 01/17/48 REGS                                                                  | CUSIP: M75242BH5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       200000 | PA      | $220455.43    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp.                                                                      | IFC 4.5 01/31/28 GMTN                                                                    | CUSIP: U4R844AB6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       290000 | PA      | $396514.03    | 0.06%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 3.1 03/20/65 18                                                                      | CUSIP: J2S39L8Q0<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    159300000 | PA      | $932846.72    | 0.13%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                                          | CPIPGR V7.5 PERP EMTN                                                                    | CUSIP: L36807BM3<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $109159.72    | 0.02%             | 2049-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                             | IHOVER 7 11/15/31 REGS                                                                   | CUSIP: D4000PAS1<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $127254.77    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Eurofima                                                                                         | EUROF 3.625 01/25/29 EMTN                                                                | CUSIP: H2R45BGC9<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      1220000 | PA      | $1220371.88   | 0.17%             | 2029-01-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                            | ONT 4.7 06/02/37                                                                         | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |      2940000 | PA      | $2266052.31   | 0.32%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.7 04/15/48                                                                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        95000 | PA      | $79389.29     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 2 09/02/30 EMTN                                                                   | CUSIP: F7053NDZ4<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $112636.76    | 0.02%             | 2030-09-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 2.7 10/31/48                                                                        | CUSIP: E8922AFN5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       252000 | PA      | $241868.49    | 0.03%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TVL Finance PLC                                                                                  | TRAVEL 10.25 04/28/28 REGS                                                               | CUSIP: G9137MAM3<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $137702.97    | 0.02%             | 2028-04-28      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                     | URWFP V4.875 PERP                                                                        | CUSIP: F0386HAY6<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120568.96    | 0.02%             | 2049-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                            | TITIM 3.625 09/30/30 EMTN                                                                | CUSIP: T9344YAN0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118264.49    | 0.02%             | 2030-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Spire Inc                                                                                        | SR V6.45 06/01/56                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |       105000 | PA      | $104947.70    | 0.01%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                                      | TCN V6.625 06/09/56 ...                                                                  | CUSIP: 87971MCR2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       105000 | PA      | $104991.68    | 0.01%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Gestamp Automocion S A                                                                           | GESTSM 4.375 10/15/30 REGS                                                               | CUSIP: E5R71WCB2<br>LEI: 95980020140005484363 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $118784.06    | 0.02%             | 2030-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Spire Inc                                                                                        | SR V6.25 06/01/56                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |        95000 | PA      | $94790.32     | 0.01%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.25 09/01/46 31Y                                                                   | CUSIP: T6247AX43<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       258000 | PA      | $266605.90    | 0.04%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.705 04/24/28                                                                      | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       250000 | PA      | $249003.01    | 0.04%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 0.1 06/20/28 351                                                                     | CUSIP: J2S39KL53<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    227900000 | PA      | $1416769.68   | 0.20%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 6.375 04/11/31 REGS                                                                | CUSIP: M1487WCZ6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       100000 | PA      | $120938.53    | 0.02%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 3.4 06/15/29 C                                                                       | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       147000 | PA      | $143224.20    | 0.02%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                                           | DLR 1.125 04/09/28                                                                       | CUSIP: U2538CAC1<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |       305000 | PA      | $345584.43    | 0.05%             | 2028-04-09      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA3804                                                                                | CUSIP: 31418DGN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       106804 | PA      | $103028.63    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sse PLC                                                                                          | SSELN 1.75 04/16/30 EMTN                                                                 | CUSIP: G8842PRU8<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $391035.60    | 0.06%             | 2030-04-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                                            | IRISH 0.2 10/18/30                                                                       | CUSIP: G4R49GAT0<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |        20000 | PA      | $21056.90     | 0.00%             | 2030-10-18      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.3 08/01/40                                                                         | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       115000 | PA      | $87587.95     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FR QA8311                                                                                | CUSIP: 3133A3GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        56706 | PA      | $51363.59     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 0.5 01/15/28                                                                         | CUSIP: 03027XBE9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       400000 | PA      | $450662.89    | 0.06%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 7.69 01/23/50                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       190000 | PA      | $170423.51    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB (publ)                                                                    | VERISR 5.25 02/15/29 REGS                                                                | CUSIP: W9821JAH4<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $236259.68    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                                            | AHLMUN 3.625 02/04/28 REGS                                                               | CUSIP: X9264JAB0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $116646.30    | 0.02%             | 2028-02-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9016                                                                                | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       128711 | PA      | $129097.97    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                                | LYB 5.125 01/15/31                                                                       | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50256.23     | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                                | LYB 5.875 01/15/36                                                                       | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79759.97     | 0.01%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Japan (Government Of)                                                                            | JGB 1.3 06/20/35 153                                                                     | CUSIP: J2S39KJF4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    292550000 | PA      | $1754041.13   | 0.25%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                                     | PLNIJ 1.875 11/05/31 REGS                                                                | CUSIP: Y6862HAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       100000 | PA      | $105240.84    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4078                                                                                | CUSIP: 31418DQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        46862 | PA      | $40205.85     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4049                                                                                | CUSIP: 31418DQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        26685 | PA      | $24975.79     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 4.125 07/09/35                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       305000 | PA      | $227225.00    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QB1146                                                                                | CUSIP: 3133A7HX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        70097 | PA      | $62910.43     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                                      | SKX 5.25 07/15/32 REGS                                                                   | CUSIP: U0735JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       100000 | PA      | $119928.30    | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP V6.05 03/15/56 D                                                                     | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       160000 | PA      | $157282.39    | 0.02%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 7.903 02/21/48 REGS                                                                | CUSIP: M1487WCP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $186163.27    | 0.03%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 5.25 03/22/30 REGS                                                                | CUSIP: V73789BE4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       100000 | PA      | $118390.03    | 0.02%             | 2030-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                           | ZFFNGR 3 10/23/29                                                                        | CUSIP: N9769AAD6<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $220891.02    | 0.03%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Elia Transmission Belgium SA/NV                                                                  | ELIATB 0.875 04/28/30 EMTN                                                               | CUSIP: B35657AA1<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $537505.74    | 0.08%             | 2030-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.95 07/01/50                                                                        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       123019 | PA      | $104419.80    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/35 REGS                                                                   | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       107462 | PA      | $95050.14     | 0.01%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 1.125 11/03/28                                                                        | CUSIP: 92343VFP4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       290000 | PA      | $360563.43    | 0.05%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 0 11/25/31 OAT                                                                      | CUSIP: F26348AH9<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $989091.91    | 0.14%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.5 04/15/50                                                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       285000 | PA      | $235838.60    | 0.03%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                                  | MADIAQ 5.875 06/30/29 144A                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59685.22     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN FS4198                                                                                | CUSIP: 3140XKUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        66710 | PA      | $59249.95     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 05/29/31 M                                                                    | CUSIP: P9767HEK1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     13790000 | PA      | $738369.12    | 0.10%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                                         | VTRS 3.125 11/22/28                                                                      | CUSIP: N59465BD0<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       410000 | PA      | $483841.80    | 0.07%             | 2028-11-22      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.691 06/05/28                                                                       | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       250000 | PA      | $248765.73    | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 4.25 01/15/30 REGS                                                                  | CUSIP: G9372GAZ1<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $248403.37    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 4.8 03/01/50                                                                        | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       390000 | PA      | $294284.37    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.65 06/01/51                                                                          | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       300000 | PA      | $211973.89    | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA5668                                                                                | CUSIP: 3140QDJN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        99329 | PA      | $89021.12     | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BC5671                                                                                | CUSIP: 3140F1JR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        64148 | PA      | $58390.55     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 3.625 06/01/28 REgs                                                               | CUSIP: L04308AD1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116782.02    | 0.02%             | 2028-06-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA3077                                                                                | CUSIP: 3140W3M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        99518 | PA      | $95093.14     | 0.01%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                                                                  | EOANGR 6.375 06/07/32 EMTN                                                               | CUSIP: N3033QAD4<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       155000 | PA      | $225979.84    | 0.03%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 5.625 01/07/41                                                                    | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       100000 | PA      | $93055.00     | 0.01%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brazil Minas SPE                                                                                 | MINASG 5.333 02/15/28 REGS                                                               | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |       120000 | PA      | $120671.00    | 0.02%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                            | ONT 3.45 06/02/45                                                                        | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |      1810000 | PA      | $1136388.04   | 0.16%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA3746                                                                                | CUSIP: 31418DEU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        70952 | PA      | $68487.89     | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA3775                                                                                | CUSIP: 31418DFR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       142586 | PA      | $133572.35    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD V3 08/27/80                                                                          | CUSIP: G9376VDR9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $226976.12    | 0.03%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: —       |
| Dominican Republic                                                                               | DOMREP 4.875 09/23/32 REGS                                                               | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       150000 | PA      | $144712.50    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V2.615 04/22/32                                                                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       265000 | PA      | $241945.00    | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA2471                                                                                | CUSIP: 3133KHW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        33337 | PA      | $31236.69     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                            | ONT 2.8 06/02/48                                                                         | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |       470000 | PA      | $257066.08    | 0.04%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 7.875 02/16/32 REGS                                                               | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $209118.71    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| UPCB Finance VII Ltd.                                                                            | SUNN 3.625 06/15/29 REGS                                                                 | CUSIP: G929ZQAA5<br>LEI: 5493006V3WX8F38SQ991 | Long             | DBT              | CORP              | KY        |        84629 | PA      | $99375.69     | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Belden Inc.                                                                                      | BDC 3.875 03/15/28 REGS                                                                  | CUSIP: U07461AN3<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117987.25    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2018-C04 2M2                                                                         | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       556684 | PA      | $571971.49    | 0.08%             | 2030-12-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA3745                                                                                | CUSIP: 31418DET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        82847 | PA      | $77627.13     | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 1.4 10/30/31                                                                       | CUSIP: Y39814KM2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       100000 | PA      | $104958.99    | 0.01%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6291                                                                                | CUSIP: 3140QD7D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28956 | PA      | $25906.41     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 0.6 08/01/31 10Y                                                                    | CUSIP: T6052BZA9<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       846000 | PA      | $878066.16    | 0.12%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                                 | AAL 5.75 04/20/29 144A                                                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |        40000 | PA      | $40755.04     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 5.33 01/05/54                                                                      | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       250000 | PA      | $241868.75    | 0.03%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Germany (Federal Republic Of)                                                                    | DBR 2.5 07/04/44                                                                         | CUSIP: D206592F0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       570000 | PA      | $593730.67    | 0.08%             | 2044-07-04      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                            | ALTA 3.45 12/01/43                                                                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |      1775000 | PA      | $1129078.72   | 0.16%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     15120657 | NS      | $15120656.83  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 2.9 10/31/46                                                                        | CUSIP: E8922ABW9<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       468000 | PA      | $473941.36    | 0.07%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc.                                                                        | GS V3.814 04/23/29                                                                       | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       345000 | PA      | $343207.93    | 0.05%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.1 03/01/40 21Y                                                                    | CUSIP: T6052BTW8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       371000 | PA      | $401539.50    | 0.06%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO V4 01/15/51 B                                                                         | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       140000 | PA      | $140450.17    | 0.02%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 0.4 09/20/40 174                                                                     | CUSIP: J2S39LHU1<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    225500000 | PA      | $1058583.57   | 0.15%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC/Uniti Group Finance 2019 Inc/CSL Capital LLC                             | UNIT 6.5 02/15/29 144A                                                                   | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $57682.01     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 1.75 04/28/41                                                                     | CUSIP: Y6972FA34<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       100000 | PA      | $85205.21     | 0.01%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8161                                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       114872 | PA      | $98133.44     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                         | GRA 5.625 08/15/29 144A                                                                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |        80000 | PA      | $76458.93     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3600                                                                                | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       375491 | PA      | $350031.18    | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5072                                                                                | CUSIP: 31418ET67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       325339 | PA      | $331299.38    | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BU4047                                                                                | CUSIP: 3140M5P90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       340007 | PA      | $346392.85    | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enel S.p.A.                                                                                      | ENELIM V4.75 PERP                                                                        | CUSIP: T3679PLB1<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $121250.36    | 0.02%             | 2049-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.625 11/15/55 .                                                                    | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96244.73     | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5 02/01/28 144A                                                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $148904.94    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.52 10/27/28                                                                         | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       525000 | PA      | $520598.65    | 0.07%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V3.073 05/22/28                                                                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       855000 | PA      | $844542.60    | 0.12%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg S.A.R.L.                                                               | DAN 3 07/15/29 REGS                                                                      | CUSIP: L22848AC6<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $117549.89    | 0.02%             | 2029-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Energizer Gamma Acquisition B.V.                                                                 | ENR 3.5 06/30/29 REGS                                                                    | CUSIP: N8965NAB6<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113928.35    | 0.02%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                                    | FUN 6.5 10/01/28                                                                         | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68641.47     | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5073                                                                                | CUSIP: 31418ET75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       568136 | PA      | $584973.97    | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9017                                                                                | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        48034 | PA      | $48860.33     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.75 03/31/34 144A                                                                   | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20105.90     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2620010 | NC      | $32045.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1961688 | NC      | $17310.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -111553 | NC      | $2437.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -413014 | NC      | $6941.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -565006 | NC      | $3169.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -937014 | NC      | $4600.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6154271 | NC      | $77168.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2498047 | NC      | $30068.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11332297 | NC      | $135050.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -333276 | NC      | $4436.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -620955 | NC      | $6474.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -630886 | NC      | $9799.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -154124 | NC      | $5115.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308764 | NC      | $9684.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307444 | NC      | $7736.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -313267 | NC      | $5516.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -300798 | NC      | $5077.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -613784 | NC      | $6865.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -621572 | NC      | $6544.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -303031 | NC      | $5305.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -614356 | NC      | $11164.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -320047 | NC      | $8725.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615570 | NC      | $16906.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -460950 | NC      | $10980.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -613662 | NC      | $17496.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -612437 | NC      | $18723.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611984 | NC      | $19181.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -623732 | NC      | $13206.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -620363 | NC      | $10204.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -538752 | NC      | $7408.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306578 | NC      | $7226.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306342 | NC      | $7466.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -919156 | NC      | $22258.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -612046 | NC      | $15677.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -318489 | NC      | $7854.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307903 | NC      | $7388.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311732 | NC      | $8651.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611074 | NC      | $20325.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -628912 | NC      | $21403.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307419 | NC      | $10469.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -301375 | NC      | $10318.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310594 | NC      | $8380.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -908090 | NC      | $20155.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -613585 | NC      | $8032.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309178 | NC      | $3965.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -613034 | NC      | $4170.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308571 | NC      | $1547.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617736 | NC      | $2690.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1871070 | NC      | $-7572.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -305367 | NC      | $5385.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306570 | NC      | $4861.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618217 | NC      | $-4102.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308137 | NC      | $-2618.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311263 | NC      | $-5487.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306559 | NC      | $-2239.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -456763 | NC      | $-3072.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1020318 | NC      | $16842.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4048565 | NC      | $65760.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -455648 | NC      | $8918.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1286089 | NC      | $22613.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1230033 | NC      | $15453.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1322613 | NC      | $26923.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1546727 | NC      | $39415.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -366125 | NC      | $2280.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1887803 | NC      | $6522.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -188548 | NC      | $378.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -334389 | NC      | $4397.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -826437 | NC      | $10985.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4475972 | NC      | $56032.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -910866 | NC      | $11333.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2469745 | NC      | $30919.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -480606 | NC      | $5834.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3706212 | NC      | $46312.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4317712 | NC      | $56777.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -201476 | NC      | $2666.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -465393 | NC      | $5738.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309035 | NC      | $5910.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -312828 | NC      | $6131.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617294 | NC      | $10338.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309786 | NC      | $3934.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309120 | NC      | $3873.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617881 | NC      | $7814.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1239432 | NC      | $12534.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -619362 | NC      | $6597.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310238 | NC      | $6274.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1229343 | NC      | $32257.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615390 | NC      | $15449.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1232557 | NC      | $29124.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618814 | NC      | $11370.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306609 | NC      | $5373.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309337 | NC      | $4454.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -929479 | NC      | $10873.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310942 | NC      | $522.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310449 | NC      | $993.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -955160 | NC      | $2899.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -937432 | NC      | $5990.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -78418 | NC      | $-59.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2049823 | NC      | $-3992.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3214636 | NC      | $-6737.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -17265836 | NC      | $-35257.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6366294 | NC      | $-12722.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -622535 | NC      | $4803.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -624027 | NC      | $4401.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308872 | NC      | $28.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -337085 | NC      | $-729.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1822751 | NC      | $24905.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618682 | NC      | $3766.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -622074 | NC      | $2104.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -921013 | NC      | $-680.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611819 | NC      | $4846.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -304761 | NC      | $3372.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -299978 | NC      | $3734.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -603901 | NC      | $8500.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -771710 | NC      | $10375.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611484 | NC      | $9741.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -616105 | NC      | $9626.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -929366 | NC      | $13296.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -301746 | NC      | $3518.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1251116 | NC      | $4496.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                          | CURRENCY CONTRACT - CLP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -180199 | NC      | $12761.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                          | CURRENCY CONTRACT - CLP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1308504 | NC      | $41600.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                          | CURRENCY CONTRACT - CLP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -2834 | NC      | $199.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                          | CURRENCY CONTRACT - CLP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -635795 | NC      | $8730.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -492140 | NC      | $8077.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6401769 | NC      | $124960.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11747224 | NC      | $204117.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -244877 | NC      | $3103.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -374459 | NC      | $7091.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -189227 | NC      | $1378.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -975327 | NC      | $7356.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -189844 | NC      | $536.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                          | CURRENCY CONTRACT - CNY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -17529736 | NC      | $212669.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                          | CURRENCY CONTRACT - CNY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -273651 | NC      | $3262.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                          | CURRENCY CONTRACT - CNY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -402641 | NC      | $4329.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                          | CURRENCY CONTRACT - COP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -160 | NC      | $5.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -149845 | NC      | $2693.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1643856 | NC      | $38820.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -227424 | NC      | $531.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -377084 | NC      | $4163.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2356571 | NC      | $31185.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3286003 | NC      | $50890.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -870742 | NC      | $13397.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1203257 | NC      | $18019.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -673014 | NC      | $8177.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2694039 | NC      | $41438.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - DKK                                                                          | CURRENCY CONTRACT - DKK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -530442 | NC      | $5108.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - DKK                                                                          | CURRENCY CONTRACT - DKK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -391029 | NC      | $906.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -475431 | NC      | $-370.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -418866 | NC      | $3405.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -26748634 | NC      | $212507.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -501392 | NC      | $4184.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3211611 | NC      | $9365.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -118371 | NC      | $727.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -260191 | NC      | $3393.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -135019 | NC      | $1706.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -374025 | NC      | $7740.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1688895 | NC      | $20894.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -187330 | NC      | $2531.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -186808 | NC      | $2361.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -664193 | NC      | $8191.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1656647 | NC      | $31026.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -348203 | NC      | $2318.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -375922 | NC      | $3199.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -173140 | NC      | $1426.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -378252 | NC      | $-265.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -373593 | NC      | $952.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3750365 | NC      | $13038.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7485971 | NC      | $24501.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -25253815 | NC      | $86480.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4617877 | NC      | $15813.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -343727 | NC      | $1177.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4922530 | NC      | $16936.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -42238 | NC      | $144.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4894317 | NC      | $15620.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7825430 | NC      | $22632.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6189101 | NC      | $17275.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -399360 | NC      | $695.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15677755 | NC      | $42273.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1089774 | NC      | $3493.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1290357 | NC      | $3312.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2344062 | NC      | $8065.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618972 | NC      | $3277.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -518292 | NC      | $6150.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618022 | NC      | $6795.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1248379 | NC      | $13491.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311748 | NC      | $3715.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311597 | NC      | $3886.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1257260 | NC      | $7083.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -314134 | NC      | $1746.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2350156 | NC      | $1971.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -234715 | NC      | $497.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309263 | NC      | $3029.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1210410 | NC      | $20398.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -626096 | NC      | $7109.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -624446 | NC      | $8444.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615509 | NC      | $9072.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -612566 | NC      | $7832.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -313970 | NC      | $2192.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1231926 | NC      | $12655.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307459 | NC      | $3297.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615196 | NC      | $6469.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307123 | NC      | $3930.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1233600 | NC      | $17036.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310242 | NC      | $2784.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -312170 | NC      | $3144.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309705 | NC      | $1872.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308444 | NC      | $2007.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309934 | NC      | $1662.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -616227 | NC      | $5328.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -479216 | NC      | $4265.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310817 | NC      | $2618.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310891 | NC      | $1214.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311456 | NC      | $801.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1377229 | NC      | $18984.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -252180 | NC      | $5149.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -270121 | NC      | $6656.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3001873 | NC      | $34712.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3282248 | NC      | $24132.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -669673 | NC      | $4288.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -527432 | NC      | $3332.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -369330 | NC      | $2277.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1783376 | NC      | $7257.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -305442 | NC      | $1229.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7924432 | NC      | $29955.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1159541 | NC      | $6773.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7571537 | NC      | $44228.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2125563 | NC      | $8750.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1339618 | NC      | $8305.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -605746 | NC      | $2954.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -125056 | NC      | $567.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -522173 | NC      | $5740.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -240701 | NC      | $368.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -469612 | NC      | $2160.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -134187 | NC      | $605.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -325621 | NC      | $4022.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -210000 | NC      | $2845.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -923726 | NC      | $23062.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1232518 | NC      | $31766.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -610827 | NC      | $19469.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615888 | NC      | $21381.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -564622 | NC      | $19680.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -616631 | NC      | $20398.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -616143 | NC      | $20867.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308142 | NC      | $9740.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618456 | NC      | $17270.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -621544 | NC      | $18732.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -927928 | NC      | $24333.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -627752 | NC      | $15263.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617459 | NC      | $15834.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -121018 | NC      | $3447.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -614995 | NC      | $17180.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -4808 | NC      | $79.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1227762 | NC      | $36623.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308690 | NC      | $6991.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -313054 | NC      | $7696.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -924760 | NC      | $20955.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618896 | NC      | $11598.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617690 | NC      | $11775.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -177995 | NC      | $1451.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -945899 | NC      | $8899.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310090 | NC      | $3482.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -299703 | NC      | $3723.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1244905 | NC      | $9011.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                          | CURRENCY CONTRACT - HUF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -238890 | NC      | $8201.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                          | CURRENCY CONTRACT - HUF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -32511 | NC      | $1089.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                          | CURRENCY CONTRACT - HUF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2562823 | NC      | $85771.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                          | CURRENCY CONTRACT - HUF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1101428 | NC      | $39097.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                          | CURRENCY CONTRACT - HUF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -375201 | NC      | $13300.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                          | CURRENCY CONTRACT - HUF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -108182 | NC      | $3825.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                          | CURRENCY CONTRACT - HUF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -723584 | NC      | $25390.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                          | CURRENCY CONTRACT - HUF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308130 | NC      | $6503.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2273586 | NC      | $-3391.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1776395 | NC      | $-815.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -112621 | NC      | $-145.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -524035 | NC      | $-906.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                          | CURRENCY CONTRACT - ILS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -443071 | NC      | $10668.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                          | CURRENCY CONTRACT - ILS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -930286 | NC      | $27277.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                          | CURRENCY CONTRACT - ILS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1896498 | NC      | $54767.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                          | CURRENCY CONTRACT - ILS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -313114 | NC      | $9164.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1295869 | NC      | $-16843.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -313 | NC      | $-2.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -608188 | NC      | $-18720.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -159945 | NC      | $-4786.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -458198 | NC      | $-17040.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15972474 | NC      | $-606768.22   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -421615 | NC      | $-13582.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -149786 | NC      | $-3372.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1686586 | NC      | $-7064.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -113103 | NC      | $-921.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -341218 | NC      | $-3862.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -112871 | NC      | $-1211.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -113114 | NC      | $-1026.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1891049 | NC      | $1633.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -273392 | NC      | $-12085.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10611185 | NC      | $-470623.64   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2220379 | NC      | $-97939.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3487912 | NC      | $-150009.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3192502 | NC      | $-137565.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2824824 | NC      | $-121656.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4077224 | NC      | $-175386.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2189568 | NC      | $-96721.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -259014 | NC      | $-8065.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -580586 | NC      | $-19646.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -633746 | NC      | $-22974.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -624671 | NC      | $-21859.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -313150 | NC      | $-11813.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -627584 | NC      | $-25772.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -952521 | NC      | $-42400.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -331959 | NC      | $-12314.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -292912 | NC      | $-9172.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -614155 | NC      | $-19918.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -626280 | NC      | $-15492.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -245854 | NC      | $-5154.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -290064 | NC      | $-6919.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -325418 | NC      | $-6739.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -279703 | NC      | $-6076.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -924908 | NC      | $-20102.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -616879 | NC      | $-13548.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -399354 | NC      | $-6296.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -613495 | NC      | $-10055.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -613401 | NC      | $-10016.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -614629 | NC      | $-11216.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -214626 | NC      | $-4385.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -616355 | NC      | $-12103.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611005 | NC      | $-4431.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -304957 | NC      | $-1668.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -304583 | NC      | $-1262.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -610584 | NC      | $-3860.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -613137 | NC      | $-4160.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1200787 | NC      | $-3132.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611181 | NC      | $-640.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -928045 | NC      | $-10659.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -623571 | NC      | $-8342.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615600 | NC      | $-6818.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611716 | NC      | $-3412.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611323 | NC      | $-679.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -257163 | NC      | $-149.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -933787 | NC      | $-6808.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -626486 | NC      | $-5398.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -622655 | NC      | $-5444.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1559489 | NC      | $-16831.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -940695 | NC      | $13133.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2745071 | NC      | $42643.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -189342 | NC      | $3053.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1467285 | NC      | $-38856.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -85470 | NC      | $-1991.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306831 | NC      | $4283.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310341 | NC      | $3652.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -464486 | NC      | $5560.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -924339 | NC      | $34092.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -843333 | NC      | $30616.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -13457 | NC      | $405.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -57680 | NC      | $1743.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2905735 | NC      | $88352.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5621665 | NC      | $170694.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -116272 | NC      | $3533.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -115291 | NC      | $3409.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -897169 | NC      | $27495.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311200 | NC      | $12256.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311743 | NC      | $11724.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -315078 | NC      | $10592.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -301116 | NC      | $12125.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617068 | NC      | $21531.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309375 | NC      | $7985.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -162915 | NC      | $3433.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309957 | NC      | $3507.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                                          | CURRENCY CONTRACT - MYR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1011248 | NC      | $35796.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                                          | CURRENCY CONTRACT - MYR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -809116 | NC      | $27902.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -336924 | NC      | $-3323.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1824194 | NC      | $-1430.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4808661 | NC      | $-55212.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8952882 | NC      | $-101027.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -799747 | NC      | $-9128.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -623627 | NC      | $-5216.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308581 | NC      | $-1944.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -154746 | NC      | $1851.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310628 | NC      | $2619.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -297105 | NC      | $-2733.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307953 | NC      | $-2140.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309149 | NC      | $-3321.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306928 | NC      | $-480.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307546 | NC      | $-1127.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -613776 | NC      | $-791.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -632604 | NC      | $1693.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -632609 | NC      | $1693.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615040 | NC      | $8524.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311054 | NC      | $-721.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -622297 | NC      | $-1496.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311029 | NC      | $-642.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -619734 | NC      | $918.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -620221 | NC      | $412.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -624677 | NC      | $-4107.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -769308 | NC      | $-5003.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307861 | NC      | $312.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -610860 | NC      | $842.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -329816 | NC      | $6090.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -609387 | NC      | $10268.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309835 | NC      | $3790.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -466705 | NC      | $2060.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307061 | NC      | $2415.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306996 | NC      | $2360.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307252 | NC      | $2233.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309827 | NC      | $-16.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308277 | NC      | $235.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617377 | NC      | $101.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310241 | NC      | $758.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615997 | NC      | $3196.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -616601 | NC      | $2992.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -619122 | NC      | $3716.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -921453 | NC      | $12026.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1688765 | NC      | $-18394.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7688946 | NC      | $-84937.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3190696 | NC      | $-37254.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2044238 | NC      | $-23591.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7745786 | NC      | $-89862.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617652 | NC      | $-4317.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -303937 | NC      | $539.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310514 | NC      | $-1046.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1239968 | NC      | $-8858.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308334 | NC      | $-1897.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306762 | NC      | $-471.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -317553 | NC      | $4124.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307380 | NC      | $4719.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -629037 | NC      | $13920.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -614759 | NC      | $8752.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310296 | NC      | $4428.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -620159 | NC      | $9616.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -299610 | NC      | $4177.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309455 | NC      | $4857.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -619609 | NC      | $4382.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1240465 | NC      | $7909.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -620603 | NC      | $3524.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -465558 | NC      | $2511.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -928974 | NC      | $7012.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -467124 | NC      | $887.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307505 | NC      | $1415.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -262133 | NC      | $1645.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308603 | NC      | $194.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -929052 | NC      | $-2706.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -925260 | NC      | $-3958.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -617867 | NC      | $-3508.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -298248 | NC      | $-1211.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618711 | NC      | $-3593.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -755458 | NC      | $20556.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -112353 | NC      | $2181.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -109420 | NC      | $1988.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -413074 | NC      | $7639.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -275201 | NC      | $5043.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -437542 | NC      | $8091.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2978902 | NC      | $54378.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1013876 | NC      | $18348.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -590701 | NC      | $16684.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - RON                                                                          | CURRENCY CONTRACT - RON                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -297307 | NC      | $5809.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - RON                                                                          | CURRENCY CONTRACT - RON                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -206506 | NC      | $2599.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1037385 | NC      | $33701.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1352383 | NC      | $22665.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15044101 | NC      | $252326.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7007746 | NC      | $112865.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -788880 | NC      | $12134.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -301569 | NC      | $9645.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -311680 | NC      | $9508.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1235268 | NC      | $18928.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -619922 | NC      | $7880.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307840 | NC      | $4217.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309933 | NC      | $6352.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306597 | NC      | $7351.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307649 | NC      | $6369.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -313699 | NC      | $10038.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307888 | NC      | $11027.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -308419 | NC      | $10354.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -153281 | NC      | $5077.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309061 | NC      | $9674.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -155540 | NC      | $4640.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -305937 | NC      | $7418.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -618890 | NC      | $17101.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -620622 | NC      | $11500.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611569 | NC      | $11527.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -913284 | NC      | $18843.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306979 | NC      | $7962.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -314817 | NC      | $7254.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -437207 | NC      | $16374.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -915557 | NC      | $34502.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -608068 | NC      | $14449.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -609663 | NC      | $15716.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307381 | NC      | $7772.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -923729 | NC      | $21722.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309840 | NC      | $5733.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -297513 | NC      | $5803.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -616593 | NC      | $12081.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -317085 | NC      | $6598.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -615177 | NC      | $10548.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310209 | NC      | $2618.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                          | CURRENCY CONTRACT - SGD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -904646 | NC      | $5811.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                          | CURRENCY CONTRACT - SGD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1337101 | NC      | $-1403.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                          | CURRENCY CONTRACT - SGD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -447882 | NC      | $56.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1358686 | NC      | $45228.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -293203 | NC      | $7307.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1891642 | NC      | $72800.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -335584 | NC      | $13086.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -300065 | NC      | $8419.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -312107 | NC      | $8728.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -758204 | NC      | $2985.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -133120 | NC      | $-1084.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1179994 | NC      | $-11068.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -279098 | NC      | $-2606.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -299153 | NC      | $-1083.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -435900 | NC      | $-676.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -279015 | NC      | $-2412.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -726571 | NC      | $-13294.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -570243 | NC      | $484.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6178225 | NC      | $-1600.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -179151 | NC      | $-2499.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100103 | NC      | $-957.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -163388 | NC      | $-1547.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -288801219 | NC      | $72468.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -486113 | NC      | $-6607.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -130990 | NC      | $-1994.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -25840739 | NC      | $-89074.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -24976856 | NC      | $-86540.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -577287 | NC      | $-11985.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1790535 | NC      | $-37800.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2993307 | NC      | $-54661.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -35461681 | NC      | $-309093.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -16995957 | NC      | $-238417.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9238466 | NC      | $-9389.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -2767500945 | NC      | $41076.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -7109451806 | NC      | $104343.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -479323 | NC      | $-1820.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -319702 | NC      | $-1596.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -469019 | NC      | $-7922.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -742937 | NC      | $-12407.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -78365114 | NC      | $19279.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -726443 | NC      | $-10318.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -34058035 | NC      | $8519.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2662421 | NC      | $-6426.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -6634010000 | NC      | $20646.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -28952989 | NC      | $-25995.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -49484867170 | NC      | $3994.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -333512 | NC      | $-3831.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -339511 | NC      | $-1679.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -367166 | NC      | $-2084.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15145000 | NC      | $-38689.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1622369 | NC      | $-21137.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -218812 | NC      | $-4040.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -238058 | NC      | $-4502.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -320000 | NC      | $-7435.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -145546 | NC      | $-6617.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1416076 | NC      | $-65495.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -17202379 | NC      | $-40466.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -1328666018 | NC      | $1209.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -279731 | NC      | $-6614.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -287573 | NC      | $-4923.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -200000 | NC      | $-3414.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -475660 | NC      | $-8616.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -199968 | NC      | $-2869.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -2947800000 | NC      | $-13052.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -378218 | NC      | $-6103.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -98704 | NC      | $-3057.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -99112 | NC      | $-687.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100000 | NC      | $-1280.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -464419 | NC      | $-15345.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100000 | NC      | $-1431.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23987000 | NC      | $-20662.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -144874475 | NC      | $2293.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -322598 | NC      | $-6141.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -134238229 | NC      | $-3269.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -407948 | NC      | $-7735.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -402303 | NC      | $-8259.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7925000 | NC      | $11954.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5170343 | NC      | $6867.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -250535479 | NC      | $9243.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1213137 | NC      | $-45930.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -793547 | NC      | $-1862.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23285491 | NC      | $279.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -340000 | NC      | $-6931.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13399981 | NC      | $-15849.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -125191798 | NC      | $3961.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100000 | NC      | $-1379.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -2934000000 | NC      | $-33958.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -222867 | NC      | $-3074.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -52357595 | NC      | $2435.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -99873 | NC      | $-687.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -199342 | NC      | $-1553.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -51504102 | NC      | $-25043.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -114827921 | NC      | $-3269.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5219000 | NC      | $6295.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -412179 | NC      | $-4631.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -263022 | NC      | $-401.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -971494 | NC      | $4443.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -86975 | NC      | $-138.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1292659 | NC      | $-2138.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -976100000 | NC      | $-15471.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -128757 | NC      | $190.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -754973 | NC      | $379.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -30158218 | NC      | $426.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -133865 | NC      | $40.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -84000 | NC      | $183.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -17850 | NC      | $-37.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3965000 | NC      | $-6797.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -1956 | NC      | $4.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6121214 | NC      | $-23484.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3309047 | NC      | $-12619.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1268745 | NC      | $-11895.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1748584 | NC      | $-2836.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5250000 | NC      | $-3241.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -805979 | NC      | $-6912.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1949181 | NC      | $-7942.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -370000 | NC      | $-1839.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2034426 | NC      | $13021.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -200275000 | NC      | $-20227.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -20189017 | NC      | $-33502.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3178787 | NC      | $-26400.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -212977 | NC      | $-1759.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3844704 | NC      | $-36668.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1181749 | NC      | $-9761.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1646583 | NC      | $-13856.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -450000 | NC      | $-281.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -45500000 | NC      | $-4693.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6327809 | NC      | $40361.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4028602 | NC      | $-16169.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -43696001 | NC      | $-71527.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3900000 | NC      | $-32214.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -400000 | NC      | $-3322.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -33000000 | NC      | $9745.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14985077 | NC      | $-60144.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -7509 | NC      | $-30.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -504329 | NC      | $-2024.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -795626731 | NC      | $234708.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -904831 | NC      | $-7577.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14426676 | NC      | $-58177.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -300000 | NC      | $-1209.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -103213922 | NC      | $30481.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -21000581 | NC      | $-13144.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7500000 | NC      | $-28602.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -674019 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1558188 | NC      | $-14838.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -16447008 | NC      | $-149500.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -29587673 | NC      | $-53303.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -113843783 | NC      | $-185459.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2547336 | NC      | $-20159.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4554182 | NC      | $-17158.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -76204279 | NC      | $85059.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -873622 | NC      | $-4366.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9438784 | NC      | $-25113.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3367575 | NC      | $-17996.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1715189 | NC      | $530.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -592233 | NC      | $-1288.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -268030404 | NC      | $77073.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -695263156 | NC      | $-74614.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12728196 | NC      | $-11841.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -28983931 | NC      | $33497.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5980355 | NC      | $15153.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9218832 | NC      | $-73253.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4705019 | NC      | $-17773.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9071066 | NC      | $-24066.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3669073 | NC      | $24676.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -277895 | NC      | $-2512.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6399503 | NC      | $-56047.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8971723 | NC      | $24072.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -749 | NC      | $1.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3747700 | NC      | $25965.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -76598413 | NC      | $-134720.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -21837 | NC      | $-47.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -43580800 | NC      | $-31442.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -26302200 | NC      | $-68240.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -185165 | NC      | $-1419.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -26558184 | NC      | $-16762.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1333830 | NC      | $-7351.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -79959523 | NC      | $-59020.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6990545 | NC      | $-55284.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3077053 | NC      | $-15228.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4223054 | NC      | $-37201.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -87191903 | NC      | $-9135.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6023124 | NC      | $-22866.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -1518823055 | NC      | $436592.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -40430094 | NC      | $-66163.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1895883 | NC      | $-9107.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5021814 | NC      | $-25365.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3121675 | NC      | $21032.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -841561458 | NC      | $241417.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6338340 | NC      | $17016.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -27873908 | NC      | $33348.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -121403 | NC      | $-1006.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -643000000 | NC      | $-64962.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -541 | NC      | $-0.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5040735 | NC      | $-45085.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2608882 | NC      | $-1523.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -30183723 | NC      | $-23377.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9534659 | NC      | $-47168.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -528841 | NC      | $-2622.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3205381 | NC      | $-10137.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -968027 | NC      | $-3061.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2350000 | NC      | $-7432.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -146576 | NC      | $-1147.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -156705 | NC      | $-1226.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7701633 | NC      | $44018.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1565302 | NC      | $-7852.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1396231 | NC      | $-6958.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -181353 | NC      | $-1443.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12253941 | NC      | $81653.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -21392110 | NC      | $-38406.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8488154 | NC      | $-13912.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8382868 | NC      | $9367.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -94146944 | NC      | $-169889.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -27000000 | NC      | $7973.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -1146000000 | NC      | $346278.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1620000 | NC      | $-1022.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -730031 | NC      | $-367.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -106979 | NC      | $-322.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1073588 | NC      | $2609.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -502341 | NC      | $-4490.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -529160 | NC      | $-3544.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -941002 | NC      | $-8203.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -793718 | NC      | $-6797.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -489682 | NC      | $-1347.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -529145 | NC      | $-4954.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -941080 | NC      | $-7912.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3150000 | NC      | $-27530.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -55170458 | NC      | $11043.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -51656629 | NC      | $11167.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -431043 | NC      | $-3895.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -244827 | NC      | $-1514.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -264574 | NC      | $-2350.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1068537 | NC      | $3722.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -865922 | NC      | $-10724.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -59694907 | NC      | $-51659.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1708972 | NC      | $-3565.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1709649 | NC      | $-5000.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -94419401 | NC      | $23108.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -495458 | NC      | $-3031.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -535842 | NC      | $-5349.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5831025 | NC      | $-10909.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2954416 | NC      | $-9368.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2954628 | NC      | $-8759.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2878791 | NC      | $-2705.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -461893 | NC      | $-9616.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -94323036 | NC      | $23096.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3186263 | NC      | $-297.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1489955 | NC      | $-3034.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4642933 | NC      | $-1557.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -239595 | NC      | $-3068.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -696195 | NC      | $-10733.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3186511 | NC      | $-171.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -248262 | NC      | $907.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -235353 | NC      | $-2105.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -303759 | NC      | $-2799.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -983700 | NC      | $-17440.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -40204300 | NC      | $11662.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2856120 | NC      | $-5710.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2904937 | NC      | $-5976.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -50104458 | NC      | $14941.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -890268 | NC      | $-3025.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1569697 | NC      | $-2458.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1050000 | NC      | $-3657.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -2649 | NC      | $-25.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -302355 | NC      | $-3625.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -250000 | NC      | $-2765.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2824677 | NC      | $-5907.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11709234 | NC      | $-18843.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -140721070 | NC      | $28257.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -157907 | NC      | $-2845.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -140530784 | NC      | $26603.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1294770 | NC      | $-15602.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2100000 | NC      | $-24821.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -696457 | NC      | $-11890.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -582896792 | NC      | $-29478.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -463183 | NC      | $-10126.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -532775 | NC      | $-2974.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -46877751 | NC      | $11277.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3092140 | NC      | $2109.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -48926558 | NC      | $11804.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -93767066 | NC      | $22154.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -264225 | NC      | $-1902.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -485068 | NC      | $512.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -475100 | NC      | $-12685.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1056351 | NC      | $-5211.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -46753958 | NC      | $6672.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -702525 | NC      | $-21107.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -468274 | NC      | $-13830.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3069190 | NC      | $1152.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -245313 | NC      | $-7090.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -529316 | NC      | $-7534.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -702788 | NC      | $-23402.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -473523 | NC      | $-17441.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -531178 | NC      | $-10572.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -531170 | NC      | $-11034.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6225960 | NC      | $-8070.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -50712546 | NC      | $8729.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -457471 | NC      | $-18874.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6414028 | NC      | $-6972.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -467426 | NC      | $-19114.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2574192 | NC      | $-40133.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1592948 | NC      | $-34348.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6225203 | NC      | $-7473.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1061673 | NC      | $-21184.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -947711 | NC      | $-17900.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -856558 | NC      | $-16084.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2798437 | NC      | $-53173.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3016009 | NC      | $-4147.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -511408 | NC      | $-5107.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2701449 | NC      | $-10706.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1895448 | NC      | $-34682.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -93076690 | NC      | $12410.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -473828 | NC      | $-8143.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1050000 | NC      | $-19662.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4711066 | NC      | $-4331.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1891412 | NC      | $-29341.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -472857 | NC      | $-7619.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -429785 | NC      | $-7422.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5641448 | NC      | $-11152.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1891369 | NC      | $-33146.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12392786 | NC      | $-15610.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -263683 | NC      | $-4745.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -235806 | NC      | $-8943.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -353727 | NC      | $-14068.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -266957 | NC      | $-4858.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -235856 | NC      | $-8860.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -706468 | NC      | $-26899.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -704637 | NC      | $-26199.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100000 | NC      | $-3075.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -491821 | NC      | $-7133.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -434274710 | NC      | $-2051.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -865662 | NC      | $-11879.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -952641 | NC      | $-14059.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5456871 | NC      | $-12490.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -529838 | NC      | $-7854.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1081539 | NC      | $-10516.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -867478 | NC      | $-11608.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3175458 | NC      | $670.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -875130 | NC      | $-11740.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1508996 | NC      | $-19699.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11536552 | NC      | $-15540.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -986433 | NC      | $-4620.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2928028 | NC      | $-7527.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -474641 | NC      | $-6628.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9383246 | NC      | $1824.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3138292 | NC      | $-513.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -46637928 | NC      | $6142.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2932576 | NC      | $-8650.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -469944 | NC      | $-16905.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1762900 | NC      | $-24296.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2927484 | NC      | $-7099.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -103017377 | NC      | $-6725.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5853268 | NC      | $-14112.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6256649 | NC      | $1018.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -454172 | NC      | $-1681.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5853771 | NC      | $-15488.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -92473 | NC      | $-3242.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -493676 | NC      | $-566.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2197695 | NC      | $-15193.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -431334 | NC      | $-5667.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -358240 | NC      | $-10153.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -236189 | NC      | $-2774.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -286337 | NC      | $2073.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -266261 | NC      | $-1895.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5854960 | NC      | $-10192.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1096551 | NC      | $-7571.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -66000000 | NC      | $10110.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -141937693 | NC      | $19113.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -787209 | NC      | $-5652.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5816147 | NC      | $-14737.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6233028 | NC      | $248.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -189250229 | NC      | $20783.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -465060 | NC      | $2881.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -528899 | NC      | $-6065.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -239088 | NC      | $312.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -94509931 | NC      | $9925.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -800000 | NC      | $-25560.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3107809 | NC      | $-671.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -49934368 | NC      | $4192.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -94350694 | NC      | $10060.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -47269375 | NC      | $4860.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -945071 | NC      | $-15930.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -142426049 | NC      | $10580.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5710087 | NC      | $-6678.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -351092 | NC      | $-13698.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -455720 | NC      | $-16891.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -737778 | NC      | $-5721.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5293117 | NC      | $-12544.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -358633 | NC      | $-14539.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12447784 | NC      | $-16889.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -265425 | NC      | $-5049.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -48051620 | NC      | $815.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -533289 | NC      | $-7790.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -474417 | NC      | $-10978.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -950057 | NC      | $-22996.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3384132 | NC      | $-5388.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9924918 | NC      | $-37441.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -96119222 | NC      | $3205.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -95491262 | NC      | $1056.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -93280865 | NC      | $1204.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -269334 | NC      | $-5590.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3026617 | NC      | $-4761.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -250845 | NC      | $-4849.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -97286718 | NC      | $4716.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -932006 | NC      | $-16695.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3385677 | NC      | $7142.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1061418 | NC      | $-8018.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1645007 | NC      | $-10203.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6097434 | NC      | $-8355.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5507264 | NC      | $-17953.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3159441 | NC      | $-3731.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2932023 | NC      | $-9129.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -548378 | NC      | $-3217.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -854360 | NC      | $-13597.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -494261 | NC      | $-8381.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6331076 | NC      | $-6383.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5934902 | NC      | $-18161.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1062982 | NC      | $-15838.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -70500000 | NC      | $2404.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6307863 | NC      | $-6493.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -371026 | NC      | $-6096.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4730679 | NC      | $-3980.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -247228 | NC      | $-4330.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -948986 | NC      | $-14070.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8781645 | NC      | $-21241.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -503021 | NC      | $-6089.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -942069 | NC      | $-11274.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -437698 | NC      | $-5825.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -475634 | NC      | $-5553.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -234325 | NC      | $-6592.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -232662 | NC      | $-6877.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -264948 | NC      | $-1956.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3122512 | NC      | $50.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2901843 | NC      | $-5554.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -233474 | NC      | $-4478.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -700441 | NC      | $-12863.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -536290 | NC      | $-192.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3112255 | NC      | $200.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2858520 | NC      | $-5418.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -47841641 | NC      | $3040.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -94897887 | NC      | $5702.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -469136 | NC      | $-3959.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1607616 | NC      | $-1343.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1071459 | NC      | $-134.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6245319 | NC      | $128.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5803905 | NC      | $-11631.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1290084 | NC      | $-14175.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -233501 | NC      | $-3630.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -241667 | NC      | $-2304.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -47856045 | NC      | $3103.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -700508 | NC      | $-10179.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1876461 | NC      | $-12463.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -95578427 | NC      | $8188.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -45576084 | NC      | $3324.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -933835 | NC      | $-3223.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9351998 | NC      | $-1391.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2156254 | NC      | $5335.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8693075 | NC      | $-18733.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -96746897 | NC      | $5844.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -464662 | NC      | $-2592.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -264233 | NC      | $-3161.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -47709148 | NC      | $1960.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5818584 | NC      | $-14176.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -228420 | NC      | $-3959.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -464653 | NC      | $-2406.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -494170 | NC      | $-10563.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -533126 | NC      | $578.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1674142 | NC      | $3442.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -498183 | NC      | $-9096.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -938297 | NC      | $-3498.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2892075 | NC      | $-4615.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7841724 | NC      | $-16195.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -455228317 | NC      | $-5412.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2481696 | NC      | $-2611.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -859728 | NC      | $-4905.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1066189 | NC      | $2854.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1065938 | NC      | $3587.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -929533 | NC      | $-3091.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9361732 | NC      | $-6002.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5698474 | NC      | $-9753.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -929501 | NC      | $-2673.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5784344 | NC      | $-8738.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6274542 | NC      | $-3927.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6241342 | NC      | $-4071.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6275611 | NC      | $-3880.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1067657 | NC      | $3000.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -526443 | NC      | $1816.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -930719 | NC      | $-2660.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5879176 | NC      | $-7902.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -465991 | NC      | $-1029.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5654361 | NC      | $-3488.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1058066 | NC      | $6311.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -300000 | NC      | $-4463.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1070204 | NC      | $6172.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -930699 | NC      | $-1775.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -427215 | NC      | $-1643.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1327042 | NC      | $1178.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -675037213 | NC      | $-11108.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -102360578 | NC      | $4201.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -427044 | NC      | $-969.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2880231 | NC      | $-3287.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8666303 | NC      | $-7900.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3209733 | NC      | $15806.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -292419 | NC      | $18402.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -559305 | NC      | $31895.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -275342 | NC      | $9960.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -229303 | NC      | $10545.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1779898 | NC      | $81669.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -487474 | NC      | $22374.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -312831 | NC      | $11952.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -307143 | NC      | $12308.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -306067 | NC      | $13883.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -309660 | NC      | $13954.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -302180 | NC      | $10431.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -148013 | NC      | $3926.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -314894 | NC      | $7226.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Monetary Market                                                                    | FUT. CDN DOLLAR MAR26                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |            2 | NC      | $146240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                                                                    | FUT. IMM EUR FX MAR26                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |            7 | NC      | $1030750.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                                                                    | FUT. JAPANESE YEN MAR26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |            3 | NC      | $240693.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                                                                    | FUT. BRITISH POUND MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |            3 | NC      | $252337.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange                                                                               | FUT. SGX MINIJGB BD MAR26                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |           30 | NC      | $2532877.94   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                                                                | MAR 26 ME 5Y CDN MAR 26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -57 | NC      | $-4704768.50  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                                                                | MAR 26 ME 5Y CDN MAR 26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -32 | NC      | $-2641273.54  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                                                                | MAR 26 ME 10Y CDN MAR 26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           -3 | NC      | $-264274.53   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                                                                | FUT. ME 2Y GVT BOND MAR26                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -222 | NC      | $-17080842.23 | -2.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Futures Exchange                                                                           | FUT. JPN 10Y BO OSE MAR26                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |            2 | NC      | $1690628.19   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           65 | NC      | $7308437.50   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           66 | NC      | $7420875.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           11 | NC      | $1236812.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            3 | NC      | $337312.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS MAR26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           -9 | NC      | $-1040343.75  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS MAR26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           18 | NC      | $2080687.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS MAR26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            1 | NC      | $115593.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS MAR26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            5 | NC      | $577968.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE MAR26                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -258 | NC      | $-29674031.25 | -4.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE MAR26                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -132 | NC      | $-15182062.50 | -2.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS MAR26                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            2 | NC      | $236000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS MAR26                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -21 | NC      | $-2478000.00  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS MAR26                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            8 | NC      | $944000.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          214 | NC      | $23391203.13  | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          612 | NC      | $66894468.75  | 9.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           14 | NC      | $1530265.63   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           35 | NC      | $3825664.06   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                               | FUT. LIF LONG GILT MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           12 | NC      | $1477946.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                               | FUT. LIF LONG GILT MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |            3 | NC      | $369486.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                               | FUT. LIF LONG GILT MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |            1 | NC      | $123162.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          184 | NC      | $38417187.48  | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            5 | NC      | $1043945.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            5 | NC      | $1043945.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -10 | NC      | $-2087890.62  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Futures Exchange                                                                          | FUT. SFE 10Y T-BOND MAR26                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |            1 | NC      | $73064.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Futures Exchange                                                                          | FUT. SFE 3Y T-BOND MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -157 | NC      | $-11000800.55 | -1.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | 06 MAR 26 EURX 06 MAR                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           -7 | NC      | $-955578.73   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | 06 MAR 26 EURX 06 MAR                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           52 | NC      | $7098584.83   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | 06 MAR 26 EURX 06 MAR                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |            3 | NC      | $409533.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURO-BUND EUX MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -123 | NC      | $-18440194.47 | -2.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURO-BUND EUX MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |            5 | NC      | $749601.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURO-BUND EUX MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |            6 | NC      | $899521.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURO BUXL BND MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -49 | NC      | $-6341238.86  | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURX E-SCHATZ MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           29 | NC      | $3639489.03   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURX E-SCHATZ MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           67 | NC      | $8408474.65   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURX E-SCHATZ MAR26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |            2 | NC      | $250999.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | 06 MAR 26 EUX 06 MAR                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           17 | NC      | $2401004.37   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SWO_CDX ITRAXX EUROPE SER                                                                        | SWO_CDX ITRAXX EUROPE SER                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |   -128000000 | NC      | $-6137.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX ITRAXX EUROPE SER                                                                        | SWO_CDX ITRAXX EUROPE SER                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |    128000000 | NC      | $17404.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF                                              | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      5620421 | NS      | $5620421.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF                                              | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      2847485 | NS      | $2847484.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF                                              | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     13863525 | NS      | $13863524.94  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| RPI_CCP USD RCV 3.17% PAY CPI1D 14-OCT-2026                                                      | RPI_CCP USD RCV 3.17% PAY CPI1D 14-OCT-2026                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     30300000 | OU      | $173742.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RPI_CCP USD RCV CPI1D PAY 2.74% 14-OCT-2028                                                      | RPI_CCP USD RCV CPI1D PAY 2.74% 14-OCT-2028                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     30300000 | OU      | $-271011.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.5772% PAY CNRR07D 26-NOV-2030                                                  | IRS_CCP CNY RCV 1.5772% PAY CNRR07D 26-NOV-2030                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |     16600000 | OU      | $-1074.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.62% PAY CNRR07D 16-OCT-2030                                                    | IRS_CCP CNY RCV 1.62% PAY CNRR07D 16-OCT-2030                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     70400000 | OU      | $18592.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RPI_CCP EUR RCV CPTFE1D PAY 1.832% 15-JUL-2030                                                   | RPI_CCP EUR RCV CPTFE1D PAY 1.832% 15-JUL-2030                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      3000000 | OU      | $-9025.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 2.355% PAY KWCDC3M 09-JUN-2028                                                   | IRS_CCP KRW RCV 2.355% PAY KWCDC3M 09-JUN-2028                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   4360403000 | OU      | $-44434.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 3.2297% PAY KWCDC3M 26-MAR-2029                                                  | IRS_CCP KRW RCV 3.2297% PAY KWCDC3M 26-MAR-2029                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |   2932597000 | OU      | $11325.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 3.3595% PAY KWCDC3M 16-FEB-2029                                                  | IRS_CCP KRW RCV 3.3595% PAY KWCDC3M 16-FEB-2029                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |   2051137000 | OU      | $13921.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 2.0547% PAY CNRR07D 17-AUG-2026                                                  | IRS_CCP CNY RCV 2.0547% PAY CNRR07D 17-AUG-2026                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |     33632000 | OU      | $19134.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.556% PAY SONIA1D 16-DEC-2027                                                   | OIS_CCP GBP RCV 3.556% PAY SONIA1D 16-DEC-2027                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |      4000000 | OU      | $6002.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.5718% PAY SONIA1D 07-JUL-2028                                                  | OIS_CCP GBP RCV 3.5718% PAY SONIA1D 07-JUL-2028                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |      2300000 | OU      | $1189.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3.1897% 10-DEC-2055                                                  | IRS_CCP EUR RCV EURIB6M PAY 3.1897% 10-DEC-2055                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       900000 | OU      | $12662.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 0.9198% PAY TONAR1D 10-OCT-2027                                                  | OIS_CCP JPY RCV 0.9198% PAY TONAR1D 10-OCT-2027                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |    771000000 | OU      | $-10543.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 0.92105% PAY TONAR1D 11-NOV-2027                                                 | OIS_CCP JPY RCV 0.92105% PAY TONAR1D 11-NOV-2027                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |    629600000 | OU      | $-12075.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.8918% PAY EURIB6M 11-DEC-2035                                                  | IRS_CCP EUR RCV 2.8918% PAY EURIB6M 11-DEC-2035                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      2000000 | OU      | $-7789.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20301220                                                      | CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20301220                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       218000 | OU      | $5917.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.45 5% 20301220                                                              | CDS_IX_CCP CDX.NA.HY.45 5% 20301220                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       900000 | OU      | $68582.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                              | CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      1310000 | OU      | $29663.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.EM.44 1% 20301220                                                                 | CDS_IX_CCP CDX.EM.44 1% 20301220                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      2112000 | OU      | $-22710.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20300620                                                      | CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20300620                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |      8000000 | OU      | $221098.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** GuideStone Funds

**Signature:** Erin Wynne

**Name of Signer:** Erin Wynne

**Title:** Treasurer