# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009617
**Filing Date:** 2023-2
**Character Count:** 421323
**Document Hash:** ea13654359e32849beb7e629b3569823
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009617.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009617

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664343

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $188309317.89

**Total Liabilities:** $28535887.77

**Net Assets:** $159773430.12

**Delayed Delivery Securities:** $27499427.93

**Cash Not Reported:** $2079416.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -96.354891000000 | **1-Year:** -2328.226232000000 | **5-Year:** -9849.238105000000 | **10-Year:** -22254.254699000000 | **30-Year:** -8463.084890000000

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

- **3-Month:** -39.401382000000 | **1-Year:** -2049.721478000000 | **5-Year:** -7208.787055000000 | **10-Year:** -3131.761829000000 | **30-Year:** -630.618896000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022418 | 0.63%                | 4.73%                | 0.38%                |
| Class ID C000022419 | 0.67%                | 4.71%                | 0.29%                |
| Class ID C000022420 | 0.65%                | 4.69%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3228281.86             | $4587693.34                                |
| Month 2  | $-428543.06              | $9419871.00                                |
| Month 3  | $301721.94               | $-649508.50                                |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 05/25 VAR                         | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       22000 | PA      | $20453.26     | 0.01%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      165000 | PA      | $119646.65    | 0.07%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 04/27 3.95                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11332.72     | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MOZART DEBT MERGER SUB INC SR SECURED 144A 04/29 3.875        | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $48357.60     | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MOZART DEBT MERGER SUB INC SR UNSECURED 144A 10/29 5.25       | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      207000 | PA      | $164413.89    | 0.10%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/29 7.75                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       78000 | PA      | $58698.12     | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD COMPANY GUAR 144A 02/27 2.5                      | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       58000 | PA      | $41615.00     | 0.03%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIO Inc.                                                                        | NIO INC SR UNSECURED 144A 02/27 0.5                           | CUSIP: 62914VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      502000 | PA      | $375897.60    | 0.24%             | 2027-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST I SERIES 2021- NYMT 2021 BPL1 A1 144A                           | NEW YORK MORTGAGE TRUST NYMT 2021 BPL1 A1 144A                | CUSIP: 62955KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $213285.37    | 0.13%             | 2026-05-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc.                                                          | NABORS INDUSTRIES INC COMPANY GUAR 01/24 0.75                 | CUSIP: 62957HAB1<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14720.00     | 0.01%             | 2024-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632                    | CUSIP: ZO9018995<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     1580000 | PA      | $323310.53    | 0.20%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                         | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/30 3.875    | CUSIP: ZO9642588<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      290000 | PA      | $152659.20    | 0.10%             | 2030-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 04/33 2.25                                        | HUNGARY GOVERNMENT BOND BONDS 04/33 2.25                      | CUSIP: ZO9985268<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    31890000 | PA      | $49475.73     | 0.03%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/24 0.00000                              | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/24 0.00000            | CUSIP: ZP2084744<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     1533000 | PA      | $256237.69    | 0.16%             | 2024-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD SR SECURED REGS 01/26 7.375      | CUSIP: ZP2920954<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      200000 | PA      | $17982.00     | 0.01%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte. Ltd.                                                            | MEDCO BELL PTE LTD SR SECURED REGS 01/27 6.375                | CUSIP: ZP5617490<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      200000 | PA      | $180338.45    | 0.11%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/31 1.4         | CUSIP: ZQ2589344<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      380000 | PA      | $316743.18    | 0.20%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/40 7.5                       | CUSIP: ZQ4375866<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  1003000000 | PA      | $66184.73     | 0.04%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/31 1.5                                     | NEW ZEALAND GOVERNMENT BOND SR UNSECURED 05/31 1.5            | CUSIP: ZR6098787<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      690000 | PA      | $347474.90    | 0.22%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAL BOND - OFZ BONDS 04/30 7.65                                     | RUSSIAN FEDERAL BOND - OFZ BONDS 04/30 7.65                   | CUSIP: ZS2796762<br>LEI: N/A                  | Long             | DBT              | NUSS              | RU        |    84090000 | PA      | $342061.02    | 0.21%             | 2030-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $15454.28     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6         | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12165.32     | 0.01%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55626.60     | 0.03%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ANTHEM INC SR UNSECURED 05/30 2.25                            | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       29000 | PA      | $23990.09     | 0.02%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 03/27 5.75                     | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 03/27 5.75   | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $28360.72     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $56682.88     | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                              | APACHE CORP SR UNSECURED 10/28 4.375                          | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |       58000 | PA      | $52203.53     | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                                                    | APELLIS PHARMACEUTICALS INC SR UNSECURED 09/26 3.5            | CUSIP: 03753UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $92062.50     | 0.06%             | 2026-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JFIN CLO 2016 Ltd.                                                              | JFIN CLO 2016 LTD JFIN 2016 1A DR 144A                        | CUSIP: 03754WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      175000 | PA      | $163291.28    | 0.10%             | 2028-10-27      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/50 2.65                             | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       22000 | PA      | $14555.30     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/28 1.2                              | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       47000 | PA      | $39820.56     | 0.02%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC COMPANY GUAR 144A 05/25 6.375            | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      196000 | PA      | $193591.16    | 0.12%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SVCS INC TERM LOAN B 1                                | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      125000 | PA      | $124023.75    | 0.08%             | 2025-03-11      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL E ARCLO 2021 FL3 B 144A                            | ARBOR REALTY COMMERCIAL REAL E ARCLO 2021 FL3 B 144A          | CUSIP: 03880KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      110000 | PA      | $103726.80    | 0.06%             | 2034-08-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                              | ARCELORMITTAL SA SR UNSECURED 11/27 6.55                      | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       23000 | PA      | $23108.22     | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                              | ARCELORMITTAL SA SR UNSECURED 11/32 6.8                       | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      135000 | PA      | $134236.56    | 0.08%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6                          | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6        | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $195789.04    | 0.12%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-2839.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $368.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-596.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KZT/BOUGHT USD                                                             | SOLD KZT/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |           1 | NC      | $-1432.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $499.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |           1 | NC      | $-1966.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                             | SOLD KRW/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |           1 | NC      | $-237517.98   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-59378.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-5029.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-7603.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 03/51 2.375                   | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1193.13      | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/52 3.625                   | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       30000 | PA      | $23157.57     | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 09/52 4.95                    | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23996.01     | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2022- HPA 2022 1 D 144A                                | HOME PARTNERS OF AMERICA 2022- HPA 2022 1 D 144A              | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150303 | PA      | $136326.89    | 0.09%             | 2039-04-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Home Point Capital Inc.                                                         | HOME POINT CAPITAL INC COMPANY GUAR 144A 02/26 5              | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $248936.47    | 0.16%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A                              | HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A            | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      198362 | PA      | $156037.49    | 0.10%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/31 FIXED 2.385                         | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/31 FIXED 2.385       | CUSIP: 442349ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      240000 | PA      | $194106.82    | 0.12%             | 2031-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                       | HUB INTL LTD TERM LOAN B 1                                    | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      142647 | PA      | $140923.69    | 0.09%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                       | HUB INTERNATIONAL LTD SR UNSECURED 144A 05/26 7               | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       84000 | PA      | $82235.16     | 0.05%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                       | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       85000 | PA      | $74237.51     | 0.05%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 03/28 5.75                            | CUSIP: 444859BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15315.50     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED 03/41 7.625       | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |       54000 | PA      | $58945.00     | 0.04%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Hyland Software Inc.                                                            | HYLAND SOFTWARE INC 2018 REFINANCING TERM LOAN                | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      161212 | PA      | $158833.85    | 0.10%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                                  | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 06/52 4.95         | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37127.64     | 0.02%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO SR UNSECURED 10/40 5.5                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26604.67     | 0.02%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO JR SUBORDINA 12/49 VAR                  | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31095.58     | 0.02%             | 2024-04-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/38 VAR                  | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       27000 | PA      | $22409.91     | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/51 VAR                  | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       15000 | PA      | $9827.78      | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/33 VAR                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      810000 | PA      | $771222.72    | 0.48%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                     | JETBLUE AIRWAYS CORP SR UNSECURED 04/26 0.5                   | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      377000 | PA      | $274862.05    | 0.17%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3                     | CUSIP: 78081BAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21000 | PA      | $14574.60     | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                             | SSC GOVERNMENT MM GVMXX                                       | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |    14991792 | NS      | $14991792.36  | 9.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                                               | SandP GLOBAL INC COMPANY GUAR 144A 03/29 2.7                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8802.22      | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SCE Trust V                                                                     | SCE TRUST V PREFERRED STOCK VAR                               | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         800 | NS      | $15552.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR BLOOMBERG CONVERTIBLE SEC SPDR BLOOMBERG CONVERTIBLE S                     | SPDR BLOOMBERG BARCLAYS CONVER SPDR BBG BARC CONVERTIBLE      | CUSIP: 78464A359<br>LEI: N/A                  | Long             | EC               | RF                | US        |        7600 | NS      | $488984.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| SSandC Technologies Inc.                                                        | SS C TECHNOLOGIES INC TERM LOAN B 3                           | CUSIP: 78466DBD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       95470 | PA      | $93706.46     | 0.06%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SSandC Technologies Inc.                                                        | SS C TECHNOLOGIES INC TERM LOAN B 4                           | CUSIP: 78466DBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       77614 | PA      | $76180.92     | 0.05%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                           | SRS DISTRIBUTION INC. 2021 TERM LOAN B                        | CUSIP: 78466YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      153062 | PA      | $146038.46    | 0.09%             | 2028-06-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                               | TEREX CORP COMPANY GUAR 144A 05/29 5                          | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179750.00    | 0.11%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 3D Systems Corporation                                                          | 3D SYSTEMS CORP SR UNSECURED 11/26 0.00000                    | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |       16000 | PA      | $10912.00     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Toledo Hospital                                                             | TOLEDO HOSPITAL/THE SR SECURED 11/38 5.75                     | CUSIP: 889184AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $94039.48     | 0.06%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND BONDS 08/28 6.35                         | CUSIP: QZ7445096<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     2230000 | PA      | $557847.14    | 0.35%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $152.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-7938.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |           1 | NC      | $18927.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-62.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-38.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-11523.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-16779.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                             | BOUGHT PHP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |           1 | NC      | $-8849.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |           1 | NC      | $139.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SEK/BOUGHT USD                                                             | SOLD SEK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |           1 | NC      | $11037.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                             | BOUGHT PHP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |           1 | NC      | $5032.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |           1 | NC      | $-429.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                           | YUZHOU GROUP HOLDINGS CO LTD SR SECURED REGS 01/27 6.35       | CUSIP: BN2966594<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      200000 | PA      | $17558.00     | 0.01%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                                  | CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375      | CUSIP: BN3253588<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      260000 | PA      | $67093.32     | 0.04%             | 2027-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1         | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      280000 | PA      | $217701.89    | 0.14%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE JR SUBORDINA REGS 12/99 VAR                  | CUSIP: BN5864192<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      470000 | PA      | $357825.81    | 0.22%             | 2032-07-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25                          | CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25        | CUSIP: BN6167926<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $57534.88     | 0.04%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SERBIA INTERNATIONAL BOND SR UNSECURED REGS 03/33 1.65                          | SERBIA INTERNATIONAL BOND 03/33 1.65                          | CUSIP: BO2494579<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |      475000 | PA      | $307832.46    | 0.19%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 03/28 1.625                    | NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 03/28 1.625  | CUSIP: BO3834856<br>LEI: N/A                  | Long             | DBT              | NUSS              | MK        |     1125000 | PA      | $938098.54    | 0.59%             | 2028-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/33 1.25        | CUSIP: BO3978596<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      345000 | PA      | $256873.31    | 0.16%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mdgh Gmtn (Rsc) Ltd                                                             | MDGH GMTN RSC LTD COMPANY GUAR REGS 03/34 1                   | CUSIP: BO3982259<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      345000 | PA      | $276514.04    | 0.17%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                       | VTR COMUNICACIONES SPA SR SECURED REGS 04/29 4.375            | CUSIP: BO5222670<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      200000 | PA      | $116500.00    | 0.07%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 06/32 1.75                                 | CZECH REPUBLIC GOVERNMENT BOND BONDS 06/32 1.75               | CUSIP: BO7153865<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     2870000 | PA      | $94295.52     | 0.06%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |           1 | NC      | $665.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |           1 | NC      | $-1675.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                              | RAKUTEN GROUP INC SUBORDINATED REGS 12/99 VAR                 | CUSIP: BP1088817<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      200000 | PA      | $121379.12    | 0.08%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 04/41 1.75        | CUSIP: BP1537458<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |      215000 | PA      | $157294.29    | 0.10%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |           1 | NC      | $319.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 12/31 2                 | CUSIP: BP2211780<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    10255000 | PA      | $284211.77    | 0.18%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Limited                                                      | KWG GROUP HOLDINGS LTD SR SECURED REGS 08/26 6                | CUSIP: BP4633833<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      630000 | PA      | $243031.82    | 0.15%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                                  | REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                | CUSIP: BP9867766<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     1815000 | PA      | $271544.73    | 0.17%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/25 0.00000                              | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/25 0.00000            | CUSIP: BQ1409128<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     2191000 | PA      | $326699.79    | 0.20%             | 2025-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/32 6.375                     | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  3015000000 | PA      | $186132.54    | 0.12%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 06/42 7.125                     | CUSIP: BQ3773885<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   446000000 | PA      | $28679.68     | 0.02%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND BONDS 06/27 1                        | CUSIP: BQ5009007<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     7960000 | PA      | $220637.39    | 0.14%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR          | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     1534439 | PA      | $389203.75    | 0.24%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/29 1            | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |       34723 | PA      | $9217.48      | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Arrival                                                                         | ARRIVAL SA SR UNSECURED 144A 12/26 3.5                        | CUSIP: 04271QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      550000 | PA      | $126500.00    | 0.08%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc.                                                            | ASSUREDPARTNERS INC SR UNSECURED 144A 01/29 5.625             | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |       65000 | PA      | $53497.24     | 0.03%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2020 TERM LOAN B8                                 | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      145599 | PA      | $129492.49    | 0.08%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2021 2ND LIEN TERM LOAN B3                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      145000 | PA      | $112495.35    | 0.07%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD PREFERRED STOCK VAR                        | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |        1245 | NS      | $29805.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 02/33 6.65                    | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |      125000 | PA      | $123609.50    | 0.08%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/32 FIXED 5                             | CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/32 FIXED 5           | CUSIP: 052398GQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $107171.03    | 0.07%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/44 FIXED 5                             | CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/44 FIXED 5           | CUSIP: 052398GY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      240000 | PA      | $245477.93    | 0.15%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 08/32 4.75                          | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62997.04     | 0.04%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                            | AVANTOR INC 2021 TERM LOAN B5                                 | CUSIP: 05350NAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128821 | PA      | $128034.28    | 0.08%             | 2027-11-08      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | AVIATION CAPITAL GROUP LLC SR UNSECURED 144A 01/26 1.95       | CUSIP: 05369AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $82704.93     | 0.05%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/24 3.222                     | CUSIP: 05526DAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $45255.69     | 0.03%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 10/32 7.75                      | CUSIP: 05526DBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $16133.62     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                             | LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25              | CUSIP: 05552BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      284000 | PA      | $180723.85    | 0.11%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate Inc.                                                  | BCPE ULYSSES INTERMEDIAT IND 04/27 7.75                       | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $36456.74     | 0.02%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets p.l.c.                                                       | BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR                 | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $23875.00     | 0.01%             | 2025-06-22      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets p.l.c.                                                       | BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      158000 | PA      | $138250.00    | 0.09%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 BX 2021 MFM1 D 144A                                                | BX 2021-MFM1 BX 2021 MFM1 D 144A                              | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55000 | PA      | $51704.02     | 0.03%             | 2034-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-5 BCC 2020 5A E 144A                               | BAIN CAPITAL CREDIT CLO 2020-5 BCC 2020 5A E 144A             | CUSIP: 05683KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $226109.00    | 0.14%             | 2032-01-20      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                                  | BANDWIDTH INC SR UNSECURED 144A 03/26 0.25                    | CUSIP: 05988JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $46425.60     | 0.03%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                                  | BANDWIDTH INC SR UNSECURED 144A 04/28 0.5                     | CUSIP: 05988JAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $55971.00     | 0.04%             | 2028-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP PREFERRED STOCK 7.25                     | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |          40 | NS      | $46400.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                                              | REDFIN CORP SR UNSECURED 144A 04/27 0.5                       | CUSIP: 75737FAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $82260.00     | 0.05%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/33 VAR                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      410000 | PA      | $389308.58    | 0.24%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                     | WESTERN DIGITAL CORP COMPANY GUAR 02/24 1.5                   | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23812.50     | 0.01%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      113000 | PA      | $98639.96     | 0.06%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| The William Carter Company                                                      | WILLIAM CARTER CO/THE COMPANY GUAR 144A 03/27 5.625           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      393000 | PA      | $376973.14    | 0.24%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                       | WISCONSIN CENTER DISTRICT WISGEN 12/50 FIXED 4.173            | CUSIP: 976595FA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       65000 | PA      | $49332.20     | 0.03%             | 2050-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Workday Inc.                                                                    | WORKDAY INC COMMON STOCK USD.001                              | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |          19 | NS      | $3179.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Limited                                                              | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625                  | CUSIP: 98313RAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |      330000 | PA      | $281849.70    | 0.18%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 06/30 3.4                        | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       29000 | PA      | $25869.56     | 0.02%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                     | ZOETIS INC SR UNSECURED 05/50 3                               | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       27000 | PA      | $18238.58     | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED FUND 30DAY 0923                                                             | FED FUND 30DAY 0923                                           | CUSIP: ADI1V3X61<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          19 | NC      | $-10748.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0323                                                          | CAN 10YR BOND FUT 0323                                        | CUSIP: ADI254187<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           9 | NC      | $8280.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $1043.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A                               | LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A             | CUSIP: 52607BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      129122 | PA      | $123093.79    | 0.08%             | 2026-06-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CAN 5YR BOND FUT 0323                                                           | CAN 5YR BOND FUT 0323                                         | CUSIP: ADI2541Z7<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           2 | NC      | $742.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0323                                                            | US LONG BONDCBT 0323                                          | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          45 | NC      | $30064.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      130000 | PA      | $85141.36     | 0.05%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3          | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      289000 | PA      | $176290.00    | 0.11%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       39000 | PA      | $31769.40     | 0.02%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       60000 | PA      | $48816.32     | 0.03%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US ULTRA BONDCBT 0323                                                           | US ULTRA BONDCBT 0323                                         | CUSIP: ADI26YTH0<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          14 | NC      | $-52523.42    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BTP FUTURE 0323                                                            | EURO-BTP FUTURE 0323                                          | CUSIP: ADI26YTN7<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          41 | NC      | $353736.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LOANCORE 2021-CRE4 ISSUER LTD LNCR 2021 CRE4 B 144A                             | LOANCORE 2021-CRE4 ISSUER LTD LNCR 2021 CRE4 B 144A           | CUSIP: 53946CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $96013.92     | 0.06%             | 2035-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                          | LUMENTUM HOLDINGS INC SR UNSECURED 144A 06/28 0.5             | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $45414.00     | 0.03%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0323                                                           | US 10YR NOTE CBT 0323                                         | CUSIP: ADI26YV04<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         110 | NC      | $-106243.74   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO BUXL 30Y BND 0323                                                          | EURO BUXL 30Y BND 0323                                        | CUSIP: ADI26YV46<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          28 | NC      | $822314.02    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA 2021-NPL1 LLC MFRA 2021 NPL1 A1 144A                                        | MFA 2021-NPL1 LLC MFRA 2021 NPL1 A1 144A                      | CUSIP: 55282YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75954 | PA      | $71294.27     | 0.04%             | 2060-03-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 TRUST MAPSL 2021 1A A 144A                                          | MAPS 2021-1 TRUST MAPSL 2021 1A A 144A                        | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      196221 | PA      | $162810.84    | 0.10%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE 0323                                                           | EURO-BUND FUTURE 0323                                         | CUSIP: ADI26YV61<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          10 | NC      | $81188.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 0323                                                           | EURO-BOBL FUTURE 0323                                         | CUSIP: ADI26YV87<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          10 | NC      | $33141.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                                                  | M/I HOMES INC COMPANY GUAR 02/30 3.95                         | CUSIP: 55305BAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $49253.74     | 0.03%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46884.31     | 0.03%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      115000 | PA      | $95593.75     | 0.06%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 02/31 3.875                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      160000 | PA      | $133028.00    | 0.08%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                         | MACQUARIE GROUP LTD SR UNSECURED 144A 11/33 VAR               | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      235000 | PA      | $221403.61    | 0.14%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/27 3.755                  | CUSIP: 55903VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45026.47     | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EURO-SCHATZ FUT 0323                                                            | EURO-SCHATZ FUT 0323                                          | CUSIP: ADI26YVB0<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           1 | NC      | $-1253.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0323                                                          | US 10YR ULTRA FUT 0323                                        | CUSIP: ADI26ZBM5<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           3 | NC      | $-3358.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/29 4.054                  | CUSIP: 55903VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $31144.39     | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/42 5.05                   | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $24482.63     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPN 10Y BONDTSE 0323                                                            | JPN 10Y BONDTSE 0323                                          | CUSIP: ADI26ZJJ4<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |           7 | NC      | $168649.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-OAT FUTURE 0323                                                            | EURO-OAT FUTURE 0323                                          | CUSIP: ADI26ZJL9<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          16 | NC      | $130975.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/52 5.141                  | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      281000 | PA      | $204277.56    | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/62 5.391                  | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $131402.47    | 0.08%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | COMMONWEALTH OF MASSACHUSETTS MAS 07/41 FIXED 2.514           | CUSIP: 57582RG34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      625000 | PA      | $450028.75    | 0.28%             | 2041-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub Inc.                                                          | CONDOR MERGER SUB INC SR UNSECURED 144A 02/30 7.375           | CUSIP: 579063AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38000 | PA      | $30553.17     | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US 5YR NOTE CBT 0323                                                            | US 5YR NOTE CBT 0323                                          | CUSIP: ADI27GKS3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         235 | NC      | $-210520.67   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0323                                                           | LONG GILT FUTURE 0323                                         | CUSIP: ADI27GKW4<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           5 | NC      | $9025.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                                    | MCAFEE LLC 2022 USD TERM LOAN B                               | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      129675 | PA      | $120388.97    | 0.08%             | 2029-03-01      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE INDUSTRIES INC USD TERM LOAN B                        | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      203462 | PA      | $193081.84    | 0.12%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| US 2YR NOTE CBT 0323                                                            | US 2YR NOTE CBT 0323                                          | CUSIP: ADI27GZW8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          30 | NC      | $12765.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0323                                                          | AUST 10Y BOND FUT 0323                                        | CUSIP: ADI28Q5N8<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          46 | NC      | $-203188.65   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MFCC 2022 1A A 144A                               | MERCURY FINANCIAL CREDIT CARD MFCC 2022 1A A 144A             | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $142607.76    | 0.09%             | 2026-09-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      133000 | PA      | $128624.30    | 0.08%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 08/32 7.5                       | CUSIP: AL1453656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  4450000000 | PA      | $295530.98    | 0.18%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 11/28 5                                                 | ICELAND RIKISBREF BONDS 11/28 5                               | CUSIP: AM2164920<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   433770000 | PA      | $2848689.12   | 1.78%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/99 VAR                            | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32506.25     | 0.02%             | 2025-09-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC SR UNSECURED 07/52 5                              | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38077.97     | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | METROPOLITAN TRANSPORTATION AU MTATRN 11/39 FIXED 6.668       | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |       15000 | PA      | $15493.25     | 0.01%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | METROPOLITAN TRANSPORTATION AU MTATRN 11/50 FIXED OID 5       | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      110000 | PA      | $105679.99    | 0.07%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                             | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5           | CUSIP: AM6596531<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     1925000 | PA      | $1459603.85   | 0.91%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/47 8                                                     | MEXICAN BONOS BONDS 11/47 8                                   | CUSIP: AM7523740<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2337400 | PA      | $106939.96    | 0.07%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | METROPOLITAN TRANSPORTATION AU MTATRN 11/29 FIXED 5           | CUSIP: 59261AJ57<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      100000 | PA      | $104279.59    | 0.07%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY PREFERRED STOCK VAR                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        1350 | NS      | $31063.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15                  | CUSIP: AO4008642<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      810000 | PA      | $187201.80    | 0.12%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/38 7.5                | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  2489000000 | PA      | $164476.65    | 0.10%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 10/33 2                                    | CZECH REPUBLIC GOVERNMENT BOND BONDS 10/33 2                  | CUSIP: AP5145606<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     3340000 | PA      | $110837.24    | 0.07%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                 | CUSIP: AQ6084745<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    46977000 | PA      | $7969197.94   | 4.99%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 01/25 2.75                     | NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 01/25 2.75   | CUSIP: AQ6167367<br>LEI: N/A                  | Long             | DBT              | NUSS              | MK        |      150000 | PA      | $149371.38    | 0.09%             | 2025-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3                                           | HUNGARY GOVERNMENT BOND BONDS 10/38 3                         | CUSIP: AR0226704<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    41790000 | PA      | $59189.83     | 0.04%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/48 7.903                    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/48 7.903  | CUSIP: AR2881704<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |      420000 | PA      | $264650.40    | 0.17%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 08/30 3                                           | HUNGARY GOVERNMENT BOND BONDS 08/30 3                         | CUSIP: AX1722484<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    20350000 | PA      | $36747.24     | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/50 0.25                                       | UNITED STATES TREASURY INFLATI 02/50 0.25                     | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      741760 | PA      | $499631.73    | 0.31%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       10800 | PA      | $8898.19      | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885                    | CUSIP: AX1841680<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     1510000 | PA      | $340190.78    | 0.21%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND BONDS 08/37 6.9                          | CUSIP: EG6650006<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      395000 | PA      | $92953.72     | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/52 4                        | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       18000 | PA      | $18025.31     | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/27 4.125                    | CUSIP: 91282CFM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       25000 | PA      | $25093.75     | 0.02%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND BONDS 08/31 6.95                         | CUSIP: EH3330816<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      310000 | PA      | $76860.36     | 0.05%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 05/29 8.5                                            | MEXICAN BONOS SR UNSECURED 05/29 8.5                          | CUSIP: EH6834517<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     1382200 | PA      | $68967.07     | 0.04%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 10/27 1.625                                      | UNITED STATES TREASURY INFLATI 10/27 1.625                    | CUSIP: 91282CFR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6930582 | PA      | $6922455.65   | 4.33%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/27 4.125                    | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       28800 | PA      | $28905.75     | 0.02%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/38 8.5                                            | MEXICAN BONOS SR UNSECURED 11/38 8.5                          | CUSIP: EH6944449<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     3469300 | PA      | $168445.27    | 0.11%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/32 4.125                    | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       92600 | PA      | $94495.41     | 0.06%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Steel Corporation                                                 | UNITED STATES STEEL CORP SR UNSECURED 03/29 6.875             | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |       71000 | PA      | $68915.90     | 0.04%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE MORTGAGE LLC SR UNSECURED 144A 04/29 5.5     | CUSIP: 913229AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      544000 | PA      | $432741.23    | 0.27%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 10/47 3.75                | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       27000 | PA      | $21469.01     | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35                | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30950.63     | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF C UNVHGR 05/53 FIXED 4.563                         | REGENTS OF THE UNIVERSITY OF C UNVHGR 05/53 FIXED 4.563       | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      140000 | PA      | $122475.08    | 0.08%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                    | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      460000 | PA      | $468556.82    | 0.29%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      425000 | PA      | $438905.08    | 0.27%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      118000 | PA      | $100535.41    | 0.06%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 12/29 4.016           | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       69000 | PA      | $64449.56     | 0.04%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC SR UNSECURED 03/43 4.375                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      135000 | PA      | $92961.76     | 0.06%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC SR UNSECURED 04/44 5.25                         | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       22000 | PA      | $16902.79     | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL JR SUBORDINA 02/57 VAR                       | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       95000 | PA      | $76569.36     | 0.05%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                           | SRS DISTRIBUTION INC COMPANY GUAR 144A 07/29 6.125            | CUSIP: 78471RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $68724.20     | 0.04%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corporation                                            | SALES TAX SECURITIZATION CORP STSGEN 01/42 FIXED 3.238        | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | PA      | $18997.06     | 0.01%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| City Public Service Board of San Antonio                                        | CITY OF SAN ANTONIO TX ELECTRI SANUTL 02/42 FIXED 4.365       | CUSIP: 79625GFQ1<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |       95000 | PA      | $82386.94     | 0.05%             | 2042-02-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| City Public Service Board of San Antonio                                        | CITY OF SAN ANTONIO TX ELECTRI SANUTL 02/47 FIXED 4.445       | CUSIP: 79625GFR9<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      100000 | PA      | $84563.41     | 0.05%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                             | SAN DIEGO COUNTY REGIONAL TRAN SDGTRN 04/48 FIXED 3.248       | CUSIP: 797400LP1<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |       75000 | PA      | $56508.43     | 0.04%             | 2048-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas and Electric Company                                              | SAN DIEGO GAS and ELECTRIC CO 1ST MORTGAGE 04/50 3.32         | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       22000 | PA      | $15724.15     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/50 FIXED 5                           | SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/50 FIXED 5         | CUSIP: 79766DSA8<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      325000 | PA      | $328825.28    | 0.21%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/39 FIXED 4                           | SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/39 FIXED 4         | CUSIP: 79766DTD1<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      160000 | PA      | $150351.22    | 0.09%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/40 FIXED 3.912                         | CHICAGO TRANSIT AUTHORITY CHITRN 12/40 FIXED 3.912            | CUSIP: 16772PCX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       60000 | PA      | $50177.22     | 0.03%             | 2040-12-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/29 6.625    | CUSIP: 18972EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9507.50      | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/51 FIXED 2.958                       | SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/51 FIXED 2.958     | CUSIP: 79766DTK5<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      155000 | PA      | $97130.44     | 0.06%             | 2051-05-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       37000 | PA      | $35256.94     | 0.02%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75   | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $132675.59    | 0.08%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/41 6.125       | CUSIP: 195325BM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      645000 | PA      | $512791.91    | 0.32%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/61 3.875       | CUSIP: 195325DX0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      645000 | PA      | $358187.15    | 0.22%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT HEALTH SR SECURED 10/49 3.817                    | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      115000 | PA      | $85595.24     | 0.05%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc.                                                   | COMMUNITY HEALTH NETWORK INC UNSECURED 05/50 3.099            | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $138172.34    | 0.09%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                          | COMPASS GROUP DIVERSIFIED HOLD COMPANY GUAR 144A 04/29 5.25   | CUSIP: 20451RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $64184.33     | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M2 144A           | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59000 | PA      | $59738.63     | 0.04%             | 2042-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A           | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69000 | PA      | $71740.85     | 0.04%             | 2042-03-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A           | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      165000 | PA      | $165000.69    | 0.10%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A           | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175000 | PA      | $165545.59    | 0.10%             | 2042-01-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A           | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70000 | PA      | $67676.23     | 0.04%             | 2042-04-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 12/51 3.2          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       65000 | PA      | $44965.69     | 0.03%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc.                                                       | CONSTELLATION BRANDS INC COMPANY GUAR 08/29 3.15              | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35054.24     | 0.02%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC JR SUBORDINA 144A 12/52 VAR          | CUSIP: 21871XAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $68378.57     | 0.04%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 2020 CAFL 2020 4 B 144A                               | COREVEST AMERICAN FINANCE 2020 CAFL 2020 4 B 144A             | CUSIP: 21873AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $86513.06     | 0.05%             | 2052-12-15      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                                           | CRACKER BARREL OLD COUNTRY STO SR UNSECURED 06/26 0.625       | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |       70000 | PA      | $59762.50     | 0.04%             | 2026-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG SR UNSECURED 144A 01/28 4.282          | CUSIP: 225401AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      250000 | PA      | $207212.78    | 0.13%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/33 VAR            | CUSIP: 225401AZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      500000 | PA      | $438696.66    | 0.27%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG SR UNSECURED 144A 11/33 VAR            | CUSIP: 225401BB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      250000 | PA      | $255966.80    | 0.16%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                    | MH SUB I LLC 2020 INCREMENTAL TERM LOAN                       | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98987 | PA      | $96053.37     | 0.06%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/51 3.05                            | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       15000 | PA      | $9712.43      | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/52 4.9                             | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13269.83     | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                          | IOWA FINANCE AUTHORITY IASSFH 07/50 FIXED 3.25                | CUSIP: 462467C33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | PA      | $49098.17     | 0.03%             | 2050-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |       29011 | NS      | $289987.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BENIN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/35 4.95                     | BENIN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/35 4.95   | CUSIP: BQ5680211<br>LEI: N/A                  | Long             | DBT              | NUSS              | BJ        |      280000 | PA      | $217076.40    | 0.14%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valeo                                                                           | VALEO SR UNSECURED REGS 08/28 1                               | CUSIP: BQ6920418<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $411806.43    | 0.26%             | 2028-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/32 0.25        | CUSIP: BR1263051<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     1750000 | PA      | $1120022.30   | 0.70%             | 2032-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/51 2.75                                    | NEW ZEALAND GOVERNMENT BOND BONDS 05/51 2.75                  | CUSIP: BR2219516<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     2975000 | PA      | $1353703.94   | 0.85%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco de Credito Social Cooperativo SA                                          | BANCO DE CREDITO SOCIAL COOPER SR UNSECURED REGS 03/28 VAR    | CUSIP: BR2262276<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      200000 | PA      | $163911.08    | 0.10%             | 2028-03-09      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE JR SUBORDINA REGS VAR                              | CUSIP: BR2440781<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | PA      | $150431.98    | 0.09%             | 2031-10-30      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/27 5.5                                                   | MEXICAN BONOS BONDS 03/27 5.5                                 | CUSIP: BR4592233<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    10591500 | PA      | $474050.68    | 0.30%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 12/31 2.375                         | CUSIP: BR7206518<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  4545430000 | PA      | $3207404.37   | 2.01%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                 | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/30 4.375       | CUSIP: BS1759429<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      460000 | PA      | $407416.69    | 0.25%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                 | CUSIP: BT2749815<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      456000 | PA      | $73839.22     | 0.05%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                                        | HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                      | CUSIP: BT4396433<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    39150000 | PA      | $75930.40     | 0.05%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 03/28 4.5                                         | HUNGARY GOVERNMENT BOND BONDS 03/28 4.5                       | CUSIP: BT4398900<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    65800000 | PA      | $136512.08    | 0.09%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582                    | CUSIP: BT4584806<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      595000 | PA      | $129575.38    | 0.08%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75                                  | REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75                | CUSIP: BT4925082<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     1900000 | PA      | $381660.90    | 0.24%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 05/42 9.25                                                  | COLOMBIAN TES BONDS 05/42 9.25                                | CUSIP: BT5050872<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  2210400000 | PA      | $329260.84    | 0.21%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 05/35 3.5                                  | CZECH REPUBLIC GOVERNMENT BOND BONDS 05/35 3.5                | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |      920000 | PA      | $34501.68     | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                         | ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                       | CUSIP: BV1224013<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      690000 | PA      | $135729.50    | 0.08%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC SR UNSECURED REGS 04/29 3.85         | CUSIP: BV6693709<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $27324.23     | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696                    | CUSIP: BV8949489<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      405000 | PA      | $95567.13     | 0.06%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 01/48 VAR                   | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       27000 | PA      | $22770.03     | 0.01%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/25 VAR                   | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25866.61     | 0.02%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 06/41 VAR                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | PA      | $40362.05     | 0.03%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      670000 | PA      | $536257.34    | 0.34%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 06/29 VAR                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       44000 | PA      | $37025.74     | 0.02%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                         | BANK OF NOVA SCOTIA/THE SUBORDINATED 05/37 VAR                | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $315741.06    | 0.20%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35 BANK 2021 BN35 XA                                               | BANK 2021-BNK35 BANK 2021 BN35 XA                             | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1321929 | PA      | $78698.13     | 0.05%             | 2064-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37 BANK 2021 BN37 XA                                               | BANK 2021-BNK37 BANK 2021 BN37 XA                             | CUSIP: 06540LBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      996140 | PA      | $33471.21     | 0.02%             | 2064-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 11/33 VAR                           | CUSIP: 06738ECE3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      370000 | PA      | $387686.46    | 0.24%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                        | GREAT OUTDOORS GROUP LLC 2021 TERM LOAN B1                    | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      274426 | PA      | $263106.17    | 0.16%             | 2028-03-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                    | BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/30 5.25            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      185000 | PA      | $88737.10     | 0.06%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                    | BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |       19000 | PA      | $12084.79     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                       | BAXTER INTERNATIONAL INC SR UNSECURED 12/28 2.272             | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38375.33     | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                                                    | BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6               | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |        1386 | NS      | $69410.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BELO CORP.                                                                      | BELO CORP COMPANY GUAR 09/27 7.25                             | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       13000 | PA      | $12337.00     | 0.01%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA                                | BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA              | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      562787 | PA      | $29129.65     | 0.02%             | 2062-03-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XI BSP 2019 19A E 144A                              | BENEFIT STREET PARTNERS CLO XI BSP 2019 19A E 144A            | CUSIP: 08183PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $224295.75    | 0.14%             | 2033-01-15      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125                                    | BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125                  | CUSIP: 08265TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $77520.00     | 0.05%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                               | BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 05/51 2.85          | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       26000 | PA      | $17021.69     | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging L.L.C.                                                         | BERLIN PACKAGING LLC 2021 FIRST LIEN TERM LOAN B              | CUSIP: 08511LAX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      168300 | PA      | $161594.93    | 0.10%             | 2028-03-11      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNICATIONS CORP SR SECURED 144A 10/27 5.875      | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $61285.62     | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNICATIONS CORP SECURED 144A 05/29 6.75          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $122434.48    | 0.08%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS6 C                                  | GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS6 C                | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25000 | PA      | $21189.79     | 0.01%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 01/27 4.35        | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32306.41     | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       36000 | PA      | $30469.50     | 0.02%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/28 2.4         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       47000 | PA      | $39530.33     | 0.02%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                          | GLATFELTER CORP COMPANY GUAR 144A 11/29 4.75                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      245000 | PA      | $147318.62    | 0.09%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR            | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       42000 | PA      | $40253.41     | 0.03%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR            | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      161000 | PA      | $130007.50    | 0.08%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 62 CI                 | CUSIP: 38379LS49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      140649 | PA      | $26568.60     | 0.02%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 130 IO                | CUSIP: 38380GAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      145374 | PA      | $24734.78     | 0.02%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AI                | CUSIP: 38381BEZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      124493 | PA      | $24746.75     | 0.02%             | 2048-12-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corporation                                        | GRAND PARKWAY TRANSPORTATION C GPTTRN 10/52 FIXED 3.236       | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      190000 | PA      | $134714.50    | 0.08%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge and Dock Corporation                                         | GREAT LAKES DREDGE and DOCK CORP COMPANY GUAR 144A 06/29 5.25 | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |      400000 | PA      | $310960.00    | 0.19%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                              | GREATER ORLANDO AVIATION AUTHO GREAPT 10/28 FIXED 5           | CUSIP: 3922743M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | PA      | $52870.28     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                              | GREATER ORLANDO AVIATION AUTHO GREAPT 10/28 FIXED 5           | CUSIP: 3922743W4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $103605.12    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                               | IRB HOLDING CORP 2022 TERM LOAN B                             | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      197492 | PA      | $191419.52    | 0.12%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                               | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                   | CUSIP: 46653KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      250000 | PA      | $169580.30    | 0.11%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KKR CLO 20 Ltd.                                                                 | KKR CLO 20 LTD KKR 20 B 144A                                  | CUSIP: 48251TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      282000 | PA      | $272184.71    | 0.17%             | 2030-10-16      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc.                                                               | EVERGY METRO INC MORTGAGE 08/25 3.65                          | CUSIP: 485134BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $45651.61     | 0.03%             | 2025-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25       | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $99661.30     | 0.06%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.375                  | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      155000 | PA      | $96042.19     | 0.06%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 05/38 6.375       | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26611.80     | 0.02%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |           1 | NC      | $888.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |           1 | NC      | $882.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 08/39 1.45        | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      390000 | PA      | $239523.20    | 0.15%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/32 5.75        | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5097.13      | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |           1 | NC      | $649.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                             | BOUGHT KRW/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |           1 | NC      | $17204.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3                   | CUSIP: 3137FRUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      490000 | PA      | $50347.65     | 0.03%             | 2048-03-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K738 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K738 X1                   | CUSIP: 3137FTFU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      647876 | PA      | $30992.11     | 0.02%             | 2027-01-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                             | BOUGHT UYU/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |           1 | NC      | $809.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                             | BOUGHT UYU/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |           1 | NC      | $570.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |           1 | NC      | $-5384.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3                   | CUSIP: 3137H0GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $10758.14     | 0.01%             | 2028-04-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3                   | CUSIP: 3137H13S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      165000 | PA      | $31708.50     | 0.02%             | 2031-05-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $914.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |           1 | NC      | $12202.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 410 C8                          | CUSIP: 31395QCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143528 | PA      | $15672.73     | 0.01%             | 2032-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                                  | FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625                   | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      175000 | PA      | $155761.38    | 0.10%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |           1 | NC      | $189.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                             | BOUGHT UYU/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |           1 | NC      | $-957.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                                  | FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625                   | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      616000 | PA      | $540823.82    | 0.34%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 C 144A                               | FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 C 144A             | CUSIP: 33846QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $317720.90    | 0.20%             | 2027-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |           1 | NC      | $882.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $4611.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 D 144A                               | FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 D 144A             | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      112000 | PA      | $97123.44     | 0.06%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                       | FLEX LTD SR UNSECURED 05/30 4.875                             | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93888.04     | 0.06%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |           1 | NC      | $-78.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HKD/BOUGHT USD                                                             | SOLD HKD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |           1 | NC      | $531.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $800.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |           1 | NC      | $-187.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-159.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                             | BOUGHT RON/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |           1 | NC      | $7234.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                             | BOUGHT RON/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |           1 | NC      | $75.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                             | BOUGHT RON/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |           1 | NC      | $168.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SEK/SOLD USD                                                             | BOUGHT SEK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-13629.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |           1 | NC      | $1161.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | SPRINGLEAF FINANCE CORP COMPANY GUAR 01/28 6.625              | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46041.50     | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | SQUARE INC SR UNSECURED 03/25 0.125                           | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16171.25     | 0.01%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC SR UNSECURED 11/27 0.25                                               | BLOCK INC SR UNSECURED 11/27 0.25                             | CUSIP: 852234AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $116831.25    | 0.07%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR            | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $150746.97    | 0.09%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      392000 | PA      | $319450.43    | 0.20%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       58000 | PA      | $43645.19     | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                        | STATE STREET CORP PREFERRED STOCK VAR                         | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |         650 | NS      | $15665.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STL Holding Company LLC                                                         | STL HOLDING CO LLC SR UNSECURED 144A 02/26 7.5                | CUSIP: 861036AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $88000.00     | 0.06%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO 2021-1 LTD STRAS 2021 1A D 144A                                     | STRATUS CLO 2021-1 LTD STRAS 2021 1A D 144A                   | CUSIP: 863162AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $227258.00    | 0.14%             | 2029-12-29      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC FIBER 2020 1A A2 144A                                         | SUMMIT ISSUER LLC FIBER 2020 1A A2 144A                       | CUSIP: 86613XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55000 | PA      | $48151.49     | 0.03%             | 2050-12-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc.                                                    | SURGERY CENTER HOLDINGS INC. 2021 TERM LOAN                   | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |       87207 | PA      | $85998.13     | 0.05%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH UNSECURED 08/48 4.091                           | CUSIP: 86944BAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $84896.88     | 0.05%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD SYMP 2020 22A C 144A                                      | SYMPHONY CLO XXII LTD SYMP 2020 22A C 144A                    | CUSIP: 87167GBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $236769.25    | 0.15%             | 2033-04-18      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                               | SYSCO CORP COMPANY GUAR 04/40 6.6                             | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      140000 | PA      | $150023.08    | 0.09%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 04/27 3.75                        | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30140.53     | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T MOBILE USA INC 04/29 3.375                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      121000 | PA      | $106573.11    | 0.07%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRTX 2019-FL3 ISSUER LTD TRTX 2019 FL3 D 144A                                   | TRTX 2019-FL3 ISSUER LTD TRTX 2019 FL3 D 144A                 | CUSIP: 87276VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      100000 | PA      | $96146.66     | 0.06%             | 2034-10-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Tampa City of                                                                   | CITY OF TAMPA FL TAMGEN 09/36 ZEROCPNOID 0                    | CUSIP: 875146AU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $54907.75     | 0.03%             | 2036-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 02/31 4.875        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      112000 | PA      | $101130.40    | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                     | TELEFONICA EMISIONES SA COMPANY GUAR 03/49 5.52               | CUSIP: 87938WAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      150000 | PA      | $125385.76    | 0.08%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc.                                                          | NABORS INDUSTRIES INC COMPANY GUAR 144A 05/27 7.375           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53278.21     | 0.03%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                        | NATIONAL RURAL UTILITIES COOPE SUBORDINATED 04/43 VAR         | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       34000 | PA      | $31532.37     | 0.02%             | 2043-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125  | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $223977.84    | 0.14%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 11/31 5.75   | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      526000 | PA      | $408965.00    | 0.26%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                     | NEW JERSEY EDUCATIONAL FACILIT NJSEDU 03/32 FIXED 5           | CUSIP: 646067EK0<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |      105000 | PA      | $125178.45    | 0.08%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/45 FIXED 4           | CUSIP: 6461367J4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |       50000 | PA      | $43662.79     | 0.03%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GLOBAL FUNDING SECURED 144A 08/25 3.6           | CUSIP: 64952WEU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38553.62     | 0.02%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN NYCGEN 05/45 FIXED 4                             | NEW YORK CITY TRANSITIONAL FIN NYCGEN 05/45 FIXED 4           | CUSIP: 64971XQM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $70056.41     | 0.04%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926                | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         162 | NS      | $8130.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC PREFERRED STOCK VAR                              | CUSIP: 65473P881<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1875 | NS      | $45543.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOKIA OYJ SR UNSECURED 05/39 6.625                                              | NOKIA OYJ SR UNSECURED 05/39 6.625                            | CUSIP: 654902AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       27000 | PA      | $25627.36     | 0.02%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                                  | NORDSTROM INC SR UNSECURED 04/24 2.3                          | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32732.00     | 0.02%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/MN 1ST MORTGAGE 06/51 2.6            | CUSIP: 665772CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        7000 | PA      | $4436.95      | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                              | NORTHWESTERN MUTUAL GLOBAL FUN SECURED 144A 09/27 4.35        | CUSIP: 66815L2K4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24339.88     | 0.02%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                | NORTONLIFELOCK INC COMPANY GUAR 144A 09/27 6.75               | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19600.00     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                | NORTONLIFELOCK INC COMPANY GUAR 144A 09/30 7.125              | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58950.00     | 0.04%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      110000 | PA      | $97522.15     | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                                    | NUTANIX INC SR UNSECURED 10/27 0.25                           | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25095.00     | 0.02%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NuVasive Inc.                                                                   | NUVASIVE INC SR UNSECURED 03/25 0.375                         | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |      260000 | PA      | $227760.00    | 0.14%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                        | O'REILLY AUTOMOTIVE INC SR UNSECURED 06/32 4.7                | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33829.98     | 0.02%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc.                                                     | SOLAREDGE TECHNOLOGIES INC SR UNSECURED 09/25 0.00000         | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | IL        |       24000 | PA      | $29796.00     | 0.02%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc.                                             | DOMINION ENERGY SOUTH CAROLINA 1ST MORTGAGE 02/32 6.625       | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |       12000 | PA      | $13166.19     | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc.                                             | DOMINION ENERGY SOUTH CAROLINA 1ST MORTGAGE 05/33 5.3         | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12080.99     | 0.01%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 03/49 4.875        | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17586.45     | 0.01%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 04/30 3.7                        | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13537.85     | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 01/51 VAR                        | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31850.00     | 0.02%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25                 | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $30025.00     | 0.02%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Splunk Inc.                                                                     | SPLUNK INC SR UNSECURED 09/25 1.125                           | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3766.00      | 0.00%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Splunk Inc.                                                                     | SPLUNK INC SR UNSECURED 06/27 1.125                           | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      149000 | PA      | $125726.20    | 0.08%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                                                | SPOTIFY USA INC COMPANY GUAR 144A 03/26 0.0000                | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $72450.00     | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 09/31 3.65                                        | ROMANIA GOVERNMENT BOND BONDS 09/31 3.65                      | CUSIP: QZ7562684<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      365000 | PA      | $58583.60     | 0.04%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SLOVENIA GOVERNMENT BOND BONDS REGS 08/45 3.125                                 | SLOVENIA GOVERNMENT BOND BONDS REGS 08/45 3.125               | CUSIP: UV4163928<br>LEI: N/A                  | Long             | DBT              | NUSS              | SI        |      130000 | PA      | $120820.14    | 0.08%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 01/26 VAR                                   | REPUBLIC OF POLAND GOVERNMENT BONDS 01/26 VAR                 | CUSIP: UV4450366<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |       80000 | PA      | $17866.27     | 0.01%             | 2026-01-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 08/40 1.25        | CUSIP: UV4718481<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     1370000 | PA      | $1006387.80   | 0.63%             | 2040-08-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 10/23 0.45                                 | CZECH REPUBLIC GOVERNMENT BOND BONDS 10/23 0.45               | CUSIP: UV9166041<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |      300000 | PA      | $12622.12     | 0.01%             | 2023-10-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                             | VERISURE HOLDING AB 2020 EUR TERM LOAN B                      | CUSIP: W9818XAM7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      155000 | PA      | $156241.58    | 0.10%             | 2026-07-20      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/50 7.25                                                  | COLOMBIAN TES BONDS 10/50 7.25                                | CUSIP: ZO4440988<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   519700000 | PA      | $60768.22     | 0.04%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen       | MUENCHENER RUECKVERSICHERUNGS- SUBORDINATED REGS 05/41 VAR    | CUSIP: ZO4944823<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | PA      | $159646.84    | 0.10%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375                    | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375  | CUSIP: ZO4964284<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |      300000 | PA      | $182352.05    | 0.11%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND BONDS 06/42 2                        | CUSIP: ZO8401234<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     3150000 | PA      | $73189.50     | 0.05%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A                                | BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A              | CUSIP: 09629VAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $217203.75    | 0.14%             | 2031-08-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| BOJANGLES ISSUER LLC BOJA 2020 1A A2 144A                                       | BOJANGLES ISSUER LLC 10/50 3.832                              | CUSIP: 09748RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      124062 | PA      | $111225.88    | 0.07%             | 2050-10-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc.                                                   | BON SECOURS MERCY HEALTH INC SECURED 06/50 3.205              | CUSIP: 09778PAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $13327.25     | 0.01%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 01/32 2.721       | CUSIP: 10373QBT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $33338.39     | 0.02%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A        | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $161423.62    | 0.10%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A        | CUSIP: 10569TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $63514.93     | 0.04%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                     | BROADCOM CORP / BROADCOM CAYMA COMPANY GUAR 01/27 3.875       | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $69995.87     | 0.04%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 11/32 4.3                           | CUSIP: 11135FAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      189000 | PA      | $166573.38    | 0.10%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COUNTY OF BROWARD FL PORT FACI BROTRN 09/33 FIXED 5                             | COUNTY OF BROWARD FL PORT FACI BROTRN 09/33 FIXED 5           | CUSIP: 11506KEG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $76651.92     | 0.05%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTY OF BROWARD FL PORT FACI BROTRN 09/28 FIXED 5                             | COUNTY OF BROWARD FL PORT FACI BROTRN 09/28 FIXED 5           | CUSIP: 11506KEW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $163180.26    | 0.10%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTY OF BROWARD FL PORT FACI BROTRN 09/29 FIXED 5                             | COUNTY OF BROWARD FL PORT FACI BROTRN 09/29 FIXED 5           | CUSIP: 11506KFV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $113658.29    | 0.07%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                         | BROWN GROUP HOLDING LLC TERM LOAN B                           | CUSIP: 11565HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      172659 | PA      | $169229.88    | 0.11%             | 2028-06-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5            | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      520000 | PA      | $460761.08    | 0.29%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      160000 | PA      | $129716.45    | 0.08%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG F 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG F 144A            | CUSIP: 12433YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      189000 | PA      | $175430.95    | 0.11%             | 2037-10-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      106000 | PA      | $95852.62     | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $148391.28    | 0.09%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC 03/31 1                                         | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       22000 | PA      | $20202.53     | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 04/26 VAR                          | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       69000 | PA      | $65314.20     | 0.04%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 04/40 3.75                          | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       42000 | PA      | $34638.44     | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625  | CUSIP: BJ0850450<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |      990000 | PA      | $759938.77    | 0.48%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG SUBORDINATED REGS 05/31 VAR                  | CUSIP: BJ4191018<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $104314.87    | 0.07%             | 2031-05-19      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| INFLATION LINKED KOREA TREASUR BONDS 06/30 1.125                                | INFLATION LINKED KOREA TREASUR BONDS 06/30 1.125              | CUSIP: BJ5703498<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  3038485519 | PA      | $2371127.34   | 1.48%             | 2030-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/35 1.75   | CUSIP: BJ8146422<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |      130000 | PA      | $91273.48     | 0.06%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance B.V.                                                             | UPJOHN FINANCE BV COMPANY GUAR REGS 06/32 1.908               | CUSIP: BK1183734<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      145000 | PA      | $119010.98    | 0.07%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                               | HANNOVER RUECK SE SUBORDINATED REGS 10/40 VAR                 | CUSIP: BK2910671<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      100000 | PA      | $82946.99     | 0.05%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali Societa' Per Azioni                                      | ASSICURAZIONI GENERALI SPA SUBORDINATED REGS 07/31 2.429      | CUSIP: BK4009894<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $526798.11    | 0.33%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances                                                      | CREDIT AGRICOLE ASSURANCES SA SUBORDINATED REGS 07/30 2       | CUSIP: BK4148171<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | PA      | $85044.45     | 0.05%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 11/24 3.7                                         | ROMANIA GOVERNMENT BOND BONDS 11/24 3.7                       | CUSIP: BK4517573<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |       90000 | PA      | $18438.38     | 0.01%             | 2024-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75        | CUSIP: BK4676346<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      980000 | PA      | $386668.27    | 0.24%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED REGS 03/35 7.253                    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED REGS 03/35 7.253  | CUSIP: BK6339091<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |      520000 | PA      | $93592.72     | 0.06%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                     | PROSUS NV SR UNSECURED REGS 08/32 2.031                       | CUSIP: BK6874758<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      165000 | PA      | $125235.01    | 0.08%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585             | CUSIP: BK8156469<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    10440000 | PA      | $255659.46    | 0.16%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 11/30 0.5    | CUSIP: BM4478525<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |      110000 | PA      | $80758.07     | 0.05%             | 2030-11-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO UNSECURED 144A 12/40 2.625     | CUSIP: BM7280910<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      540000 | PA      | $322009.06    | 0.20%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/40 2.625  | CUSIP: BM7280928<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $119262.62    | 0.07%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                    | TIMES CHINA HOLDINGS LTD SR SECURED REGS 01/27 5.75           | CUSIP: BN3850672<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      200000 | PA      | $32273.68     | 0.02%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/36 6.25                                                  | COLOMBIAN TES BONDS 07/36 6.25                                | CUSIP: BN5058530<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   231800000 | PA      | $27501.98     | 0.02%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 08/26 7.5                                                   | COLOMBIAN TES BONDS 08/26 7.5                                 | CUSIP: EI8220614<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  1233200000 | PA      | $217181.91    | 0.14%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 09/30 7.75                                                  | COLOMBIAN TES BONDS 09/30 7.75                                | CUSIP: EK6999263<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  2115000000 | PA      | $327648.87    | 0.21%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875                          | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875        | CUSIP: EK7732887<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    11500000 | PA      | $570054.72    | 0.36%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                                        | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                      | CUSIP: ZR8870548<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      540000 | PA      | $84536.79     | 0.05%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-4117.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-102.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $16056.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-20938.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-3213.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-51292.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-168.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                             | SOLD EGP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |           1 | NC      | $-2284.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $2516.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $7354.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-1377.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 67 IG                                                | FANNIE MAE REMICS FNR 2021 67 IG                              | CUSIP: 3136BJDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145624 | PA      | $22764.26     | 0.01%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4446 BI                                                  | FREDDIE MAC REMICS FHR 4446 BI                                | CUSIP: 3137BHAD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96923 | PA      | $19714.60     | 0.01%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K066 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K066 X1                   | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1232923 | PA      | $33081.43     | 0.02%             | 2027-06-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X3                                     | FHLMC REMIC SERIES K 740 11/47 0                              | CUSIP: 3137F72E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      135000 | PA      | $12799.98     | 0.01%             | 2047-11-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                                      | FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                    | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      156598 | PA      | $29137.52     | 0.02%             | 2055-10-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                   | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       99667 | PA      | $5180.03      | 0.00%             | 2030-11-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                   | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1022331 | PA      | $36100.35     | 0.02%             | 2029-11-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                   | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      490704 | PA      | $9126.40      | 0.01%             | 2026-10-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | STATE OF ILLINOIS ILS 06/33 FIXED 5.1                         | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |       40000 | PA      | $38389.56     | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Illumina Inc.                                                                   | ILLUMINA INC SR UNSECURED 12/27 5.75                          | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60747.32     | 0.04%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $4584.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/50 4               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7823.60      | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/28 2.1             | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       37000 | PA      | $32111.49     | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/41 3.4             | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       22000 | PA      | $16541.85     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A3 144A                          | VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A3 144A        | CUSIP: 92537TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90306.17     | 0.06%             | 2060-03-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      115000 | PA      | $83653.08     | 0.05%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/52 5.625                   | CUSIP: 925650AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $26537.10     | 0.02%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375                    | VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375  | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      122000 | PA      | $97822.65     | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 05/27 7.875                    | VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 05/27 7.875  | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |       55000 | PA      | $49617.97     | 0.03%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOLT XCVI LLC VOLT 2021 NPL5 A1 144A                                            | VOLT XCVI LLC VOLT 2021 NPL5 A1 144A                          | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71297 | PA      | $64634.76     | 0.04%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRA VOLT 2021 NP11 A1 144A                           | VERICREST OPPORTUNITY LOAN TRA VOLT 2021 NP11 A1 144A         | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190570 | PA      | $164429.78    | 0.10%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAL BOND - OFZ BONDS 05/29 6.9                                      | RUSSIAN FEDERAL BOND - OFZ BONDS 05/29 6.9                    | CUSIP: AR4278297<br>LEI: N/A                  | Long             | DBT              | NUSS              | RU        |   164290000 | PA      | $668298.31    | 0.42%             | 2029-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 03/25 3.882             | CUSIP: AR6908263<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     1875000 | PA      | $427518.52    | 0.27%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVERNMENT INTERNATI SR UNSECURED REGS 04/28 6.75                     | SRI LANKA GOVERNMENT INTERNATI SR UNSECURED REGS 04/28 6.75   | CUSIP: AS1797818<br>LEI: N/A                  | Long             | DBT              | NUSS              | LK        |      200000 | PA      | $62050.39     | 0.04%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE GOVERNMENT CPI LINKED BONDS 03/28 0.1                                  | JAPANESE GOVERNMENT CPI LINKED BONDS 03/28 0.1                | CUSIP: AS5951049<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   821957072 | PA      | $6497870.03   | 4.07%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INFLATION LINKED KOREA TREASUR BONDS 06/28 1.75                                 | INFLATION LINKED KOREA TREASUR BONDS 06/28 1.75               | CUSIP: AS6393639<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  1578882338 | PA      | $1279372.25   | 0.80%             | 2028-06-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7                    | BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7  | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   115000000 | PA      | $132956.68    | 0.08%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Smart Insight International Limited                                             | SMART INSIGHT INTERNATIONAL LT SR SECURED REGS 12/23 4.5      | CUSIP: AV8268402<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     2000000 | PA      | $190507.91    | 0.12%             | 2023-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND BONDS 02/29 5.94                         | CUSIP: AV9610925<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      180000 | PA      | $43420.15     | 0.03%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/34 7.25                                                  | COLOMBIAN TES BONDS 10/34 7.25                                | CUSIP: AW6274582<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  1811600000 | PA      | $245778.84    | 0.15%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 07/26 3.906                    | CUSIP: AW6351018<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      485000 | PA      | $110470.44    | 0.07%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/29 2.75                                  | REPUBLIC OF POLAND GOVERNMENT BONDS 10/29 2.75                | CUSIP: AX1032579<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |      900000 | PA      | $159259.13    | 0.10%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit Kgs.                                                           | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                   | CUSIP: AX2612635<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.11         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                              | SWISS RE FINANCE LUXEMBOURG SA COMPANY GUAR REGS 04/50 VAR    | CUSIP: AX6834052<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      100000 | PA      | $87259.62     | 0.05%             | 2050-04-30      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 04/49 4.625  | CUSIP: AX8956937<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      205000 | PA      | $159785.10    | 0.10%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit Kgs.                                                           | JYSKE REALKREDIT A/S COVERED REGS 10/50 1                     | CUSIP: AX8961184<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.16         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit Kgs.                                                           | JYSKE REALKREDIT A/S COVERED 10/50 1                          | CUSIP: AZ0551053<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.12         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 06/24 3.478                    | CUSIP: AZ0977431<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     1345000 | PA      | $304175.33    | 0.19%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 06/35 7.5                | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   190000000 | PA      | $12571.29     | 0.01%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                                             | UNIFIN FINANCIERA SAB DE CV COMPANY GUAR REGS 01/28 8.375     | CUSIP: AZ6283073<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |      205000 | PA      | $5125.00      | 0.00%             | 2028-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 06/25 6.5                | CUSIP: AZ8693832<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  1112000000 | PA      | $72017.41     | 0.05%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/36 10                                                    | MEXICAN BONOS BONDS 11/36 10                                  | CUSIP: B1GCCFII9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     1712300 | PA      | $94033.49     | 0.06%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 03/31 1.2                                  | CZECH REPUBLIC GOVERNMENT BOND BONDS 03/31 1.2                | CUSIP: BG1229221<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     1310000 | PA      | $42907.49     | 0.03%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 04/40 1.5                                  | CZECH REPUBLIC GOVERNMENT BOND BONDS 04/40 1.5                | CUSIP: BH2499433<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |      940000 | PA      | $24802.23     | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nexi Spa                                                                        | NEXI SPA SR UNSECURED REGS 04/27 1.75                         | CUSIP: BH9546384<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      100000 | PA      | $90095.34     | 0.06%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/27 7                  | CUSIP: EI8133205<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  2809000000 | PA      | $184656.88    | 0.12%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITY and COUNTY OF DENVER CO AIR DENAPT 11/37 FIXED 2.867                       | CITY and COUNTY OF DENVER CO AIR DENAPT 11/37 FIXED 2.867     | CUSIP: 249182PY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $55577.39     | 0.03%             | 2037-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/27 VAR           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      150000 | PA      | $127182.36    | 0.08%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK NY 01/33 1                                      | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $142035.12    | 0.09%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC SR UNSECURED 12/26 0.00000                            | DIGITALOCEAN HOLDINGS INC SR UNSECURED 12/26 0.00000          | CUSIP: 25402DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $63537.50     | 0.04%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 09/37 5             | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       22000 | PA      | $17735.08     | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The District of Columbia Government of                                          | DISTRICT OF COLUMBIA DISREV 04/42 FIXED 3.432                 | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |      405000 | PA      | $300439.25    | 0.19%             | 2042-04-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 12/99 VAR                    | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      162000 | PA      | $141750.00    | 0.09%             | 2024-12-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Draftkings Holdings Inc.                                                        | DRAFTKINGS INC SR UNSECURED 03/28 0.00000                     | CUSIP: 26142RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      144000 | PA      | $89064.00     | 0.06%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc.                                                                    | DROPBOX INC SR UNSECURED 03/28 0.00000                        | CUSIP: 26210CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $98010.00     | 0.06%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP JR SUBORDINA 12/99 VAR                       | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      157000 | PA      | $143262.50    | 0.09%             | 2024-09-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/41 3.3                       | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       27000 | PA      | $19642.74     | 0.01%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corporation                                              | JOHN BEAN TECHNOLOGIES CORP 05/26 0.25                        | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      119000 | PA      | $102161.50    | 0.06%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc.                                                               | EVERGY METRO INC MORTGAGE 03/48 4.2                           | CUSIP: 485134BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $8106.74      | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/27 6.875                              | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10059.50     | 0.01%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 11/29 4.8                                | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4347.95      | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12057.75     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                             | KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/49 7                 | CUSIP: 49836AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      200000 | PA      | $196201.14    | 0.12%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 10/49 4.875                 | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21701.07     | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc.                                                           | KYNDRYL HOLDINGS INC SR UNSECURED 10/31 3.15                  | CUSIP: 50155QAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $69979.78     | 0.04%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc.                                                           | KYNDRYL HOLDINGS INC SR UNSECURED 10/41 4.1                   | CUSIP: 50155QAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $35928.83     | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 202 LADAR 2021 1A B 144A                             | LAD AUTO RECEIVABLES TRUST 202 LADAR 2021 1A B 144A           | CUSIP: 501683AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85000 | PA      | $79750.85     | 0.05%             | 2026-11-16      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                             | LBM ACQUISITION LLCV TERM LOAN B                              | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      202601 | PA      | $175186.70    | 0.11%             | 2027-12-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2021-RTL2 LHOME 2021 RTL2 A1 144A                          | LHOME MORTGAGE TRUST 2021-RTL2 LHOME 2021 RTL2 A1 144A        | CUSIP: 501895AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $145732.67    | 0.09%             | 2026-06-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| LCM XXV LTD LCM 25A B2 144A                                                     | LCM XXV LTD LCM 25A B2 144A                                   | CUSIP: 50189PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $239422.50    | 0.15%             | 2030-07-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                   | LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875                   | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $40287.59     | 0.03%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25                     | LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25   | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $122140.29    | 0.08%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 02/27 4.25                     | LADDER CAPITAL FINANCE HOLDING SR UNSECURED 144A 02/27 4.25   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       77000 | PA      | $64682.25     | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75                     | LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $24220.80     | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                           | LD HOLDINGS GROUP LLC COMPANY GUAR 144A 11/25 6.5             | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $40432.00     | 0.03%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                           | LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125           | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      146000 | PA      | $88359.19     | 0.06%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lear Corporation                                                                | LEAR CORP SR UNSECURED 09/27 3.8                              | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6497.33      | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lennar Corporation                                                              | LENNAR CORP COMPANY GUAR 11/27 4.75                           | CUSIP: 526057CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      154000 | PA      | $148457.82    | 0.09%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP 06/50 1                                       | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38923.17     | 0.02%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 12/30 4.125                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      245000 | PA      | $172928.35    | 0.11%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                   | CAESARS RESORT COLLECTION LLC 2020 TERM LOAN                  | CUSIP: 12769LAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       94869 | PA      | $94545.95     | 0.06%             | 2025-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT REAL RETUR BONDS 12/31 4                                    | CANADIAN GOVERNMENT REAL RETUR BONDS 12/31 4                  | CUSIP: 135087WV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     1110549 | PA      | $995745.79    | 0.62%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/41 3              | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $15077.96     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/51 3.1            | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $13445.84     | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP JR SUBORDINA 12/99 VAR             | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      120000 | PA      | $94245.68     | 0.06%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CARDLYTICS INC SR UNSECURED 09/25 1                                             | CARDLYTICS INC SR UNSECURED 09/25 1                           | CUSIP: 14161WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $21125.00     | 0.01%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       81000 | PA      | $64200.17     | 0.04%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 12/27 5.75                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17860.00     | 0.01%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                             | SOLD RON/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |           1 | NC      | $-354.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/24 10                                                    | COLOMBIAN TES BONDS 07/24 10                                  | CUSIP: EH7652033<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   625800000 | PA      | $125700.35    | 0.08%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 01/31 6.5                                               | ICELAND RIKISBREF BONDS 01/31 6.5                             | CUSIP: EI5431396<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |    46170000 | PA      | $328166.32    | 0.21%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/31 7.75                                                  | MEXICAN BONOS BONDS 05/31 7.75                                | CUSIP: EI8047355<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     3649000 | PA      | $173279.05    | 0.11%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 07/27 5.8                                         | ROMANIA GOVERNMENT BOND BONDS 07/27 5.8                       | CUSIP: EJ0387625<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     1130000 | PA      | $226778.42    | 0.14%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC GOVERNMENT B BONDS 10/42 VAR                                  | HELLENIC REPUBLIC GOVERNMENT B BONDS 10/42 VAR                | CUSIP: EJ0435655<br>LEI: N/A                  | Long             | DBT              | NUSS              | GR        |   409185000 | PA      | $963626.13    | 0.60%             | 2042-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/42 7.75                                           | MEXICAN BONOS SR UNSECURED 11/42 7.75                         | CUSIP: EJ1291206<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2589300 | PA      | $115941.48    | 0.07%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 04/28 6                                                     | COLOMBIAN TES BONDS 04/28 6                                   | CUSIP: EJ5096460<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   132500000 | PA      | $20391.85     | 0.01%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                                    | BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                  | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    70000000 | PA      | $93910.99     | 0.06%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 08/28 2.5                             | CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 08/28 2.5           | CUSIP: EJ5615988<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     6220000 | PA      | $238320.41    | 0.15%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/28 2.75                                  | REPUBLIC OF POLAND GOVERNMENT BONDS 04/28 2.75                | CUSIP: EJ6781532<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $112184.60    | 0.07%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-2227.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $2896.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $24186.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $458.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $625.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $85.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |           1 | NC      | $1160.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-2514.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-415.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $-888.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-997.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-24763.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $-2325.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CHF/BOUGHT USD                                                             | SOLD CHF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-1395.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $28287.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |           1 | NC      | $-17363.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $1720.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $-21522.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $163261.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $-704.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $170.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375                    | CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375  | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       20000 | PA      | $20532.20     | 0.01%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 07/29 6.33              | CUSIP: 15089QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38865.66     | 0.02%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 12/99 VAR                 | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31020.00     | 0.02%             | 2023-09-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE 1ST MORTGAGE 04/31 2.35        | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       47000 | PA      | $38972.51     | 0.02%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc.                                                       | CERIDIAN HCM HOLDING INC SR UNSECURED 03/26 0.25              | CUSIP: 15677JAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      154000 | PA      | $134981.00    | 0.08%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/51 3.7           | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $24322.71     | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                            | CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2              | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      145854 | PA      | $142234.22    | 0.09%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 01/32 3.25           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39735.34     | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/40 FIXED 6.899                         | CHICAGO TRANSIT AUTHORITY CHITRN 12/40 FIXED 6.899            | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       55000 | PA      | $60960.86     | 0.04%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/33 FIXED 3.502                         | CHICAGO TRANSIT AUTHORITY CHITRN 12/33 FIXED 3.502            | CUSIP: 16772PCU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      435000 | PA      | $373328.83    | 0.23%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/44 5.3                          | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10806.32     | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/49 VAR                          | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15311.90     | 0.01%             | 2025-05-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-20509.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Greenbrier Companies Inc.                                                   | GREENBRIER COS INC/THE SR UNSECURED 04/28 2.875               | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |       75000 | PA      | $66112.50     | 0.04%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                            | GREYSTONE COMMERCIAL REAL ESTA GSTNE 2021 FL3 B 144A          | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      100000 | PA      | $93732.62     | 0.06%             | 2039-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| GTCR (AP) Finance Inc.                                                          | GTCR AP FINANCE INC SR UNSECURED 144A 05/27 8                 | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47894.00     | 0.03%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR                      | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      475000 | PA      | $439860.97    | 0.28%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC SUBORDINATED 11/33 VAR                      | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      370000 | PA      | $391489.46    | 0.25%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HIN TIMESHARE TRUST 2020-A HINTT 2020 A A 144A                                  | HIN TIMESHARE TRUST 2020-A HINTT 2020 A A 144A                | CUSIP: 40439HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22744 | PA      | $20713.59     | 0.01%             | 2039-10-09      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/34 FIXED 5                             | STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/34 FIXED 5           | CUSIP: 419794C67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      295000 | PA      | $315721.63    | 0.20%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/35 FIXED 4                             | STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/35 FIXED 4           | CUSIP: 419794C75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $96812.54     | 0.06%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75                       | HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75     | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119171 | PA      | $107849.76    | 0.07%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Health Catalyst Inc.                                                            | HEALTH CATALYST INC SR UNSECURED 04/25 2.5                    | CUSIP: 42225TAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4332.50      | 0.00%             | 2025-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORP/THE COMPANY GUAR 144A 12/29 5                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      119000 | PA      | $90273.40     | 0.06%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                | HESS CORP SR UNSECURED 04/47 5.8                              | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      115000 | PA      | $109786.29    | 0.07%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                           | HIGHTOWER HOLDING LLC COMPANY GUAR 144A 04/29 6.75            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $100213.03    | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                               | FLUOR CORP NEW PREFERRED STOCK                                | CUSIP: 343412607<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EP               | CORP              | US        |           5 | NS      | $8217.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M2 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M2 144A         | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185000 | PA      | $174238.98    | 0.11%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A        | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60000 | PA      | $59475.60     | 0.04%             | 2042-08-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A         | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      355000 | PA      | $312480.02    | 0.20%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A         | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      188000 | PA      | $178594.21    | 0.11%             | 2041-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA4 M2 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA4 M2 144A         | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      210000 | PA      | $185325.67    | 0.12%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M2 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M2 144A         | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185000 | PA      | $167098.86    | 0.10%             | 2042-01-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A         | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175000 | PA      | $155226.31    | 0.10%             | 2042-01-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M2 144A                           | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M2 144A         | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150000 | PA      | $141066.65    | 0.09%             | 2042-02-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20000 | PA      | $19831.09     | 0.01%             | 2042-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A         | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      560000 | PA      | $543263.11    | 0.34%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A        | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60000 | PA      | $59287.97     | 0.04%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M2 144A                           | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M2 144A         | CUSIP: 35564KYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75000 | PA      | $78358.60     | 0.05%             | 2042-06-25      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B1 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B1 144A         | CUSIP: 35565MBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192812 | PA      | $197174.85    | 0.12%             | 2050-07-25      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B1 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B1 144A         | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35000 | PA      | $32820.64     | 0.02%             | 2050-12-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 05/26 7.625           | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       70000 | PA      | $58388.79     | 0.04%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                    | GAP INC/THE COMPANY GUAR 144A 10/29 3.625                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      183000 | PA      | $129088.20    | 0.08%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                    | GAP INC/THE COMPANY GUAR 144A 10/31 3.875                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      347000 | PA      | $242072.41    | 0.15%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                            | GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15                   | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7115.12      | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                     | GOEASY LTD COMPANY GUAR 144A 05/26 4.375                      | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $35400.00     | 0.02%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9            | CUSIP: EK7733067<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     4160000 | PA      | $198262.33    | 0.12%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                        | ALLSTATE CORP PREFERRED STOCK 01/53 VAR                       | CUSIP: 020002309<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |        1275 | NS      | $31607.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                                               | ALTRIA GROUP INC COMPANY GUAR 06/31 3.125                     | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88726.79     | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/31 3.25                                        | HUNGARY GOVERNMENT BOND BONDS 10/31 3.25                      | CUSIP: EK8567308<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    65610000 | PA      | $115208.32    | 0.07%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 05/30 0.95                            | CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 05/30 0.95          | CUSIP: EK9125668<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     7560000 | PA      | $249198.10    | 0.16%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                    | AMERICA MOVIL SAB DE CV SR UNSECURED 07/32 4.7                | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $191933.32    | 0.12%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR                    | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       39000 | PA      | $32038.50     | 0.02%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 05/35 4.254                    | CUSIP: EK9244469<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      240000 | PA      | $54677.71     | 0.03%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                                    | BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                  | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    30000000 | PA      | $35642.79     | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                        | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                 | CUSIP: G9368PBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145000 | PA      | $143441.25    | 0.09%             | 2029-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                 | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      415000 | PA      | $72247.06     | 0.05%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 07/44 4.5         | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30374.27     | 0.02%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 04/48 4.75        | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       95000 | PA      | $84713.81     | 0.05%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                    | SUNSHINE LUXEMBOURG VII SARL 2021 TERM LOAN B3                | CUSIP: L8908YAE8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       98003 | PA      | $93701.19     | 0.06%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND BONDS 06/46 2.875                    | CUSIP: LW4217821<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |      775000 | PA      | $19777.35     | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75                          | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75        | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       77000 | PA      | $71561.24     | 0.04%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                              | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A            | CUSIP: 03465LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $147365.24    | 0.09%             | 2065-04-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                                  | EG GROUP LIMITED 2021 TERM LOAN                               | CUSIP: N2820EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98842 | PA      | $92169.89     | 0.06%             | 2026-03-31      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORPORATION 2021 INCREMENTAL TLB                     | CUSIP: P2121YAS7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |      163350 | PA      | $152487.23    | 0.10%             | 2028-10-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/30 5.625      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $397094.40    | 0.25%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 09/30 2.625      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      330000 | PA      | $268186.03    | 0.17%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL BANK GUARANT REGS 10/30 10.75                    | GHANA GOVERNMENT INTERNATIONAL BANK GUARANT REGS 10/30 10.75  | CUSIP: QJ1388462<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      250000 | PA      | $175000.00    | 0.11%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/26 5.75                                                  | MEXICAN BONOS BONDS 03/26 5.75                                | CUSIP: QJ1649335<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2445200 | PA      | $113498.24    | 0.07%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                             | SOLD PHP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |           1 | NC      | $-255.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $3356.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $1075.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |           1 | NC      | $-1347.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |           1 | NC      | $-1636.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                             | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |           1 | NC      | $-175.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 10/35 3.875  | CUSIP: QJ2484278<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      520000 | PA      | $409535.74    | 0.26%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 11/25 1                                           | HUNGARY GOVERNMENT BOND BONDS 11/25 1                         | CUSIP: ZQ4946856<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    11030000 | PA      | $22606.64     | 0.01%             | 2025-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                             | SOLD RON/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |           1 | NC      | $-91.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $210.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-2354.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-27067.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Achmea B.V.                                                                     | ACHMEA BV SUBORDINATED REGS 09/39 VAR                         | CUSIP: ZR7017265<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      135000 | PA      | $111215.42    | 0.07%             | 2039-09-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 12/29 1.375                         | CUSIP: ZR8283619<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        | 10736980000 | PA      | $7237064.16   | 4.53%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-1689.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                             | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |           1 | NC      | $-14733.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $537.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-7745.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |           1 | NC      | $-1761.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |           1 | NC      | $2742.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |           1 | NC      | $-518.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |           1 | NC      | $917.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |           1 | NC      | $4034.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |           1 | NC      | $1373.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $169.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |           1 | NC      | $7011.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |           1 | NC      | $2406.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-276.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-806.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-10794.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $24637.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO 2013-3 LTD INGIM 2013 3A BRR 144A                                      | VOYA CLO 2013-3 LTD INGIM 2013 3A BRR 144A                    | CUSIP: 92916XAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $230271.25    | 0.14%             | 2031-10-18      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2011-C4                                         | WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2011 C4 C 144A           | CUSIP: 92936CAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105488 | PA      | $105069.78    | 0.07%             | 2044-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| WW International Inc.                                                           | WW INTERNATIONAL INC. 2021 TERM LOAN B                        | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |       94500 | PA      | $53392.50     | 0.03%             | 2028-04-13      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                           | BOELS TOPHOLDING BV 2021 EUR TERM LOAN B                      | CUSIP: 937RMFII4<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      155000 | PA      | $158957.68    | 0.10%             | 2027-02-06      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                  | WEATHERFORD INTERNATIONAL LTD COMPANY GUAR 144A 04/30 8.625   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19206.16     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                              | FORMULA ONE HOLDINGS LIMITED TERM LOAN B                      | CUSIP: 948CNJII5<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      140000 | PA      | $139825.00    | 0.09%             | 2030-01-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 12/49 VAR                  | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        1382 | NS      | $31799.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO JR SUBORDINA 12/99 VAR                     | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      146000 | PA      | $127788.69    | 0.08%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |           1 | NC      | $429.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Miami-Dade County of                                                            | COUNTY OF MIAMI-DADE FL MIAGEN 10/37 FIXED 2.786              | CUSIP: 59333NV67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      200000 | PA      | $143347.72    | 0.09%             | 2037-10-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/36 FIXED 4                             | COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/36 FIXED 4           | CUSIP: 59333P5U8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      115000 | PA      | $113865.40    | 0.07%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/41 FIXED 3.27                          | COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/41 FIXED 3.27        | CUSIP: 59333P6M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | PA      | $36949.61     | 0.02%             | 2041-10-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS STORES INC 2021 TERM LOAN                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |      128050 | PA      | $110194.71    | 0.07%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP SR UNSECURED 08/36 3.45                        | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       27000 | PA      | $23886.44     | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Company                                                      | MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15                 | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |        9000 | PA      | $6369.65      | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINANCIAL ISSUER TRUST SR UNSECURED 144A 05/28 6.5     | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $51600.00     | 0.03%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Middleby Corporation                                                        | MIDDLEBY CORP/THE SR UNSECURED 144A 09/25 1                   | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |       84000 | PA      | $98742.00     | 0.06%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP.                                                      | MILANO ACQUISITION CORP TERM LOAN B                           | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      112700 | PA      | $105515.38    | 0.07%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/31 VAR                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       42000 | PA      | $36666.15     | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Crocs Inc.                                                                      | CROCS INC COMPANY GUAR 144A 08/31 4.125                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      149000 | PA      | $121427.55    | 0.08%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crocs Inc.                                                                      | CROCS INC TERM LOAN B                                         | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      150750 | PA      | $147546.56    | 0.09%             | 2029-02-20      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| CubeSmart L.P.                                                                  | CUBESMART LP COMPANY GUAR 02/32 2.5                           | CUSIP: 22966RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $34402.32     | 0.02%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $13587.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-294.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC TERM LOAN B                                  | CUSIP: 23345NAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       51913 | PA      | $51945.34     | 0.03%             | 2028-06-26      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS/FORT WORTH INTERNATIONA DALAPT 11/40 FIXED 3.089       | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      130000 | PA      | $101056.70    | 0.06%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS FORT WORTH INTERNATIONA DALAPT 11/51 FIXED 4.087       | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | PA      | $41634.44     | 0.03%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                                          | DAVE and BUSTER'S INC SR SECURED 144A 11/25 7.625             | CUSIP: 23833NAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40200.00     | 0.03%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc.                                                                | DCERT BUYER INC. 2019 TERM LOAN B                             | CUSIP: 24022KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      195000 | PA      | $188104.80    | 0.12%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| CITY and COUNTY OF DENVER CO AIR DENAPT 11/34 FIXED 2.717                       | CITY and COUNTY OF DENVER CO AIR DENAPT 11/34 FIXED 2.717     | CUSIP: 249182PW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      105000 | PA      | $80775.98     | 0.05%             | 2034-11-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC SR UNSECURED 11/25 0.25                                              | DEXCOM INC SR UNSECURED 11/25 0.25                            | CUSIP: 252131AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $92437.50     | 0.06%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                              | DIAGEO CAPITAL PLC COMPANY GUAR 04/43 3.875                   | CUSIP: 25243YAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       25000 | PA      | $20509.99     | 0.01%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OZLM VII Ltd.                                                                   | OZLM VII LTD OZLM 2014 7RA CR 144A                            | CUSIP: 67108WBL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $233781.50    | 0.15%             | 2029-07-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Oak Street Health Inc.                                                          | OAK STREET HEALTH INC SR UNSECURED 03/26 0.00000              | CUSIP: 67181AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $17409.58     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14958.58     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       98000 | PA      | $99960.00     | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/44 4.5              | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       62000 | PA      | $49223.78     | 0.03%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 49 OCT49 2020 5A D 144A                             | OCTAGON INVESTMENT PARTNERS 49 OCT49 2020 5A D 144A           | CUSIP: 67578FAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $232430.25    | 0.15%             | 2033-01-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corporation (An Electric Membership Corporation)               | OGLETHORPE POWER CORP 1ST MORTGAGE 10/48 5.05                 | CUSIP: 677050AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $136800.86    | 0.09%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OKTA INC SR UNSECURED 09/25 0.125                                               | OKTA INC SR UNSECURED 09/25 0.125                             | CUSIP: 679295AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $61495.00     | 0.04%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 05/30 2.75          | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       52000 | PA      | $45285.42     | 0.03%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA BONDS 12/36 2                      | CUSIP: 683234XU7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2783105 | PA      | $1986774.92   | 1.24%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                                         | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $92248.98     | 0.06%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                                         | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125          | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $93275.46     | 0.06%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/38 6.5                            | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51829.28     | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/50 3.6                            | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $40396.00     | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORANGE COUNTY CONVENTION CENTE ORAFAC 10/31 FIXED 5                             | ORANGE COUNTY CONVENTION CENTE ORAFAC 10/31 FIXED 5           | CUSIP: 684545YW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       55000 | PA      | $57710.61     | 0.04%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                       | ORYX MIDSTREAM SERVICES PERMIA TERM LOAN                      | CUSIP: 68764JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98052 | PA      | $96750.08     | 0.06%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| OT Merger Corporation                                                           | OT MERGER CORP SR UNSECURED 144A 10/29 7.875                  | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $68900.00     | 0.04%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-5 LLC PRPM 2021 5 A1 144A                                             | PRPM 2021-5 LLC PRPM 2021 5 A1 144A                           | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114851 | PA      | $103994.83    | 0.07%             | 2026-06-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95           | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       53000 | PA      | $41066.55     | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 04/56 4.5         | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |      560000 | PA      | $407985.30    | 0.26%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A                             | WELLS FARGO MORTGAGE BACKED 10/49 1                           | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15793 | PA      | $14349.93     | 0.01%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/28 VAR                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39067.85     | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3                               | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3             | CUSIP: EJ7263811<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     1280000 | PA      | $1046583.51   | 0.66%             | 2030-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75         | CUSIP: EJ7498649<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3220000 | PA      | $147788.95    | 0.09%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8            | CUSIP: EJ7500048<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     5710000 | PA      | $299739.51    | 0.19%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25         | CUSIP: EJ7500097<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     4925000 | PA      | $247041.23    | 0.15%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                            | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5          | CUSIP: EJ7500196<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     7080000 | PA      | $330824.55    | 0.21%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                 | CUSIP: EK0169285<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     3841000 | PA      | $695719.52    | 0.44%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/14 5.625       | CUSIP: EK1245878<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $90086.13     | 0.06%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 04/29 3.625       | CUSIP: EK1580530<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      550000 | PA      | $570355.81    | 0.36%             | 2029-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/25 3.25                                  | REPUBLIC OF POLAND GOVERNMENT BONDS 07/25 3.25                | CUSIP: EK3155539<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     1085000 | PA      | $227095.58    | 0.14%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5                             | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5           | CUSIP: EK5782140<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     2315000 | PA      | $1782227.72   | 1.12%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $4053.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR Technology Corporation                                                      | PAR TECHNOLOGY CORP SR UNSECURED 10/27 1.5                    | CUSIP: 698884AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $10770.00     | 0.01%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                                        | PATHWAY VET ALLIANCE LLC 2021 TERM LOAN                       | CUSIP: 70323KAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      121627 | PA      | $100595.49    | 0.06%             | 2027-03-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                                          | PATRICK INDUSTRIES INC COMPANY GUAR 144A 12/28 1.75           | CUSIP: 703343AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $25920.00     | 0.02%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                         | PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75               | CUSIP: 70509VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $80605.00     | 0.05%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pegasystems Inc.                                                                | PEGASYSTEMS INC SR UNSECURED 03/25 0.75                       | CUSIP: 705573AB9<br>LEI: 549300FMCOKPL06FYN26 | Long             | DBT              | CORP              | US        |      112000 | PA      | $95970.00     | 0.06%             | 2025-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc.                                                         | PENN NATIONAL GAMING INC SR UNSECURED 05/26 2.75              | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $14740.00     | 0.01%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                                | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/29 4.25   | CUSIP: 70932MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $335360.77    | 0.21%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 01/23 4.25                     | PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 01/23 4.25   | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       37000 | PA      | $36988.37     | 0.02%             | 2023-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                                     | RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25                  | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5152.23      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                                                     | RAPID7 INC SR UNSECURED 03/27 0.25                            | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |       80000 | PA      | $62479.50     | 0.04%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP/THE JR SUBORDINA 12/99 VAR                | CUSIP: 808513BK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $39905.00     | 0.02%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                                     | SEA LTD SR UNSECURED 09/26 0.25                               | CUSIP: 81141RAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      430000 | PA      | $314975.00    | 0.20%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                              | SEAGATE HDD CAYMAN COMPANY GUAR 12/34 5.75                    | CUSIP: 81180WAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      215000 | PA      | $182294.21    | 0.11%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc.                                        | SEDGWICK CLAIMS MGMT SVCS INC TERM LOAN B                     | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |       94970 | PA      | $92255.12     | 0.06%             | 2025-12-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY JR SUBORDINA 12/99 VAR                          | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       68000 | PA      | $62878.24     | 0.04%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Shake Shack Inc.                                                                | SHAKE SHACK INC SR UNSECURED 03/28 0.00000                    | CUSIP: 819047AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $9871.88      | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc.                                                            | SHIFT4 PAYMENTS INC SR UNSECURED 144A 08/27 0.5               | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $311355.00    | 0.19%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Shopify Inc.                                                                    | SHOPIFY INC SR UNSECURED 11/25 0.125                          | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $64031.25     | 0.04%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Signal Parent Inc.                                                              | SIGNAL PARENT INC SR UNSECURED 144A 04/29 6.125               | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | PA      | $61745.00     | 0.04%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                       | SNAP INC SR UNSECURED 144A 03/28 0.125                        | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      560000 | PA      | $373800.00    | 0.23%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR               | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      665000 | PA      | $621964.22    | 0.39%             | 2033-06-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 02/26 6                                    | CZECH REPUBLIC GOVERNMENT BOND BONDS 02/26 6                  | CUSIP: BV5782339<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     2430000 | PA      | $109968.75    | 0.07%             | 2026-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/31 4.25   | CUSIP: BX0420295<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $96461.38     | 0.06%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 07/53 8                                                     | MEXICAN BONOS BONDS 07/53 8                                   | CUSIP: BX4963407<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     1553300 | PA      | $70718.08     | 0.04%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA FLOAT 130BPS + 3MJ 11.07.2027                          | REPUBLIC OF SOUTH AFRICA FLOAT 130BPS + 3MJ 11.07.2027        | CUSIP: BX6112151<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     1000000 | PA      | $59790.30     | 0.04%             | 2027-07-11      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 08/28 6.375                     | CUSIP: BY4236745<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   589000000 | PA      | $37440.67     | 0.02%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45              | CUSIP: BY4967448<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     3690000 | PA      | $107495.88    | 0.07%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/29 4.125                    | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/29 4.125  | CUSIP: BZ0469461<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |      152000 | PA      | $159506.88    | 0.10%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL LP 2021 USD TERM LOAN B                        | CUSIP: C8000CAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      169891 | PA      | $166139.85    | 0.10%             | 2026-04-30      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 12/26 10.5                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 12/26 10.5         | CUSIP: CP5073947<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     1665000 | PA      | $103131.49    | 0.06%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 12/23 8                                              | MEXICAN BONOS SR UNSECURED 12/23 8                            | CUSIP: ED2028832<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     1070500 | PA      | $53580.21     | 0.03%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND BONDS 08/26 8.2                          | CUSIP: EF3972553<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      665000 | PA      | $183144.05    | 0.11%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25         | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3520000 | PA      | $136289.16    | 0.09%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 06/27 7.5                                                   | MEXICAN BONOS BONDS 06/27 7.5                                 | CUSIP: EG1116375<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     3375800 | PA      | $163283.63    | 0.10%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Dun and Bradstreet Corporation                                              | DUN and BRADSTREET CORP/THE COMPANY GUAR 144A 12/29 5         | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |      190000 | PA      | $162594.97    | 0.10%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Dun and Bradstreet Corporation                                              | DUN + BRADSTREET CORP TERM LOAN                               | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      102317 | PA      | $101202.28    | 0.06%             | 2026-02-06      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/27 3.9                               | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60005.74     | 0.04%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 04/28 5.7                               | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4973.13      | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR PROPERTIES COMPANY GUAR 04/25 4.5                         | CUSIP: 26884UAB5<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42687.30     | 0.03%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings LLC                                                  | EARTHSTONE ENERGY HOLDINGS LLC SR UNSECURED 144A 04/27 8      | CUSIP: 27034RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $68878.80     | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                   | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $45829.84     | 0.03%             | 2026-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                               | ELANCO ANIMAL HEALTH INC TERM LOAN B                          | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      104587 | PA      | $100255.66    | 0.06%             | 2027-08-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                               | ELANCO ANIMAL HEALTH INC SR UNSECURED 08/28 6.4               | CUSIP: 28414HAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $33302.85     | 0.02%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ETSY INC SR UNSECURED 06/28 0.25                                                | ETSY INC SR UNSECURED 06/28 0.25                              | CUSIP: 29786AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $102456.00    | 0.06%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                               | PIONEER NATURAL RESOURCES CO SR UNSECURED 05/25 0.25          | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |       18000 | PA      | $41976.00     | 0.03%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 09/30 3.8         | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $51275.79     | 0.03%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                               | POLARIS NEWCO LLC USD TERM LOAN B                             | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      118500 | PA      | $107877.66    | 0.07%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                                   | PORT AUTHORITY OF NEW YORK + N PORTRN 03/30 FIXED 4           | CUSIP: 73358WS21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      230000 | PA      | $235137.51    | 0.15%             | 2030-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                                   | PORT AUTHORITY OF NEW YORK + N PORTRN 09/33 FIXED 5           | CUSIP: 73358WS62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      140000 | PA      | $148764.41    | 0.09%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                                   | PORT AUTHORITY OF NEW YORK + N PORTRN 06/45 FIXED 4.823       | CUSIP: 73358WXP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      140000 | PA      | $128776.68    | 0.08%             | 2045-06-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                              | PORT OF SEATTLE WA PTSGEN 04/39 FIXED 5                       | CUSIP: 735389H92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      190000 | PA      | $197242.17    | 0.12%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                              | PORT OF SEATTLE WA PTSGEN 10/31 FIXED 5                       | CUSIP: 735389XK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $103926.26    | 0.07%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 04/30 4.625               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      190000 | PA      | $163920.60    | 0.10%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                             | ARTERA SERVICES LLC INCREMENTAL TERM LOAN                     | CUSIP: 73937UAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98500 | PA      | $80462.68     | 0.05%             | 2025-03-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc.                                                          | PRESIDIO HOLDINGS INC COMPANY GUAR 144A 02/28 8.25            | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $250311.60    | 0.16%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A2 144A                            | PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A2 144A          | CUSIP: 74140QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185000 | PA      | $151133.51    | 0.09%             | 2061-02-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR2 PROG 2021 SFR2 D 144A                            | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR2 D 144A              | CUSIP: 74333DAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $85597.67     | 0.05%             | 2038-04-19      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/52 4.5                           | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17515.30     | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/53 6                             | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      295000 | PA      | $313310.92    | 0.20%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HLDGS INC TERM LOAN                                  | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      194000 | PA      | $191575.00    | 0.12%             | 2027-02-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                                | BEYOND MEAT INC SR UNSECURED 144A 03/27 0.0000                | CUSIP: 08862EAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $32890.00     | 0.02%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc.                                                          | BILL.COM HOLDINGS INC SR UNSECURED 04/27 0.00000              | CUSIP: 090043AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $15810.00     | 0.01%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                     | BIOGEN INC SR UNSECURED 05/30 2.25                            | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       35000 | PA      | $28514.19     | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                                                       | BLACK KNIGHT INFOSERV LLC COMPANY GUAR 144A 09/28 3.625       | CUSIP: 092174AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $585562.50    | 0.37%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                          | BLACKSTONE HOLDINGS FINANCE CO COMPANY GUAR 144A 04/33 6.2    | CUSIP: 09261BAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $252001.65    | 0.16%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc.                                                            | BLOOMIN' BRANDS INC SR UNSECURED 05/25 5                      | CUSIP: 094235AB4<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |       12000 | PA      | $21750.00     | 0.01%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 12/25 7.625                    | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 12/25 7.625  | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9925.54      | 0.01%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA SR UNSECURED 144A 09/29 VAR                    | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $163044.27    | 0.10%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27815.28     | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc.                                                   | BON SECOURS MERCY HEALTH INC SECURED 06/31 2.095              | CUSIP: 09778PAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $17941.16     | 0.01%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $4980.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $5562.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $1023.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG 2022 SFR1 E1 144A                               | PROGRESS RESIDENTIAL TRUST 02/29 1                            | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $116738.09    | 0.07%             | 2041-02-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                       | PRUDENTIAL FINANCIAL INC 03/52 1                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16380.00     | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                                     | RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13216.61     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing 2021-FL7 LLC                                   | READY CAPITAL MORTGAGE FINANCI RCMT 2021 FL7 AS 144A          | CUSIP: 75575WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55000 | PA      | $52426.84     | 0.03%             | 2036-11-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corporation                                                      | REPAY HOLDINGS CORP SR UNSECURED 144A 02/26 0.0000            | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $346896.48    | 0.22%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                          | REYNOLDS AMERICAN INC COMPANY GUAR 09/23 4.85                 | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21951.84     | 0.01%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                          | REYNOLDS AMERICAN INC COMPANY GUAR 08/45 5.85                 | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      580000 | PA      | $494042.19    | 0.31%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC SR UNSECURED 03/25 0.00000                                      | RINGCENTRAL INC SR UNSECURED 03/25 0.00000                    | CUSIP: 76680RAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $60112.50     | 0.04%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/26 5.5       | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      114000 | PA      | $95902.50     | 0.06%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/27 11.625    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21088.83     | 0.01%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |           1 | NC      | $22396.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | COLT MERGER SUB INC SR UNSECURED 144A 07/27 8.125             | CUSIP: 28470RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      244000 | PA      | $239742.20    | 0.15%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VII LTD ELMW7 2020 4A C 144A                                        | ELMWOOD CLO VII LTD ELMW7 2020 4A C 144A                      | CUSIP: 29002QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $238544.25    | 0.15%             | 2034-01-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Embarq Corporation                                                              | EMBARQ CORP SR UNSECURED 06/36 7.995                          | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      246000 | PA      | $114390.00    | 0.07%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                              | EMERA INC JR SUBORDINA 06/76 VAR                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      244000 | PA      | $234293.68    | 0.15%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $127369.03    | 0.08%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC JR SUBORDINA 01/83 VAR                           | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       32000 | PA      | $31561.95     | 0.02%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining Corp                                                           | ENDEAVOUR MINING CORP SR UNSECURED 144A 02/23 3               | CUSIP: 29257YAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      400000 | PA      | $403680.00    | 0.25%             | 2023-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                                   | ENERFLEX LTD SR SECURED 144A 10/27 9                          | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $84765.83     | 0.05%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 01/26 4.75          | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21428.40     | 0.01%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14155.62     | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 05/50 5             | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7989.31      | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREAM LLC COMPANY GUAR 144A 01/28 5.625            | CUSIP: 29336TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      114000 | PA      | $108584.80    | 0.07%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5              | CUSIP: 29336TAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24742.50     | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM PARTNERS LP SR UNSECURED 06/47 5.45          | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |       71000 | PA      | $57030.75     | 0.04%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       52000 | PA      | $47063.51     | 0.03%             | 2077-08-16      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       39000 | PA      | $31368.81     | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/78 VAR          | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      165000 | PA      | $125821.93    | 0.08%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                     | EPICOR SOFTWARE CORPORATION 2020 TERM LOAN                    | CUSIP: 29426NAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      133016 | PA      | $127453.03    | 0.08%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA COMPANY GUAR 04/27 3                              | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       47000 | PA      | $43844.66     | 0.03%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                 | ESTEE LAUDER COS INC/THE SR UNSECURED 05/37 6                 | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16004.69     | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                 | ESTEE LAUDER COS INC/THE SR UNSECURED 03/31 1.95              | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20218.54     | 0.01%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Etsy Inc.                                                                       | ETSY INC 10/26 0.125                                          | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |       15000 | PA      | $23167.50     | 0.01%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc.                                                          | EURONET WORLDWIDE INC SR UNSECURED 03/49 0.75                 | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18912.50     | 0.01%             | 2049-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                      | EXACT SCIENCES CORP SR UNSECURED 03/27 0.375                  | CUSIP: 30063PAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $70125.00     | 0.04%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                      | EXACT SCIENCES CORP SR UNSECURED 03/28 0.375                  | CUSIP: 30063PAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $74461.00     | 0.05%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Limited                                         | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/30 5.875   | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      135000 | PA      | $125756.22    | 0.08%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTI Consulting Inc.                                                             | FTI CONSULTING INC SR UNSECURED 08/23 2                       | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |       17000 | PA      | $26741.00     | 0.02%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/52 4.45                    | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      130000 | PA      | $103304.59    | 0.06%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/62 4.65                    | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      125000 | PA      | $100291.48    | 0.06%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2018 C05 1B1                                  | FANNIE MAE CONNECTICUT AVENUE CAS 2018 C05 1B1                | CUSIP: 30711XY32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230000 | PA      | $237448.71    | 0.15%             | 2031-01-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 324 C18                                | CUSIP: 31325VBN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233330 | PA      | $26790.63     | 0.02%             | 2033-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |           1 | NC      | $-188522.69   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-91650.45    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $26798.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $17241.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                              | ABN AMRO BANK NV SUBORDINATED 144A 03/37 VAR                  | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $289173.40    | 0.18%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                               | AIA GROUP LTD SUBORDINATED REGS 09/40 3.2                     | CUSIP: 00131MAK9<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $142746.90    | 0.09%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Aon Global Limited                                                              | AON PLC COMPANY GUAR 12/25 3.875                              | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |       40000 | PA      | $38997.36     | 0.02%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTLR MORTGAGE TRUST 2021-RTL1 ANTLR 2021 RTL1 A1 144A                          | ANTLER MORTGAGE TRUST ANTLR 2021 RTL1 A1 144A                 | CUSIP: 00201QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $118955.55    | 0.07%             | 2024-11-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC PREFERRED STOCK 5                                  | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |        1650 | NS      | $30277.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/27 2.3                             | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       32000 | PA      | $28460.44     | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                             | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       22000 | PA      | $16406.15     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/53 3.5                             | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33746.81     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                | HESS CORP SR UNSECURED 03/33 7.125                            | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       35000 | PA      | $37696.90     | 0.02%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 01/51 2.8                           | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       12000 | PA      | $7573.26      | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT HEALTH SR SECURED 10/30 2.782                    | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       45000 | PA      | $37117.08     | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |           1 | NC      | $1591.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |           1 | NC      | $43692.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/33 4.2                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34414.54     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP SR UNSECURED 07/52 6.25                  | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18875.01     | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Team Inc.                                                                       | TEAM INC SR UNSECURED 08/23 5                                 | CUSIP: 878155AE0<br>LEI: 549300DEKHQ3OEQJWU96 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8850.00      | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                             | TECTA AMERICA CORP 2021 TERM LOAN                             | CUSIP: 87876GAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128050 | PA      | $122607.88    | 0.08%             | 2028-04-10      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc.                                                             | TELADOC HEALTH INC SR UNSECURED 06/27 1.25                    | CUSIP: 87918AAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $36105.16     | 0.02%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                  | TOPBUILD CORP SR UNSECURED 144A 03/29 3.625                   | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       90000 | PA      | $73791.44     | 0.05%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 09/79 VAR                      | CUSIP: 89356BAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      164000 | PA      | $141568.04    | 0.09%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST 03/82 1                                     | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      110000 | PA      | $94050.00     | 0.06%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 03/26 6.25                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      195000 | PA      | $192307.05    | 0.12%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2020 TERM LOAN E                                | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      194500 | PA      | $192206.85    | 0.12%             | 2025-05-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge and Tunnel Authority                                          | TRIBOROUGH BRIDGE and TUNNEL AUT TRBTRN 11/54 FIXED 5         | CUSIP: 89602RGA7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      140000 | PA      | $147291.49    | 0.09%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125                    | TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      105000 | PA      | $68010.60     | 0.04%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR                  | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       27000 | PA      | $21940.04     | 0.01%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                                  | II-VI INC COMPANY GUAR 144A 12/29 5                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |       44000 | PA      | $37946.92     | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                                | UFC HOLDINGS LLC 2021 TERM LOAN B                             | CUSIP: 90266UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      177853 | PA      | $175284.88    | 0.11%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| USI Inc.                                                                        | USI  INC 2022 INCREMENTAL TERM LOAN                           | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       79800 | PA      | $78945.34     | 0.05%             | 2029-11-22      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000              | CUSIP: 90353TAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      144000 | PA      | $121284.92    | 0.08%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5             | CUSIP: 90353TAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $94966.80     | 0.06%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                                        | ULTIMATE SOFTWARE GROUP INC TERM LOAN B                       | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145854 | PA      | $140384.78    | 0.09%             | 2026-05-04      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc.                                                       | UNITED NATURAL FOODS INC COMPANY GUAR 144A 10/28 6.75         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      159000 | PA      | $152771.18    | 0.10%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                    | UNITED STATES TREASURY BILL 02/23 0.00000                     | CUSIP: 912796ZT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       68000 | PA      | $67741.52     | 0.04%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1                | CUSIP: ZS9944027<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.10         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                                  | APX GROUP INC COMPANY GUAR 144A 07/29 5.75                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |      119000 | PA      | $98554.23     | 0.06%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/49 4.25                            | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33195.41     | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Adams Homes Inc.                                                                | ADAMS HOMES INC COMPANY GUAR 144A 02/25 7.5                   | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $8499.33      | 0.01%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc.                                                  | ADVANCED DRAINAGE SYSTEMS INC COMPANY GUAR 144A 06/30 6.375   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      120000 | PA      | $116599.20    | 0.07%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc.                                                            | AFFIRM HOLDINGS INC SR UNSECURED 11/26 0.00000                | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $16500.00     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc.                                                                     | AIRBNB INC SR UNSECURED 03/26 0.00000                         | CUSIP: 009066AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      151000 | PA      | $124273.00    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                               | AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |       43000 | PA      | $33110.00     | 0.02%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                         | ALARM.COM HOLDINGS INC SR UNSECURED 01/26 0.00000             | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      105000 | PA      | $85249.50     | 0.05%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/27 6.75                      | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/27 6.75    | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $54830.46     | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                        | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22751000 | PA      | $21929829.96  | 13.73%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |           1 | NC      | $6265.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |           1 | NC      | $914.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |           1 | NC      | $9256.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 1D USD  20230620                                                 | TRS R IBOXHY R 1D USD  20230620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     1560000 | PA      | $-30221.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 1D USD  20230320                                                 | TRS P IBOXHY R 1D USD  20230320                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     4220000 | PA      | $156553.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 1D USD  20230620                                                 | TRS P IBOXHY R 1D USD  20230620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     1610000 | PA      | $-60558.54    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.26 USD-CPI 20220415-20270415                                            | INF P 3.26 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     1730000 | PA      | $-4131.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.26 USD-CPI 20220415-20270415                                            | INF P 3.26 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     1855000 | PA      | $-4430.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.24 USD-CPI 20220415-20270415                                            | INF P 3.24 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     2990000 | PA      | $-5046.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.24 USD-CPI 20220415-20270415                                            | INF P 3.24 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     2970000 | PA      | $-5012.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.15 USD-CPI 20220415-20270415                                            | INF P 3.15 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     5640000 | PA      | $16445.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.58 USD-CPI 20210215-20510215                                            | INF P 2.58 USD-CPI 20210215-20510215                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      780000 | PA      | $32635.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 1.83 USD-CPI 20200215-20500215                                            | INF P 1.83 USD-CPI 20200215-20500215                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     2330000 | PA      | $490048.05    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 1.64 USD-CPI 20200215-20500215                                            | INF P 1.64 USD-CPI 20200215-20500215                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      640000 | PA      | $160802.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 6.46 20221221-20271221                                                | IRS PLN P 6.46 20221221-20271221                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |     4675000 | PA      | $-13072.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 6.45 20221221-20271221                                                | IRS PLN P 6.45 20221221-20271221                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |     4675000 | PA      | $-12296.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 6.41 20221221-20271221                                                | IRS INR P 6.41 20221221-20271221                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |   308390000 | PA      | $4576.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS ZAR R 9.26 20230315-20330315                                                | IRS ZAR R 9.26 20230315-20330315                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | ZA        |    21005000 | PA      | $698.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS SEK R 2.92 20230315-20280315                                                | IRS SEK R 2.92 20230315-20280315                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SE        |    18235000 | PA      | $-30694.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NZD R 2.75 20220316-20270316                                                | IRS NZD R 2.75 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NZ        |     6540000 | PA      | $-342357.71   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NZD R 2.66 20220316-20270316                                                | IRS NZD R 2.66 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NZ        |     8500000 | PA      | $-463216.11   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS MXN R 7.84 20220316-20270310                                                | IRS MXN R 7.84 20220316-20270310                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | MX        |    52320000 | PA      | $-97062.30    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS MXN R 6.94 20210915-20310903                                                | IRS MXN R 6.94 20210915-20310903                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | MX        |    17445000 | PA      | $-95977.26    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS KRW R 4.32 20230315-20280315                                                | IRS KRW R 4.32 20230315-20280315                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |  3846680000 | PA      | $106028.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS HUF R 5.13 20220316-20270316                                                | IRS HUF R 5.13 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | HU        |   783430000 | PA      | $-416530.68   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS HUF R 5.00 20220316-20270316                                                | IRS HUF R 5.00 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | HU        |  1433300000 | PA      | $-777553.17   | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS HUF R 11.15 20221221-20271221                                               | IRS HUF R 11.15 20221221-20271221                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | HU        |   141675000 | PA      | $242.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20271220                                        | CDS United Mexican States P 100 20271220                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |      895000 | PA      | $11630.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20271220                                     | CDS Republic of South Africa P 100 20271220                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |      650000 | PA      | $40761.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20271220                                        | CDS Republic of Indonesia P 100 20271220                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |      880000 | PA      | $636.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Japan P 100 20241220                                                        | CDS Japan P 100 20241220                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | JP        |     9570000 | PA      | $-163258.46   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20271220                                | CDS Federative Republic of Brazil P 100 20271220              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |      620000 | PA      | $39790.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20271220                                | CDS Federative Republic of Brazil P 100 20271220              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     2345000 | PA      | $150498.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20271220                                | CDS Federative Republic of Brazil P 100 20271220              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |      945000 | PA      | $60648.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20261220                                | CDS Federative Republic of Brazil P 100 20261220              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |      585000 | PA      | $21959.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.39 P 500 20271220                                                 | CDS CDX.NA.HY.39 P 500 20271220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |       32450 | PA      | $-211.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.38 P 500 20270620                                                 | CDS CDX.NA.HY.38 P 500 20270620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      831600 | PA      | $-17470.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.EM.38 P 100 20271220                                                    | CDS CDX.EM.38 P 100 20271220                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     7590000 | PA      | $443990.71    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.39 R 500 20271220                                                 | CDS CDX.NA.HY.39 R 500 20271220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      110000 | PA      | $715.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer