# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-25-255321
**Filing Date:** 2025-10
**Character Count:** 558454
**Document Hash:** 3db46f6588519fc439edc64ce0509f6b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-255321.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001193125-25-255321

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251427556

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Funds II

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $165599161.11

**Total Liabilities:** $35001996.33

**Net Assets:** $130597164.78

**Delayed Delivery Securities:** $32425398.82

**Cash Not Reported:** $3294413.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -97.874956000000 | **1-Year:** -1965.353959000000 | **5-Year:** -6257.447375000010 | **10-Year:** -7648.115537000000 | **30-Year:** -2418.326518000000

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

- **3-Month:** -46.895450000000 | **1-Year:** -1202.458332000000 | **5-Year:** -2832.163299000000 | **10-Year:** -1105.751682000000 | **30-Year:** -56.108451000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008940 | 1.68%                | -0.25%               | 1.32%                |
| Class ID C000218631 | 1.67%                | -0.25%               | 1.32%                |
| Class ID C000218632 | 1.69%                | -0.25%               | 1.40%                |
| Class ID C000218633 | 1.69%                | -0.25%               | 1.23%                |
| Class ID C000218634 | 1.59%                | -0.33%               | 1.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-135484.54              | $2748483.27                                |
| Month 2  | $580228.94               | $-2382609.63                               |
| Month 3  | $-43808.09               | $2071275.52                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NCL Corporation Ltd.                                                   | NCL CORP LTD COMPANY GUAR 02/27 2.5                                    | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      53000 | PA      | $55590.32     | 0.04%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                   | NCL CORP LTD COMPANY GUAR 144A 04/30 0.875                             | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      23000 | PA      | $27359.56     | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                     | NEWELL BRANDS INC SR UNSECURED 05/32 6.625                             | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58568.35     | 0.04%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc.                                   | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 03/27 3                    | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      30000 | PA      | $34545.00     | 0.03%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                   | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $186352.92    | 0.14%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                              | NORTHERN OIL and GAS INC SR UNSECURED 04/29 3.625                      | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30165.00     | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                           | NUTANIX INC SR UNSECURED 144A 12/29 0.5                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      55000 | PA      | $58690.50     | 0.04%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2015-9 Ltd.                                                    | OCP CLO 2015-9 LTD OCP 2015 9A D1R3 144A                               | CUSIP: 67091YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249621.50    | 0.19%             | 2037-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A                              | OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A                              | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69932 | PA      | $70484.76     | 0.05%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A                              | OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A                              | CUSIP: 67116HAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249881.75    | 0.19%             | 2037-04-17      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                           | ON SEMICONDUCTOR CORP COMPANY GUAR 03/29 0.5                           | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     120000 | PA      | $110700.00    | 0.08%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8                 | ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8                 | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      60000 | PA      | $60435.00     | 0.05%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                                | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125                   | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $61363.23     | 0.05%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                 | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR 144A 05/35 7.5               | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $206176.00    | 0.16%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                     | PGandE CORP PREFERRED STOCK 12/27 6                                    | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        431 | NS      | $17261.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                                     | PGandE CORP SR SECURED 12/27 4.25                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     495000 | PA      | $502787.32    | 0.38%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                    | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 04/28 7.75            | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6808.09      | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc.                                    | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125             | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15236.67     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                    | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 03/33 7.5               | CUSIP: 18453HAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $198481.16    | 0.15%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                              | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                          | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15636.45     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                     | PGandE CORP JR SUBORDINA 03/55 VAR                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104200.36    | 0.08%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PRET 2021-RN4 LLC PRET 2021 RN4 A1 144A                                | PRET 2021-RN4 LLC PRET 2021 RN4 A1 144A                                | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      52666 | PA      | $52717.98     | 0.04%             | 2051-10-25      | Variable      | 5.49%                 | 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      | $1777.34      | 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      | $-213.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $116.98       | 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      | $-121149.91   | -0.09%            |  |  |  | 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      | $350.95       | 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      | $1640.36      | 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      | $-1742.68     | -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      | $2420.02      | 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      | $-318.00      | -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      | $-157.80      | -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      | $-1090.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                    | SOLD AUD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $151.09       | 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      | $-145.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $418.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $728.69       | 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      | $-681.32      | -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      | $4007.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-588.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                    | SOLD PHP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $241.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $14.63        | 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      | $115.84       | 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      | $-205.00      | -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      | $40.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                    | SOLD PHP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-255.31      | -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      | $253.45       | 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      | $-149.95      | -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      | $-68.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $294.04       | 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      | $148.13       | 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      | $124.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $14.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-61.43       | -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      | $-12956.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $700.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Inc.                                                            | SUNRUN INC SR UNSECURED 03/30 4                                        | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |      75000 | PA      | $93307.50     | 0.07%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                            | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $49506.97     | 0.04%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synaptics Incorporated                                                 | SYNAPTICS INC SR UNSECURED 144A 12/31 0.75                             | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24691.06     | 0.02%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                    | SYNCHRONY FINANCIAL PREFERRED STOCK VAR                                | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       3268 | NS      | $84477.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                                                | TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25                         | CUSIP: 902252AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $23250.00     | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                           | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $234877.80    | 0.18%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                       | UFC HOLDINGS LLC 2024 TERM LOAN B                                      | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99500 | PA      | $99733.83     | 0.08%             | 2031-11-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                 | UBER TECHNOLOGIES INC SR UNSECURED 12/28 0.875                         | CUSIP: 90353TAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $120912.50    | 0.09%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 09/69 6.25                 | CUSIP: 911684702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        276 | NS      | $5718.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 03/70 5.5                  | CUSIP: 911684801<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        200 | NS      | $3502.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 06/70 5.5                  | CUSIP: 911684884<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        200 | NS      | $3592.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                           | UNITED STATES TREASURY BILL 09/25 0.00000                              | CUSIP: 912797QV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     300000 | PA      | $299256.08    | 0.23%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/42 0.75                              | UNITED STATES TREASURY INFLATI 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1384530 | PA      | $1077224.57   | 0.82%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/50 0.25                              | UNITED STATES TREASURY INFLATI 02/50 0.25                              | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     689975 | PA      | $392307.83    | 0.30%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/51 0.125                             | UNITED STATES TREASURY INFLATI 02/51 0.125                             | CUSIP: 912810SV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     929108 | PA      | $494812.66    | 0.38%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/52 0.125                             | UNITED STATES TREASURY INFLATI 02/52 0.125                             | CUSIP: 912810TE8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     857364 | PA      | $445694.61    | 0.34%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 11/53 4.75                              | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1130000 | PA      | $1098483.60   | 0.84%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 02/54 4.25                              | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     780000 | PA      | $697856.25    | 0.53%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/54 2.125                             | UNITED STATES TREASURY INFLATI 02/54 2.125                             | CUSIP: 912810TY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1707712 | PA      | $1526359.02   | 1.17%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 11/54 4.5                               | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     790000 | PA      | $737446.48    | 0.56%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 02/55 4.625                             | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     770000 | PA      | $733906.25    | 0.56%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 06/30 3.875                             | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      45000 | PA      | $45369.14     | 0.03%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc.                                                    | UNITY SOFTWARE INC SR UNSECURED 144A 03/30 0.0000                      | CUSIP: 91332UAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $90574.77     | 0.07%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                             | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8                   | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7094.74      | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                      | VENTAS REALTY LP COMPANY GUAR 06/26 3.75                               | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $25089.23     | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VANGUARD TAX-EXEMPT BOND INDEX VANGUARD TAX-EXEMPT BOND ETF            | VANGUARD TAX-EXEMPT BOND INDEX VANGUARD TAX-EXEMPT BOND ETF            | CUSIP: 922907746<br>LEI: N/A                  | Long             | EC               | RF                | US        |     101000 | NS      | $4950010.00   | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2021-5                                      | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                    | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53445 | PA      | $46530.47     | 0.04%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 7 M1 144A                    | VERUS SECURITIZATION TRUST 202 VERUS 2022 7 M1 144A                    | CUSIP: 92539NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $108194.46    | 0.08%             | 2067-07-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-5                                      | VERUS SECURITIZATION TRUST 202 VERUS 2024 5 A1 144A                    | CUSIP: 92540HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75566 | PA      | $76476.02     | 0.06%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Viper Energy Inc.                                                      | VIPER ENERGY INC SR UNSECURED 144A 11/27 5.375                         | CUSIP: 92763MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $289809.76    | 0.22%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                              | WARNERMEDIA HOLDINGS INC COMPANY GUAR 05/33 4.693                      | CUSIP: 934423AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $114182.68    | 0.09%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc.                                                           | WAYFAIR INC SR UNSECURED 09/27 3.25                                    | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |       8000 | PA      | $10969.60     | 0.01%             | 2027-09-15      | Fixed         | 3.25%                 | 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      | $1078.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                | WELLS FARGO and CO PREFERRED STOCK 7.5                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        702 | NS      | $852930.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 07/26 3.906                             | CUSIP: AW6351018<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      77000 | PA      | $18399.78     | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                    | BOUGHT NGN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $1005.73      | 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      | $-4594.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885                             | CUSIP: AX1841680<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     438000 | PA      | $106588.25    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5                          | CUSIP: AX2426804<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.16         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                   | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                            | CUSIP: AX2612635<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1                  | CUSIP: AX3516264<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   15325000 | PA      | $1413784.57   | 1.08%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1248.63      | 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      | $-2043.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN TES SR UNSECURED 02/37 3.75                                  | COLOMBIAN TES SR UNSECURED 02/37 3.75                                  | CUSIP: AX5504979<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 5347720306 | PA      | $1045915.45   | 0.80%             | 2037-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1                            | CUSIP: AZ1042375<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.22         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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      | $2832.25      | 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      | $-2268.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 08/34 5.4                            | CUSIP: AZ1761248<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     217000 | PA      | $58699.08     | 0.04%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/35 7.5                                | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  420000000 | PA      | $27295.31     | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | 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      | $885.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-92.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 07/34 3.828                             | CUSIP: AZ4602308<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     540000 | PA      | $131849.41    | 0.10%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1                  | CUSIP: BG0207897<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   32670000 | PA      | $2903882.76   | 2.22%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-1255.37     | -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      | $639.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2                  | CUSIP: BG1229221<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1050000 | PA      | $43459.99     | 0.03%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/40 1.5                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/40 1.5                  | CUSIP: BH2499433<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1390000 | PA      | $44834.60     | 0.03%             | 2040-04-24      | Fixed         | 1.50%                 | 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      | $-164.53      | -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      | $-819.00      | -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      | $456.73       | 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      | $216.65       | 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      | $93.55        | 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      | $83.98        | 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      | $566.77       | 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      | $-306.86      | -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      | $752.82       | 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      | $83.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                    | BOUGHT PHP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-142.69      | -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      | $-57.37       | -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      | $37.36        | 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      | $166.59       | 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      | $187.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                          | JH COLLATERAL                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     685645 | NS      | $6858575.18   | 5.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/35 5                            | REPUBLIC OF POLAND GOVERNMENT BONDS 10/35 5                            | CUSIP: YN2882762<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     249000 | PA      | $65580.09     | 0.05%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 02/36 8                                            | MEXICAN BONOS BONDS 02/36 8                                            | CUSIP: YN3190611<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3822400 | PA      | $190811.78    | 0.15%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                          | INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                          | CUSIP: YO0526393<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    6270000 | PA      | $69885.24     | 0.05%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                           | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR                               | CUSIP: YO7060479<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |     200000 | PA      | $238292.23    | 0.18%             | 2030-11-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE GOVERNMENT CPI LINKED BONDS 03/35 0.005                       | JAPANESE GOVERNMENT CPI LINKED BONDS 03/35 0.005                       | CUSIP: YO7824296<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  194644430 | PA      | $1322732.26   | 1.01%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARGENTINA TREASURY BOND BONTE BONTE                                    | ARGENTINA TREASURY BOND BONTE BONTE                                    | CUSIP: YO9219487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   89194000 | PA      | $68534.51     | 0.05%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                         | JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                         | CUSIP: YP2851598<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   85550000 | PA      | $501594.25    | 0.38%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWENTY YEAR B BONDS 03/45 2.4                         | JAPAN GOVERNMENT TWENTY YEAR B BONDS 03/45 2.4                         | CUSIP: YP6200214<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  114000000 | PA      | $753238.78    | 0.58%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 07/39 6.75            | CUSIP: YQ7562081<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     790000 | PA      | $941122.85    | 0.72%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 07/31 7.65                               | ROMANIA GOVERNMENT BOND BONDS 07/31 7.65                               | CUSIP: YR1557424<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     655000 | PA      | $151383.15    | 0.12%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Luminor Holding AS                                                     | LUMINOR HOLDING AS JR SUBORDINA REGS 12/99 VAR                         | CUSIP: YR2435067<br>LEI: N/A                  | Long             | DBT              | CORP              | EE        |     200000 | PA      | $241849.10    | 0.19%             | 2031-02-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                          | EUROBANK SA REGS 02/36 VAR                                             | CUSIP: YR2519878<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     100000 | PA      | $116774.73    | 0.09%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 01/35 6.96            | CUSIP: YS4731933<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    5400000 | PA      | $61644.18     | 0.05%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41                       | CUSIP: YS7913462<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    1212000 | PA      | $41068.33     | 0.03%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                          | INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                          | CUSIP: YU1897757<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |  171130000 | PA      | $1946818.13   | 1.49%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                               | TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                               | CUSIP: YU3595706<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    4052000 | PA      | $94437.52     | 0.07%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 10/34 6.9             | CUSIP: YU4754583<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    5600000 | PA      | $63485.56     | 0.05%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 07/30 6.5                                | CUSIP: YV1931588<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  490000000 | PA      | $30773.07     | 0.02%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                               | ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                               | CUSIP: YV4876673<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     380000 | PA      | $83836.60     | 0.06%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/29 30                                 | TURKIYE GOVERNMENT BOND BONDS 09/29 30                                 | CUSIP: YV8564630<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    2612000 | PA      | $59342.09     | 0.05%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                 | ASIAN DEVELOPMENT BANK SR UNSECURED 07/30 0.00000                      | CUSIP: YW4606490<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     100000 | PA      | $20875.60     | 0.02%             | 2030-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                       | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 07/31 6.875                | CUSIP: YW6048055<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |   11200000 | PA      | $128015.92    | 0.10%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 07/35 6.75                               | CUSIP: YW8260831<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  659000000 | PA      | $41151.46     | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $2140.34      | 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      | $-626.17      | -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      | $-1139.56     | -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      | $7914.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $775.39       | 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      | $1552.47      | 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      | $313.48       | 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      | $-3178.93     | -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      | $-383.87      | -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      | $-4846.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $136.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-211.72      | -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      | $-3314.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-474.81      | -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      | $-2434.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $348.79       | 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      | $-185.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $67.27        | 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      | $-30.44       | -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      | $-196.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $267.09       | 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      | $464.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                    | BOUGHT NGN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-280.45      | -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      | $13.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                    | SOLD AUD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-57.72       | -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      | $-171.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                    | SOLD AUD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-65.41       | -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      | $-1731.05     | -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      | $12441.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                    | BOUGHT NZD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $1436.78      | 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      | $-305.21      | -0.00%            |  |  |  | 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        |      18000 | PA      | $17938.49     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corporation                                                  | JBT MAREL CORP SR UNSECURED 05/26 0.25                                 | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34691.91     | 0.03%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KKR and Co. Inc.                                                       | KKR and CO INC PREFERRED STOCK 03/28 6.25                              | CUSIP: 48251W500<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        707 | NS      | $38566.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A                            | PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A                            | CUSIP: 69377EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74660 | PA      | $74776.35     | 0.06%             | 2067-04-25      | Variable      | 4.40%                 | 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      | $44659.81     | 0.03%             |  |  |  | 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      | $2159.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-3486.59     | -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      | $-108.94      | -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      | $248.37       | 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      | $206.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $324.69       | 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      | $-659.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-5.30        | -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      | $165.01       | 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      | $-25.80       | -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      | $59.52        | 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      | $-1041.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                    | SOLD NOK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $-122406.48   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                    | SOLD UYU/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $7.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-4215.88     | -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      | $234.37       | 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      | $206.15       | 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      | $-27.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                             | EXACT SCIENCES CORP SR UNSECURED 144A 03/30 2                          | CUSIP: 30063PAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19409.56     | 0.01%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                             | EXACT SCIENCES CORP SR UNSECURED 144A 04/31 1.75                       | CUSIP: 30063PAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $188910.86    | 0.14%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 A 144A                             | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 A 144A                             | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131147 | PA      | $133399.19    | 0.10%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                            | EZCORP INC SR UNSECURED 144A 04/32 7.375                               | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26359.50     | 0.02%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                  | INTESA SANPAOLO SPA 144A 11/53 7.8                                     | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $237536.60    | 0.18%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| INVESCO NATIONAL AMT-FREE MUNI INVESCO NATIONAL AMT-FREE MU            | INVESCO NATIONAL AMT-FREE MUNI INVESCO NATIONAL AMT-FREE MU            | CUSIP: 46138E537<br>LEI: N/A                  | Long             | EC               | RF                | US        |      64000 | NS      | $1420160.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                                             | IONIS PHARMACEUTICALS INC SR UNSECURED 06/28 1.75                      | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      60000 | PA      | $65647.69     | 0.05%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                             | IRON MOUNTAIN INC COMPANY GUAR 144A 02/31 4.5                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23783.37     | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISHARES NATIONAL MUNI BOND ETF ISHARES NATIONAL MUNI BOND E            | ISHARES NATIONAL MUNI BOND ETF ISHARES NATIONAL MUNI BOND E            | CUSIP: 464288414<br>LEI: N/A                  | Long             | EC               | RF                | US        |      59400 | NS      | $6204924.00   | 4.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Itron Inc.                                                             | ITRON INC SR UNSECURED 07/30 1.375                                     | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      15000 | PA      | $17132.47     | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                       | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875           | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3071.51      | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                        | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7               | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7257.67      | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                             | PLANET FINANCIAL GROUP LLC COMPANY GUAR 144A 12/29 10.5                | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $108610.01    | 0.08%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                 | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25                     | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      60000 | PA      | $55200.00     | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                     | PRET 2025-NPL5 LLC PRET 2025 NPL5 A2 144A                              | CUSIP: 74143LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101034.32    | 0.08%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A                  | PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A                  | CUSIP: 74331VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94333.57     | 0.07%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                   | PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                   | CUSIP: 74332XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99351.34     | 0.08%             | 2041-05-17      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                   | PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                   | CUSIP: 74332YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100285.16    | 0.08%             | 2039-06-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                   | PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                   | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $95889.11     | 0.07%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                 | QUIKRETE HOLDINGS INC 2025 TERM LOAN B1                                | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     193053 | PA      | $192933.61    | 0.15%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                 | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5156.76      | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR C 144A                             | ROCK TRUST 2024-CNTR ROCC 2024 CNTR C 144A                             | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103674.04    | 0.08%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                              | RAIZEN FUELS FINANCE SA COMPANY GUAR 144A 02/37 6.7                    | CUSIP: 75102XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $191716.00    | 0.15%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/38 7.5                                | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1135000000 | PA      | $73591.28     | 0.06%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                    | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                    | CUSIP: AP5145606<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1230000 | PA      | $49924.87     | 0.04%             | 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        |    1647000 | PA      | $283852.90    | 0.22%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3                                  | HUNGARY GOVERNMENT BOND BONDS 10/38 3                                  | CUSIP: AR0226704<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   16600000 | PA      | $31266.54     | 0.02%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 11/33 4.642                             | CUSIP: AS4638860<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     158000 | PA      | $40769.24     | 0.03%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 06/38 4.893                             | CUSIP: AS9547660<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     180000 | PA      | $48297.86     | 0.04%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7           | BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7           | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   45000000 | PA      | $46380.48     | 0.04%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 12/28 2.875                             | CUSIP: AT4545436<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3177000 | PA      | $103457.29    | 0.08%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 02/50 1                    | CUSIP: AU5557122<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    3165000 | PA      | $1789735.90   | 1.37%             | 2050-02-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/34 7.25                                         | COLOMBIAN TES BONDS 10/34 7.25                                         | CUSIP: AW6274582<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  594700000 | PA      | $112817.74    | 0.09%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/35 1.6                        | CUSIP: AZ8301691<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     799000 | PA      | $25239.07     | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Safran                                                                 | SAFRAN SA COMMON STOCK EUR.2                                           | CUSIP: B0591N904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |         43 | NS      | $14376.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 06/27 1                                 | CUSIP: BQ5009007<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     990000 | PA      | $30470.53     | 0.02%             | 2027-06-17      | Fixed         | 1.00%                 | 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      | $-10942.78    | -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      | $-413.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $72.48        | 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      | $-544.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $1101.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $8.60         | 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      | $-32.76       | -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      | $-95.96       | -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      | $-59.21       | -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      | $123.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                      | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                               | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206323.80    | 0.16%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corporation                                                | HAEMONETICS CORP SR UNSECURED 06/29 2.5                                | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      19000 | PA      | $17751.70     | 0.01%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                       | HANESBRAND INC 2025 TERM LOAN B                                        | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |      45536 | PA      | $45621.83     | 0.03%             | 2032-03-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD SYMP 2021 29A CR 144A                            | SYMPHONY CLO XXIX LTD SYMP 2021 29A CR 144A                            | CUSIP: 87168GAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250023.50    | 0.19%             | 2035-10-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                      | T-MOBILE USA INC PREFERRED STOCK 09/69 6.25                            | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        804 | NS      | $19834.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc.                                                      | T-MOBILE USA INC PREFERRED STOCK 03/70 5.5                             | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       1807 | NS      | $41145.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc.                                                      | T-MOBILE USA INC PREFERRED STOCK 06/70 5.5                             | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       2314 | NS      | $52620.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Production Inc.                                                  | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                          | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $134716.40    | 0.10%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc.                                                    | TELADOC HEALTH INC SR UNSECURED 06/27 1.25                             | CUSIP: 87918AAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     219000 | PA      | $202553.10    | 0.16%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                      | TELUS CORP JR SUBORDINA 10/55 VAR                                      | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      82000 | PA      | $84146.84     | 0.06%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                           | TENET HEALTHCARE CORP SR SECURED 05/31 6.75                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15590.39     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc.                                                        | TETRA TECH INC SR UNSECURED 08/28 2.25                                 | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |      50000 | PA      | $56092.97     | 0.04%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169                | TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |      30000 | PA      | $30623.95     | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | 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        |      21000 | PA      | $18574.42     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                          | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR                       | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $152147.25    | 0.12%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                      | TRANSCANADA TRUST COMPANY GUAR 08/76 VAR                               | CUSIP: 89356BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      32000 | PA      | $32019.62     | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                      | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                               | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     121000 | PA      | $118474.33    | 0.09%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                         | TRANSDIGM INC. 2023 TERM LOAN J                                        | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     164359 | PA      | $164462.82    | 0.13%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                        | TRANSOCEAN INC SR SECURED 144A 02/30 8.75                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     157500 | PA      | $166743.05    | 0.13%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A                    | TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A                    | CUSIP: 895978AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98870.69     | 0.08%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                   | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                   | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94301.81     | 0.07%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Limited                                                 | TRIP.COM GROUP LTD SR UNSECURED 06/29 0.75                             | CUSIP: 89677QAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      20000 | PA      | $25051.27     | 0.02%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 12/29 1.6                               | CUSIP: ZQ3490328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     605000 | PA      | $19008.92     | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 05/40 3.757                             | CUSIP: ZQ6789759<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     210000 | PA      | $50608.95     | 0.04%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Alpek S.A.B. de C.V.                                                   | ALPEK SAB DE CV COMPANY GUAR REGS 09/29 4.25                           | CUSIP: ZR5764256<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $188410.49    | 0.14%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco S.A.                                                     | LIBERBANK SA COVERED REGS 09/29 0.25                                   | CUSIP: ZR6731395<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     100000 | PA      | $106188.99    | 0.08%             | 2029-09-25      | Fixed         | 0.25%                 | 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        |     265000 | PA      | $50744.12     | 0.04%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                   | NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1                         | CUSIP: ZS9944027<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.16         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $2867.20      | 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      | $39.83        | 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      | $-132.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                    | TRONOX INC COMPANY GUAR 144A 03/29 4.625                               | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $47985.11     | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A                          | TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A                          | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98999.62     | 0.08%             | 2042-09-18      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                          | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75                     | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      15000 | PA      | $15935.27     | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45968 | PA      | $45967.74     | 0.04%             | 2031-05-06      | Floating      | 7.05%                 | 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      | $4887.77      | 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      | $8699.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                    | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-471.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-1260.42     | -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      | $-278.49      | -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      | $-616.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-8.79        | -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      | $676.56       | 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      | $-503.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $261.57       | 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      | $922.72       | 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      | $-850.46      | -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      | $-886.83      | -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      | $21.89        | 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      | $-189.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $20.28        | 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      | $-17.54       | -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      | $-40.85       | -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      | $-73.60       | -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      | $487.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-1362.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                    | SOLD RSD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-6.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                    | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $105.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $363.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-621.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-184.89      | -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      | $-172.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $62.31        | 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      | $1477.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                    | BOUGHT ARS/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-98.52       | -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      | $-2.23        | -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      | $-108.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-0.83        | -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      | $-108.82      | -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      | $7.34         | 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      | $260.92       | 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      | $48.39        | 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      | $42.54        | 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      | $6855.26      | 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      | $17812.24     | 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      | $13029.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $169.70       | 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      | $34.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $292.06       | 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      | $-11.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-77.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                  | AGNC INVESTMENT CORP PREFERRED STOCK VAR                               | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $251600.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                    | AES CORP/THE JR SUBORDINA 07/55 VAR                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77398.75     | 0.06%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                   | AST SPACEMOBILE INC SR UNSECURED 144A 03/32 4.25                       | CUSIP: 00217DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $4181.69      | 0.00%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 AASET 2024 1A A1 144A                                     | AASET 2024-1 AASET 2024 1A A1 144A                                     | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     233973 | PA      | $242545.02    | 0.19%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                     | AASET 2021-2 TRUST AASET 2021 2A A 144A                                | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     166756 | PA      | $157052.44    | 0.12%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                         | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6841.86      | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd.                                                  | ADVANTAGE ENERGY LTD SUB DEBENTUR 144A 06/29 5                         | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $54629.92     | 0.04%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AeroVironment Inc.                                                     | AEROVIRONMENT INC SR UNSECURED 07/30 0.00000                           | CUSIP: 008073AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $9585.00      | 0.01%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc.                                               | AKAMAI TECHNOLOGIES INC SR UNSECURED 02/29 1.125                       | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14220.00     | 0.01%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA ALA 2025 OANA A 144A                               | ALA TRUST 2025-OANA ALA 2025 OANA A 144A                               | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $80350.00     | 0.06%             | 2040-06-15      | Floating      | 6.11%                 | 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        |      30000 | PA      | $29325.00     | 0.02%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corporation                                                  | ALBEMARLE CORP PREFERRED STOCK 03/27 7.25                              | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       3350 | NS      | $132258.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Limited                                          | ALIBABA GROUP HOLDING LTD SR UNSECURED 144A 06/31 0.5                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      32000 | PA      | $46256.00     | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                          | BREAD FINANCIAL HOLDINGS INC SUBORDINATED 144A 06/35 VAR               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33036.51     | 0.03%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                             | ALLIANT ENERGY CORP SR UNSECURED 144A 05/28 3.25                       | CUSIP: 018802AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     948000 | PA      | $965538.00    | 0.74%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                             | ALLIANZ SE JR SUBORDINA 144A 12/99 VAR                                 | CUSIP: 018820AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     200000 | PA      | $203830.00    | 0.16%             | 2033-10-30      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375            | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375            | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25755.88     | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                            | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875                | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7356.13      | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp            | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875              | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5149.39      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F020695<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -800000 | PA      | $-635187.52   | -0.49%            | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | CUSIP: 01F022493<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -625000 | PA      | $-586376.94   | -0.45%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F022683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     395000 | PA      | $327803.75    | 0.25%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F022683<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -395000 | PA      | $-327803.75   | -0.25%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $37.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555000 | PA      | $460758.39    | 0.35%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                                | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                                | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1048000 | PA      | $907748.15    | 0.70%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                                | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                                | CUSIP: 01F030686<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1048000 | PA      | $-907748.15   | -0.70%            | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F030694<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1048000 | PA      | $-907993.70   | -0.70%            | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -150000 | PA      | $-135533.21   | -0.10%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235000 | PA      | $219330.27    | 0.17%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F040693<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1320000 | PA      | $-1231982.80  | -0.94%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURION LLC 2025 TERM LOAN B13                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      72086 | PA      | $71220.81     | 0.05%             | 2030-09-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                | ATHENAHEALTH INC 2022 TERM LOAN B                                      | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      41038 | PA      | $40995.11     | 0.03%             | 2029-02-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                             | AVIS BUDGET CAR RENTAL LLC / A SR UNSECURED 144A 06/32 8.375           | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $9394.00      | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                   | AXON ENTERPRISE INC SR UNSECURED 12/27 0.5                             | CUSIP: 05464CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $19587.00     | 0.01%             | 2027-12-15      | Fixed         | 0.50%                 | 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      | $-87.15       | -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      | $521.01       | 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      | $-1837.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-128.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-61.17       | -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      | $27.21        | 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      | $128.72       | 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      | $-80.03       | -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      | $153.07       | 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      | $-317.21      | -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      | $86.25        | 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      | $-119.60      | -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      | $-21730.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                  | HERTZ CORP/THE SR SECURED 144A 07/29 12.625                            | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3117.61      | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | 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      | $-204.01      | -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      | $339.68       | 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      | $-1523.86     | -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      | $-371.86      | -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      | $-68.25       | -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      | $-160.96      | -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      | $-434.28      | -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      | $809.21       | 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      | $-296.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $17.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $87.02        | 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      | $-92.48       | -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      | $-36.25       | -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      | $3809.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-145.40      | -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      | $-73.64       | -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      | $4155.98      | 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      | $183.46       | 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      | $171.65       | 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      | $-74.88       | -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      | $676.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $28208.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A CR 144A                     | GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A CR 144A                     | CUSIP: 381929AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250002.25    | 0.19%             | 2035-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire and Rubber Company                                   | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 04/31 5.25                | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56948.83     | 0.04%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 142 BI                         | CUSIP: 38382XSD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      89346 | PA      | $16551.38     | 0.01%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite Construction Incorporated                                      | GRANITE CONSTRUCTION INC SR UNSECURED 06/30 3.25                       | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |      13000 | PA      | $19721.00     | 0.02%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75              | GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75              | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      68000 | PA      | $64898.28     | 0.05%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                   | GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                   | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99249.92     | 0.08%             | 2039-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc.                                                | GUIDEWIRE SOFTWARE INC SR UNSECURED 144A 11/29 1.25                    | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      33000 | PA      | $37158.00     | 0.03%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75            | HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75            | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $29775.00     | 0.02%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A                    | HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A                    | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $96758.53     | 0.07%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                            | HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A C 144A                       | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $95874.57     | 0.07%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                    | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 3A B 144A                     | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71870 | PA      | $72715.55     | 0.06%             | 2040-08-27      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                     | HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                     | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90565 | PA      | $87959.59     | 0.07%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A                     | HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A                     | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     139302 | PA      | $132724.13    | 0.10%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                   | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375           | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $119924.19    | 0.09%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                  | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                             | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     120941 | PA      | $121142.58    | 0.09%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| H World Group Limited                                                  | H WORLD GROUP LTD SR UNSECURED 05/26 3                                 | CUSIP: 44332NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      30000 | PA      | $31912.84     | 0.02%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                  | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375                    | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10518.31     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                             | HUNTSMAN INTERNATIONAL LLC SR UNSECURED 06/31 2.95                     | CUSIP: 44701QBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $59849.85     | 0.05%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                      | IRB HOLDING CORP 2024 1ST LIEN TERM LOAN B                             | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     118000 | PA      | $117884.51    | 0.09%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Immunocore Holdings plc                                                | IMMUNOCORE HOLDINGS PLC SR UNSECURED 02/30 2.5                         | CUSIP: 45258DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     240000 | PA      | $208470.34    | 0.16%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A                 | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A                 | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92128 | PA      | $91906.42     | 0.07%             | 2067-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                      | INTEL CORP SR UNSECURED 02/54 5.6                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      87000 | PA      | $79121.78     | 0.06%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corporation                                           | INTEGER HOLDINGS CORP SR UNSECURED 144A 03/30 1.875                    | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      47000 | PA      | $46118.31     | 0.04%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                              | RAIZEN FUELS FINANCE SA RAIZEN FUELS FINANCE                           | CUSIP: 75102XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     235000 | PA      | $229464.54    | 0.18%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                     | REDFIN CORP SR UNSECURED 04/27 0.5                                     | CUSIP: 75737FAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $21159.61     | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                   | REPLIGEN CORP SR UNSECURED 12/28 1                                     | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12760.87     | 0.01%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc.                                                       | RINGCENTRAL INC SR UNSECURED 03/26 0.00000                             | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58199.96     | 0.04%             | 2026-03-15      | None          | 0.00%                 | 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        |      25000 | PA      | $24179.61     | 0.02%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc.                                                   | SHIFT4 PAYMENTS INC SR UNSECURED 08/27 0.5                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $22583.00     | 0.02%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                    | SIX FLAGS ENTERTAINMENT CORP COMPANY GUAR 144A 05/31 7.25              | CUSIP: 83001AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $115550.97    | 0.09%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                              | SNAP INC SR UNSECURED 03/28 0.125                                      | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     340000 | PA      | $299599.90    | 0.23%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc.                                                         | SNOWFLAKE INC SR UNSECURED 144A 10/29 0.0000                           | CUSIP: 833445AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $52400.00     | 0.04%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                       | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR                        | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $220114.80    | 0.17%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                      | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76000 | PA      | $74675.50     | 0.06%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                        | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR                  | CUSIP: 836720AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      32000 | PA      | $33299.07     | 0.03%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE PREFERRED STOCK 03/85 6.5                              | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       2788 | NS      | $72906.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE SR UNSECURED 06/27 4.5                                 | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32985.00     | 0.03%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25                           | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     945000 | PA      | $951142.50    | 0.73%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWICK PARK CLO LLC STHWK 2019 4A CRR 144A                          | SOUTHWICK PARK CLO LLC STHWK 2019 4A CRR 144A                          | CUSIP: 846031BA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250020.75    | 0.19%             | 2032-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                                       | SPOTIFY USA INC COMPANY GUAR 03/26 0.00000                             | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $42928.00     | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                             | BLOCK INC SR UNSECURED 11/27 0.25                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      65000 | PA      | $58633.80     | 0.04%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Staples Inc.                                                           | STAPLES INC SR SECURED 144A 09/29 10.75                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20107.50     | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                       | STAR PARENT INC SR SECURED 144A 10/30 9                                | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15879.68     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | 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      | $-173.92      | -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      | $-9670.88     | -0.01%            |  |  |  | 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      | $895.31       | 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      | $-74.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corporation                                                        | EQT CORP SR UNSECURED 144A 01/31 4.75                                  | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9929.28      | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                   | ECHOSTAR CORP SR SECURED 11/30 6.75                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      51400 | PA      | $50709.70     | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                   | ECHOSTAR CORP SR SECURED 11/30 3.875                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      15763 | PA      | $32080.86     | 0.02%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A                  | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $154102.49    | 0.12%             | 2042-01-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B2 144A                  | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $15936.99     | 0.01%             | 2042-01-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A                  | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     460000 | PA      | $487847.07    | 0.37%             | 2042-03-25      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA2 B1 144A                  | CUSIP: 35564KW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $16968.75     | 0.01%             | 2043-04-25      | Floating      | 11.95%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Dna3                                | FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA3 M2 144A                  | CUSIP: 35564NFA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $60108.89     | 0.05%             | 2044-10-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA1 M2 144A                  | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30000 | PA      | $29962.49     | 0.02%             | 2045-01-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M2 144A                  | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25046.97     | 0.02%             | 2045-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT MSCR 2024 MN9 M1 144A                   | FREDDIE MAC MULTIFAMILY STRUCT MSCR 2024 MN9 M1 144A                   | CUSIP: 355917AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19634 | PA      | $19778.01     | 0.02%             | 2044-10-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                          | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 02/29 9.25             | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10450.96     | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                          | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 9.125            | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15778.59     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM2 TRUST GCAT 2022 NQM2 A1 144A                            | GCAT 2022-NQM2 TRUST GCAT 2022 NQM2 A1 144A                            | CUSIP: 36169KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67898 | PA      | $67802.32     | 0.05%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/53 FIXED 4                                    | GINNIE MAE II POOL G2 05/53 FIXED 4                                    | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     490525 | PA      | $462474.12    | 0.35%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 4                                    | GINNIE MAE II POOL G2 11/52 FIXED 4                                    | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     491679 | PA      | $462562.62    | 0.35%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 4.5                                  | GINNIE MAE II POOL G2 11/52 FIXED 4.5                                  | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     484892 | PA      | $471146.50    | 0.36%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/55 FIXED 6                                    | GINNIE MAE II POOL G2 04/55 FIXED 6                                    | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     642867 | PA      | $656164.04    | 0.50%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                                  | GS MORTGAGE SECURITIES CORP II GSMS 2024 70P A 144A                    | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101083.79    | 0.08%             | 2041-03-10      | Variable      | 5.49%                 | 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      | $-3566.96     | -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      | $-682.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1117.31     | -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      | $-14.20       | -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      | $85.86        | 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      | $231.16       | 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      | $-911.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                    | SOLD RSD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $61.17        | 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      | $-33.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-146.01      | -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      | $1025.30      | 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      | $766.14       | 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      | $-1035.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-4352.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $930.91       | 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      | $-1993.58     | -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      | $-227.15      | -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      | $432.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-137.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-178.18      | -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      | $-5425.78     | -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      | $-60.32       | -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      | $-43.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-37.05       | -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      | $-425.24      | -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      | $46.70        | 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      | $-25.99       | -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      | $500.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-451.32      | -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      | $-6440.65     | -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      | $797.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $27.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                    | SOLD AUD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-83181.00    | -0.06%            |  |  |  | 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      | $275.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                   | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                            | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $126317.70    | 0.10%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                     | EMERA INC JR SUBORDINA 06/76 VAR                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     122000 | PA      | $122765.92    | 0.09%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                          | ENBRIDGE INC SUBORDINATED 07/80 VAR                                    | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $119849.69    | 0.09%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                          | ENBRIDGE INC SUBORDINATED 01/84 VAR                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $50904.63     | 0.04%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                     | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      63000 | PA      | $67120.83     | 0.05%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                     | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     226000 | PA      | $224526.92    | 0.17%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc.                                                    | ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000                          | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     290000 | PA      | $246152.00    | 0.19%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Enstar Group Limited                                                   | ENSTAR GROUP LTD PREFERRED STOCK VAR                                   | CUSIP: 29359U109<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       2794 | NS      | $66217.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                                              | ETSY INC SR UNSECURED 09/27 0.125                                      | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     290000 | PA      | $263407.00    | 0.20%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| Etsy Inc.                                                              | ETSY INC SR UNSECURED 144A 06/30 1                                     | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32439.00     | 0.02%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc.                                                 | EURONET WORLDWIDE INC SR UNSECURED 144A 10/30 0.625                    | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31596.80     | 0.02%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                     | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                               | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $62687.94     | 0.05%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Evergy Inc.                                                            | EVERGY INC SR UNSECURED 12/27 4.5                                      | CUSIP: 30034WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $11990.00     | 0.01%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc.                                                    | EVOLENT HEALTH INC SR UNSECURED 12/29 3.5                              | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |     290000 | PA      | $238960.00    | 0.18%             | 2029-12-01      | Fixed         | 3.50%                 | 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        |      46000 | PA      | $43608.75     | 0.03%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                        | FMC CORP SUBORDINATED 11/55 VAR                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     113000 | PA      | $118060.71    | 0.09%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C03 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C03 1B                          | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24722 | PA      | $26222.78     | 0.02%             | 2028-10-25      | Floating      | 16.21%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C04 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C04 1B                          | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24508 | PA      | $26217.97     | 0.02%             | 2029-01-25      | Floating      | 14.71%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C06 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C06 1B                          | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49242 | PA      | $52959.31     | 0.04%             | 2029-04-25      | Floating      | 13.71%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5.5                                    | FREDDIE MAC POOL FR 11/54 FIXED 5.5                                    | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197442 | PA      | $198649.23    | 0.15%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                 | FEDERAL HOME LOAN MORTGAGE COR PREFERRED STOCK VAR                     | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |        575 | NS      | $9109.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSO PREFERRED STOCK VAR                     | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |        575 | NS      | $9746.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 7 EZ                                        | FANNIE MAE REMICS FNR 2025 7 EZ                                        | CUSIP: 3136BUWH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247807 | PA      | $235783.28    | 0.18%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 22 AZ                                       | FANNIE MAE REMICS FNR 2025 22 AZ                                       | CUSIP: 3136BVNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163345 | PA      | $152627.18    | 0.12%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 44 ZA                                       | FANNIE MAE REMICS FNR 2025 44 ZA                                       | CUSIP: 3136BWCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162008 | PA      | $146400.80    | 0.11%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                            | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96835 | PA      | $1187.66      | 0.00%             | 2027-09-25      | Variable      | 0.82%                 | 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        |      88909 | PA      | $12900.13     | 0.01%             | 2055-10-25      | Variable      | 2.77%                 | 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        |     219532 | PA      | $5054.48      | 0.00%             | 2029-11-25      | Variable      | 0.75%                 | 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        |      98059 | PA      | $519.75       | 0.00%             | 2026-10-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                            | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166718 | PA      | $9266.52      | 0.01%             | 2030-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4975 EI                                         | FREDDIE MAC REMICS FHR 4975 EI                                         | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88006 | PA      | $17572.76     | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                       | FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                       | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88578 | PA      | $9583.09      | 0.01%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5158 GI                                         | FREDDIE MAC REMICS FHR 5158 GI                                         | CUSIP: 3137H3Y89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81174 | PA      | $14658.54     | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5462 S                                          | FREDDIE MAC REMICS FHR 5462 S                                          | CUSIP: 3137HFQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113439 | PA      | $9443.41      | 0.01%             | 2054-10-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                 | FIRST BRANDS GROUP LLC 2022 INCREMENTAL TERM LOAN                      | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99187 | PA      | $94021.12     | 0.07%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                                             | FIVE9 INC SR UNSECURED 03/29 1                                         | CUSIP: 338307AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $177282.16    | 0.14%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                      | FLUOR CORP SR UNSECURED 08/29 1.125                                    | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      53000 | PA      | $61241.50     | 0.05%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc.                                                   | GUARDANT HEALTH INC SR UNSECURED 02/31 1.25                            | CUSIP: 40131MAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $20295.00     | 0.02%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                  | HIGHTOWER HOLDINGS LLC 2025 1ST LIEN TERM LOAN B                       | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145146 | PA      | $144874.21    | 0.11%             | 2032-02-03      | Floating      | 7.07%                 | 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        |   10000000 | PA      | $10894.25     | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | 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        |    3735000 | PA      | $3158237.75   | 2.42%             | 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        |    2782000 | PA      | $131382.80    | 0.10%             | 2044-01-31      | Fixed         | 8.75%                 | 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        |    1120000 | PA      | $61821.23     | 0.05%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                   | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                   | CUSIP: EJ7500196<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    6058000 | PA      | $306168.35    | 0.23%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/30 0.5                    | DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/30 0.5                    | CUSIP: EK1581793<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    2435559 | PA      | $2842806.41   | 2.18%             | 2030-04-15      | Fixed         | 0.50%                 | 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        |    2825000 | PA      | $2212271.96   | 1.69%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                           | BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                           | CUSIP: EK6971114<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1398000 | PA      | $1026702.33   | 0.79%             | 2055-05-15      | Fixed         | 6.00%                 | 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        |  175200000 | PA      | $38332.47     | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | 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        |     709000 | PA      | $35586.15     | 0.03%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 02/33 1.875                | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 02/33 1.875                | CUSIP: EK7733182<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   20464637 | PA      | $935788.74    | 0.72%             | 2033-02-28      | Fixed         | 1.88%                 | 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        |     374000 | PA      | $94823.93     | 0.07%             | 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        |   90000000 | PA      | $91606.68     | 0.07%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                          | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     507000 | PA      | $90910.83     | 0.07%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COLOMBIAN TES SR UNSECURED 04/35 4.75                                  | COLOMBIAN TES SR UNSECURED 04/35 4.75                                  | CUSIP: JV7634985<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 5603592092 | PA      | $1237972.25   | 0.95%             | 2035-04-04      | Fixed         | 4.75%                 | 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        |     500000 | PA      | $18113.46     | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/27 2.5                          | REPUBLIC OF POLAND GOVERNMENT BONDS 07/27 2.5                          | CUSIP: QZ7524254<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     124000 | PA      | $32885.62     | 0.03%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 02/38 6.5                                      | ICELAND RIKISBREF BONDS 02/38 6.5                                      | CUSIP: YR6906709<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   89460000 | PA      | $706675.53    | 0.54%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                   | TITULOS DE TESORERIA                                                   | CUSIP: YS5453008<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 3054715464 | PA      | $653764.92    | 0.50%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT RSD/SOLD USD                                                    | BOUGHT RSD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $1425.81      | 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      | $-1016.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $2588.68      | 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      | $890.47       | 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      | $-1872.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-1074.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $734.12       | 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      | $2037.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-262.41      | -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      | $1273.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-78.70       | -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      | $5125.77      | 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      | $-5906.54     | -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      | $-1122.37     | -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      | $1984.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-304.59      | -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      | $-47.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-87.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-6.71        | -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      | $314.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1477.06     | -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      | $96.13        | 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      | $9984.95      | 0.01%             |  |  |  | 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      | $3541.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CHF/SOLD USD                                                    | BOUGHT CHF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $131.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-517.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                    | BOUGHT JPY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $4652.93      | 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      | $-1919.05     | -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      | $-219.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                           | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                           | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $129990.36    | 0.10%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                         | LIVE NATION ENTERTAINMENT INC SR UNSECURED 144A 01/30 2.875            | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      40000 | PA      | $44782.66     | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                 | LUMENTUM HOLDINGS INC SR UNSECURED 12/29 1.5                           | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $40150.00     | 0.03%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC MF1 2025 FL19 A 144A                                 | MF1 2025-FL19 LLC MF1 2025 FL19 A 144A                                 | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100250.09    | 0.08%             | 2042-05-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                                               | MKS INC SR UNSECURED 06/30 1.25                                        | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20040.00     | 0.02%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                     | MP MATERIALS CORP SR UNSECURED 144A 04/26 0.25                         | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $170367.90    | 0.13%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                             | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 01/42 5.125                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $7281.53      | 0.01%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                             | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125               | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4880.22      | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                              | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05                       | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $16843.75     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                             | MAJORDRIVE HOLDINGS IV LLC SR UNSECURED 144A 06/29 6.375               | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $56293.50     | 0.04%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Limited                                                     | MAKEMYTRIP LTD SR UNSECURED 144A 07/30 0.0000                          | CUSIP: 56087FAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      14000 | PA      | $14829.63     | 0.01%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mara Holdings Inc.                                                     | MARA HOLDINGS INC SR UNSECURED 144A 08/32 0.0000                       | CUSIP: 565788AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18762.89     | 0.01%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                              | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5                       | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $67976.86     | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                             | MAUSER PACKAGING SOLUTIONS HOL SECURED 144A 04/27 9.25                 | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59724.95     | 0.05%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                    | MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B                        | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97800 | PA      | $97789.76     | 0.07%             | 2028-10-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc.                                              | MERCER INTERNATIONAL INC SR UNSECURED 02/29 5.125                      | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $55198.52     | 0.04%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc.                                             | MERIT MEDICAL SYSTEMS INC SR UNSECURED 144A 02/29 3                    | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      17000 | PA      | $20758.25     | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                             | MERITAGE HOMES CORP COMPANY GUAR 05/28 1.75                            | CUSIP: 59001ABF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $53094.45     | 0.04%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Incorporated                                             | MICROSTRATEGY INC SR UNSECURED 144A 03/30 0.0000                       | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      42000 | PA      | $44314.20     | 0.03%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-7593.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/55 2.375                             | UNITED STATES TREASURY INFLATI 02/55 2.375                             | CUSIP: 912810UH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1660929 | PA      | $1570517.26   | 1.20%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 05/55 4.75                              | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1984900 | PA      | $1930935.53   | 1.48%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 05/45 5                                 | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      70500 | PA      | $71678.67     | 0.05%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 05/35 4.25                              | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    3906600 | PA      | $3918808.13   | 3.00%             | 2035-05-15      | Fixed         | 4.25%                 | 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      | $564.11       | 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      | $-36.98       | -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      | $63.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $224.91       | 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      | $-827.08      | -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      | $-52.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $1004.41      | 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      | $408.03       | 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      | $-14.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-16.86       | -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      | $428.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $258.75       | 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      | $-21.89       | -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      | $111.04       | 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      | $-247.05      | -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      | $4.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                    | BOUGHT PHP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-15.26       | -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      | $-2899.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                    | SOLD RSD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-54.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $49.73        | 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      | $-76991.56    | -0.06%            |  |  |  | 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      | $71.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5493 KZ                                         | FREDDIE MAC REMICS FHR 5493 KZ                                         | CUSIP: 3137HHXC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     352668 | PA      | $335980.64    | 0.26%             | 2055-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5510 Z                                          | FREDDIE MAC REMICS FHR 5510 Z                                          | CUSIP: 3137HJP43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     278783 | PA      | $268293.30    | 0.21%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5548 CZ                                         | FREDDIE MAC REMICS FHR 5548 CZ                                         | CUSIP: 3137HLJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     151973 | PA      | $140392.53    | 0.11%             | 2055-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R03 2M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2025 R03 2M2 144A                    | CUSIP: 20754VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95000 | PA      | $96745.18     | 0.07%             | 2045-03-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                    | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $24999.94     | 0.02%             | 2044-07-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                    | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $26202.65     | 0.02%             | 2043-10-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                    | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $54725.15     | 0.04%             | 2045-01-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A                    | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25095.01     | 0.02%             | 2045-05-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                    | CUSIP: 207932AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $16134.45     | 0.01%             | 2042-12-25      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                         | COREWEAVE INC COMPANY GUAR 144A 02/31 9                                | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59399.78     | 0.05%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H022697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1116000 | PA      | $950607.46    | 0.73%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation                                            | REWORLD HOLDING CORP COMPANY GUAR 144A 12/29 4.875                     | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18371.70     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Incorporated                                              | CYTOKINETICS INC SR UNSECURED 07/27 3.5                                | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     221000 | PA      | $239387.20    | 0.18%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Datadog Inc.                                                           | DATADOG INC SR UNSECURED 144A 12/29 0.0000                             | CUSIP: 23804LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $96597.74     | 0.07%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                     | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95315 | PA      | $94469.95     | 0.07%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                     | DELUXE CORP SR SECURED 144A 09/29 8.125                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10417.62     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                                   | DENTSPLY SIRONA INC JR SUBORDINA 09/55 VAR                             | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33590.57     | 0.03%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| DexCom Inc.                                                            | DEXCOM INC SR UNSECURED 05/28 0.375                                    | CUSIP: 252131AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $239460.00    | 0.18%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5                  | DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5                  | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       3000 | PA      | $3182.05      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust L.P.                                              | DIGITAL REALTY TRUST LP COMPANY GUAR 144A 11/29 1.875                  | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      42000 | PA      | $43571.27     | 0.03%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                   | DOMINION ENERGY INC JR SUBORDINA 12/99 VAR                             | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      89000 | PA      | $87289.60     | 0.07%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                   | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33886.97     | 0.03%             | 2056-02-15      | Variable      | 6.20%                 | 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      | $420.03       | 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      | $6030.84      | 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      | $1981.65      | 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      | $-106.76      | -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      | $7560.54      | 0.01%             |  |  |  | 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      | $-55.36       | -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      | $12.48        | 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      | $337.16       | 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      | $-292.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5543 DZ                                         | FREDDIE MAC REMICS FHR 5543 DZ                                         | CUSIP: 3137HLL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172134 | PA      | $154582.10    | 0.12%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                        | FANNIE MAE POOL FN 07/38 FIXED VAR                                     | CUSIP: 3140XQNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111431 | PA      | $115400.27    | 0.09%             | 2038-07-01      | Fixed         | 6.00%                 | 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      | $-754.46      | -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      | $17974.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                    | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-25608.97    | -0.02%            |  |  |  | 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      | $1811.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GameStop Corp.                                                         | GAMESTOP CORP SR UNSECURED 144A 04/30 0.0000                           | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24497.13     | 0.02%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                              | GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6                    | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       3000 | PA      | $2975.41      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                        | FANNIE MAE POOL FN 09/38 FIXED 6                                       | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103751 | PA      | $107349.55    | 0.08%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                              | FANNIE MAE INTEREST STRIP FNS 441 C5                                   | CUSIP: 31424VEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92105 | PA      | $10986.18     | 0.01%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                  | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98032.36     | 0.08%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                   | GLOBAL PAYMENTS INC SR UNSECURED 03/31 1.5                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     355000 | PA      | $329972.50    | 0.25%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP             | ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP             | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |        455 | NS      | $36791.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B                        | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B                        | CUSIP: 46590MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $55361.66     | 0.04%             | 2049-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                     | FREDDIE MAC STRIPS FHS 400 C4                                          | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103519 | PA      | $18576.11     | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                     | FREDDIE MAC STRIPS FHS 405 C17                                         | CUSIP: 3142G5QB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86183 | PA      | $14040.50     | 0.01%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B                        | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B                        | CUSIP: 46642NBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $38500.80     | 0.03%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                            | JD.COM INC SR UNSECURED 144A 06/29 0.25                                | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | CN        |      45000 | PA      | $45922.50     | 0.04%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                            | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                            | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $50914.21     | 0.04%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875             | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $69558.59     | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase and Co.                                                 | JPMORGAN CHASE and CO JR SUBORDINA 12/99 VAR                           | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123248.76    | 0.09%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LABL Inc.                                                              | LABL INC SR SECURED 144A 10/31 8.625                                   | CUSIP: 50168QAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $84899.91     | 0.07%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                        | LCM INVESTMENTS HOLDINGS II LL SR UNSECURED 144A 08/31 8.25            | CUSIP: 50190EAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8482.66      | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                          | LFS TOPCO LLC SR UNSECURED 144A 07/30 8.75                             | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $126191.18    | 0.10%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                      | MICROCHIP TECHNOLOGY INC SR UNSECURED 144A 06/30 0.75                  | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36957.74     | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                         | MORGAN STANLEY PREFERRED STOCK 6.625                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       2400 | NS      | $62232.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                         | MORGAN STANLEY PREFERRED STOCK 4.25                                    | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       1250 | NS      | $22212.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                    | MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25                       | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $27727.78     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Hungary Government International Bond                                  | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625           | CUSIP: BJ0850450<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     110000 | PA      | $112906.63    | 0.09%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                     | UNITED KINGDOM GILT BONDS REGS 10/61 0.5                               | CUSIP: BJ4579378<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    1390000 | PA      | $458501.64    | 0.35%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                  | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/35 1.75            | CUSIP: BJ8146422<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     430000 | PA      | $406417.05    | 0.31%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75                 | CUSIP: BK4676346<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    4755000 | PA      | $1643648.07   | 1.26%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                | STMICROELECTRONICS NV SR UNSECURED REGS 08/27 0.0000                   | CUSIP: BK6867067<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     400000 | PA      | $387467.69    | 0.30%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585                      | CUSIP: BK8156469<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    2842000 | PA      | $89753.71     | 0.07%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/31 6.5                                | CUSIP: BK8407086<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  461000000 | PA      | $28657.72     | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                   | CELLNEX TELECOM SA SR UNSECURED REGS 11/31 0.75                        | CUSIP: BM3171360<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $419148.08    | 0.32%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Accor                                                                  | ACCOR SA SR UNSECURED REGS 12/27 0.7                                   | CUSIP: BM8244261<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      70000 | PA      | $44613.01     | 0.03%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                         | CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375               | CUSIP: BN3253588<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $18000.00     | 0.01%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/36 6.25                                         | COLOMBIAN TES BONDS 07/36 6.25                                         | CUSIP: BN5058530<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  217200000 | PA      | $37129.29     | 0.03%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125                  | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125                  | CUSIP: BN7082231<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     955736 | PA      | $714138.13    | 0.55%             | 2051-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/33 0.1                    | DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/33 0.1                    | CUSIP: BN8684431<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |     762321 | PA      | $850011.99    | 0.65%             | 2033-04-15      | Fixed         | 0.10%                 | 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        |    2606000 | PA      | $84202.53     | 0.06%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 03/31 7                                            | COLOMBIAN TES BONDS 03/31 7                                            | CUSIP: BQ2333632<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   27800000 | PA      | $5706.82      | 0.00%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/42 7.125                              | CUSIP: BQ3773885<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  181000000 | PA      | $11291.16     | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/55 FIXED 5.5                                    | FREDDIE MAC POOL FR 09/55 FIXED 5.5                                    | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49995 | PA      | $50300.65     | 0.04%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                     | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76472 | PA      | $66993.42     | 0.05%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                    | FIFTH THIRD BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50862.54     | 0.04%             | 2025-09-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                    | FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                    | CUSIP: 32057JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $185388.43    | 0.14%             | 2027-12-15      | Fixed         | 1.66%                 | 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      | $5099.53      | 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      | $10801.25     | 0.01%             |  |  |  | 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      | $-955.95      | -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      | $2163.07      | 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      | $277.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 C 144A                    | FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 C 144A                    | CUSIP: 33768NAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99243.77     | 0.08%             | 2039-05-19      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                      | FIRSTENERGY CORP SR UNSECURED 144A 01/29 3.625                         | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     485000 | PA      | $506602.25    | 0.39%             | 2029-01-15      | Fixed         | 3.62%                 | 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      | $9.58         | 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      | $-2341.89     | -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      | $-193.63      | -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      | $-108.14      | -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      | $-165.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-113.00      | -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      | $52.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-549.10      | -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      | $-96.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-464.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-9.45        | -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      | $-13627.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                      | FIRSTENERGY CORP SR UNSECURED 144A 01/31 3.875                         | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     425000 | PA      | $449650.00    | 0.34%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                              | FLYNN RESTAURANT GROUP LP 2025 INCREMENTAL TERM LOAN                   | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99750 | PA      | $99890.65     | 0.08%             | 2032-01-28      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| BOUGHT HKD/SOLD USD                                                    | BOUGHT HKD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |          1 | NC      | $117.10       | 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      | $2091.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                          | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR                     | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      96000 | PA      | $94451.06     | 0.07%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                          | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR                     | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31568.88     | 0.02%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                           | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                     | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      24000 | PA      | $25448.90     | 0.02%             | 2029-02-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                           | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32172.48     | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: —       |
| Repay Holdings Corporation                                             | REPAY HOLDINGS CORP SR UNSECURED 144A 07/29 2.875                      | CUSIP: 76029LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $53647.22     | 0.04%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                  | URUGUAY GOVERNMENT INTERNATION SR UNSECURED 07/33 9.75                 | CUSIP: 760942BF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    2209500 | PA      | $60987.71     | 0.05%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                         | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/29 4.125             | CUSIP: 76169XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $275075.45    | 0.21%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                   | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5                        | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14426.21     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                   | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                            | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5147.78      | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                           | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75              | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15668.66     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-1 Ltd.                                         | ROCKFORD TOWER CLO 2021-1 LTD ROCKT 2021 1A B 144A                     | CUSIP: 77341KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250412.00    | 0.19%             | 2034-07-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                    | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                        | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |     371993 | NS      | $371993.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Mscr Trust Mn10                                            | FREDDIE MAC MSCR TRUST MN10 MSCR 2025 MN10 M1 144A                     | CUSIP: 35563UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86470 | PA      | $85747.11     | 0.07%             | 2045-02-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn11                                            | FREDDIE MAC MSCR TRUST MN11 MSCR 2025 MN11 M2 144A                     | CUSIP: 35563YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $55005.31     | 0.04%             | 2045-07-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                      | SM ENERGY CO SR UNSECURED 144A 08/29 6.75                              | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13129.73     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                                | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375                         | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $56352.20     | 0.04%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                            | SANTANDER HOLDINGS USA INC SR UNSECURED 03/29 VAR                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102369.78    | 0.08%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                         | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $168615.42    | 0.13%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The E.W. Scripps Company                                               | EW SCRIPPS CO/THE SR SECURED 144A 08/30 9.875                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      95000 | PA      | $89303.61     | 0.07%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                 | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8857.45      | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | 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        |      20000 | PA      | $19056.41     | 0.01%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                     | SEAGATE HDD CAYMAN COMPANY GUAR 06/28 3.5                              | CUSIP: 81180WBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      20000 | PA      | $41117.90     | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc.                               | SEDGWICK CLAIMS MGMT SRVCS INC 2023 TERM LOAN B                        | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     124456 | PA      | $124766.85    | 0.10%             | 2031-07-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                                                    | SEMTECH CORP COMPANY GUAR 11/27 1.625                                  | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      17000 | PA      | $28218.75     | 0.02%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                 | SEMPRA PREFERRED STOCK 07/79 5.75                                      | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        459 | NS      | $10400.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                 | SEMPRA JR SUBORDINA 04/56 VAR                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55443.08     | 0.04%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| START II LTD STARR 2019 1 A 144A                                       | START II LTD STARR 2019 1 A 144A                                       | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      89465 | PA      | $88901.43     | 0.07%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Stem Inc.                                                              | STEM INC SR UNSECURED 144A 12/28 0.5                                   | CUSIP: 85859NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $5200.00      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                             | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54588 | PA      | $55447.89     | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA3                                | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A                  | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180000 | PA      | $181575.00    | 0.14%             | 2041-09-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A                  | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156116 | PA      | $156663.09    | 0.12%             | 2041-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                                | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA7 B2 144A                  | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10000 | PA      | $10643.80     | 0.01%             | 2041-11-25      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA1 M2 144A                  | CUSIP: 35564KP94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $27257.75     | 0.02%             | 2043-03-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES BILLS 07/27 0.00000                                       | MEXICO CETES BILLS 07/27 0.00000                                       | CUSIP: YM2810211<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1121800 | PA      | $51898.32     | 0.04%             | 2027-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 01/35 11.75                                        | COLOMBIAN TES BONDS 01/35 11.75                                        | CUSIP: YM8536158<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  195400000 | PA      | $48322.13     | 0.04%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Attica Bank S.A.                                                       | ATTICA BANK SA JR SUBORDINA REGS 12/99 VAR                             | CUSIP: YN1655490<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     100000 | PA      | $123850.97    | 0.09%             | 2031-01-31      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/35 6                    | CUSIP: YN1820391<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     331000 | PA      | $97361.08     | 0.07%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                     | UBS SWITZERLAND AG COVERED REGS 06/31 3.146                            | CUSIP: YX0680265<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     100000 | PA      | $118734.25    | 0.09%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2               | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2               | CUSIP: YX3235695<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    5000000 | PA      | $5607.44      | 0.00%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                             | BERTRAND FRANCHISE FINANCE SAS SR SECURED REGS 07/30 6.5               | CUSIP: YX3582567<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118859.87    | 0.09%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/39 7                    | CUSIP: YX8593908<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     222000 | PA      | $67265.00     | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                  | SCHNEIDER ELECTRIC SE SR UNSECURED REGS 06/31 1.625                    | CUSIP: YX9823841<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121899.09    | 0.09%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                            | REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                            | CUSIP: ZB2921763<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     588000 | PA      | $156507.39    | 0.12%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 03/29 7               | CUSIP: ZD2723355<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    6100000 | PA      | $69657.26     | 0.05%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                   | UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                   | CUSIP: ZD3395385<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     384599 | PA      | $385328.74    | 0.30%             | 2054-11-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                       | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 03/31 6.75                 | CUSIP: ZD4889477<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    5000000 | PA      | $56732.27     | 0.04%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                         | CUSIP: ZD5986595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     228000 | PA      | $62600.15     | 0.05%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/34 2.8                        | CUSIP: ZF0235696<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    1075000 | PA      | $37274.56     | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                     | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                     | CUSIP: ZF1597342<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     526000 | PA      | $72557.41     | 0.06%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                          | CUSIP: ZF1603256<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    7743000 | PA      | $1179316.37   | 0.90%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                             | CAESARS ENTERTAINMENT CORP TERM LOAN B                                 | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85838 | PA      | $85515.61     | 0.07%             | 2030-02-06      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                             | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7                      | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11375.30     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 06/35 3.25                              | CANADIAN GOVERNMENT BOND BONDS 06/35 3.25                              | CUSIP: 135087S62<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    2630000 | PA      | $1894343.03   | 1.45%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cardlytics Inc.                                                        | CARDLYTICS INC SR UNSECURED 09/25 1                                    | CUSIP: 14161WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $52799.78     | 0.04%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE 0925                                                  | EURO-BOBL FUTURE 0925                                                  | CUSIP: ADI2TGYP0<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         22 | NC      | $4867.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euro-BTP Future Jun 17 0925                                            | Euro-BTP Future Jun 17 0925                                            | CUSIP: ADI2VGS90<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         29 | NC      | $28072.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-OAT FUTURE 0925                                                   | EURO-OAT FUTURE 0925                                                   | CUSIP: ADI2VGSX7<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         18 | NC      | $42145.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0925                                                  | EURO-BUND FUTURE 0925                                                  | CUSIP: ADI2VGSY5<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          3 | NC      | $-389.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0925                                                   | EURO-SCHATZ FUT 0925                                                   | CUSIP: ADI2VGT08<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         88 | NC      | $10509.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0925                                                 | AUST 10Y BOND FUT 0925                                                 | CUSIP: ADI2VT1T7<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         33 | NC      | $-1860.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 1225                                                  | US 10YR NOTE CBT 1225                                                  | CUSIP: ADI2WQ4K8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         45 | NC      | $16107.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO BUXL 30Y BND 0925                                                 | EURO BUXL 30Y BND 0925                                                 | CUSIP: ADI2WX449<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          5 | NC      | $10547.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 1225                                                 | CAN 10YR BOND FUT 1225                                                 | CUSIP: ADI2WYBB3<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         41 | NC      | $24699.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 1225                                                  | LONG GILT FUTURE 1225                                                  | CUSIP: ADI2X61Z1<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         13 | NC      | $-1014.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 1225                                                 | US 10YR ULTRA FUT 1225                                                 | CUSIP: ADI2X6264<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         24 | NC      | $14215.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US ULTRA BOND CBT 1225                                                 | US ULTRA BOND CBT 1225                                                 | CUSIP: ADI2X7YN0<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         11 | NC      | $-6204.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 1225                                                   | US LONG BONDCBT 1225                                                   | CUSIP: ADI2XGZN9<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         12 | NC      | $-2549.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 1225                                                   | US 2YR NOTE CBT 1225                                                   | CUSIP: ADI2XSWM8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         50 | NC      | $-10258.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 1225                                                   | US 5YR NOTE CBT 1225                                                   | CUSIP: ADI2Y3070<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         53 | NC      | $15628.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/36 8.25                               | CUSIP: AF1743877<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1620000000 | PA      | $111668.84    | 0.09%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 08/32 7.5                                | CUSIP: AL1453656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1631000000 | PA      | $105992.52    | 0.08%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 06/32 7                                            | COLOMBIAN TES BONDS 06/32 7                                            | CUSIP: AM1281642<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  438300000 | PA      | $86036.56     | 0.07%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 11/28 5                                        | ICELAND RIKISBREF BONDS 11/28 5                                        | CUSIP: AM2164920<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |  246210000 | PA      | $1871517.84   | 1.43%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                    | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                    | CUSIP: AM6596531<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    1530000 | PA      | $1122537.81   | 0.86%             | 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        |    2878800 | PA      | $131697.25    | 0.10%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 04/37 4.762                             | CUSIP: AN1292431<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     284000 | PA      | $74996.14     | 0.06%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15                           | CUSIP: AO4008642<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     122000 | PA      | $36180.86     | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                        | ABG INTERMEDIATE HOLDS 2 LLC 2024 1ST LIEN TERM LOAN B                 | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57896 | PA      | $57760.03     | 0.04%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                  | AGNC INVESTMENT CORP PREFERRED STOCK VAR                               | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $250200.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                               | CELANESE US HOLDINGS LLC COMPANY GUAR 11/33 7.2                        | CUSIP: 15089QAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $57228.27     | 0.04%             | 2033-11-15      | Fixed         | 7.20%                 | 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      | $687.13       | 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      | $-3564.38     | -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      | $49.86        | 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      | $135.91       | 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      | $752.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $350.39       | 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      | $1055.12      | 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      | $-536.04      | -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      | $-139.19      | -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      | $69.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 2 CI                                        | FANNIE MAE REMICS FNR 2023 2 CI                                        | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84224 | PA      | $10931.54     | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2024 86 SA                                       | FANNIE MAE REMICS FNR 2024 86 SA                                       | CUSIP: 3136BTZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162484 | PA      | $6476.77      | 0.00%             | 2054-12-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 7 BZ                                        | FANNIE MAE REMICS FNR 2025 7 BZ                                        | CUSIP: 3136BUVS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175530 | PA      | $167954.53    | 0.13%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                      | SUNNOVA ENERGY INTERNATIONAL I SR UNSECURED 12/26 0.25                 | CUSIP: 86745KAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $305.00       | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                      | SUNNOVA ENERGY INTERNATIONAL I SR UNSECURED 02/28 2.625                | CUSIP: 86745KAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40.00        | 0.00%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                              | SUNOCO LP COMPANY GUAR 144A 05/29 7                                    | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5192.44      | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/43 7.125                              | CUSIP: BY4236828<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  147000000 | PA      | $9161.13      | 0.01%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45                       | CUSIP: BY4967448<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    2252000 | PA      | $87464.59     | 0.07%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/38 7.125                              | CUSIP: BY9716295<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 2190000000 | PA      | $137213.89    | 0.11%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| La Banque Postale                                                      | LA BANQUE POSTALE SA REGS 09/28 VAR                                    | CUSIP: BZ0060526<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $137232.33    | 0.11%             | 2028-09-21      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                  | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 12/31 2.875                 | CUSIP: ZG3958094<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     400000 | PA      | $378823.60    | 0.29%             | 2031-12-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nxera Pharma Co. Ltd.                                                  | NXERA PHARMA CO LTD SR UNSECURED REGS 12/28 0.25                       | CUSIP: ZG4009236<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $195120.96    | 0.15%             | 2028-12-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                               | TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                               | CUSIP: ZH5408328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    5601320 | PA      | $126086.80    | 0.10%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 04/29 6.875                              | CUSIP: ZH8062890<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1040000000 | PA      | $65626.24     | 0.05%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                            | GOEASY LTD SR UNSECURED 144A 10/30 7.375                               | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25757.78     | 0.02%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                            | GOEASY LTD COMPANY GUAR 144A 02/31 6.875                               | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $80002.19     | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                        | GRAY MEDIA INC SR SECURED 144A 08/33 7.25                              | CUSIP: 389375AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39406.58     | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                  | CUSIP: BN9945377<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   35360000 | PA      | $3039954.34   | 2.33%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings S.A.                                        | PIRAEUS FINANCIAL HOLDINGS SA JR SUBORDINA REGS 12/99 VAR              | CUSIP: BP9634307<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $242490.80    | 0.19%             | 2026-06-16      | Variable      | 8.75%                 | 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        |     370000 | PA      | $82653.38     | 0.06%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95                 | CUSIP: BR1344414<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     960000 | PA      | $35447.90     | 0.03%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                                       | ANA HOLDINGS INC SR UNSECURED REGS 12/31 0.0000                        | CUSIP: BS6427592<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $76690.14     | 0.06%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/31 6               | CUSIP: BS7653915<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    3300000 | PA      | $35805.91     | 0.03%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                          | CUSIP: BT2749815<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     251000 | PA      | $39502.81     | 0.03%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582                             | CUSIP: BT4584806<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     369000 | PA      | $88779.34     | 0.07%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 05/42 9.25                                         | COLOMBIAN TES BONDS 05/42 9.25                                         | CUSIP: BT5050872<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  773800000 | PA      | $156052.28    | 0.12%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                  | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    3640000 | PA      | $163806.37    | 0.13%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 02/42 4.5                                      | ICELAND RIKISBREF BONDS 02/42 4.5                                      | CUSIP: BU9357890<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   22365000 | PA      | $141836.86    | 0.11%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                | ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                | CUSIP: BV1224013<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     270000 | PA      | $59876.36     | 0.05%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696                             | CUSIP: BV8949489<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      75000 | PA      | $20045.92     | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | 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        |    1590800 | PA      | $71959.10     | 0.06%             | 2053-07-31      | Fixed         | 8.00%                 | 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        |  517000000 | PA      | $32059.11     | 0.02%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/33 7                                  | CUSIP: BY4236786<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1901000000 | PA      | $120196.50    | 0.09%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ESC GCB ALTA MESA HLDG 12/24 7.875                                     | ESC GCB ALTA MESA HLDG 12/24 7.875                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     460000 | PA      | $46.00        | 0.00%             | 2049-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altria Group Inc.                                                      | ALTRIA GROUP INC COMPANY GUAR 06/31 3.125                              | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     170000 | PA      | $195112.44    | 0.15%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                            | ARES MANAGEMENT CORP PREFERRED STOCK 10/27 6.75                        | CUSIP: 03990B309<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        880 | NS      | $48268.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aretec Group Inc.                                                      | ARETEC GROUP INC 2024 1ST LIEN TERM LOAN B                             | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98260 | PA      | $98304.21     | 0.08%             | 2030-08-09      | Floating      | 7.82%                 | 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      | $1510.41      | 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      | $2646.39      | 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      | $237.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-139.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                    | SOLD AUD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-56.37       | -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      | $542.74       | 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      | $111.00       | 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      | $1338.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-5.85        | -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      | $-117.74      | -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      | $-89.25       | -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      | $-18.66       | -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      | $224.22       | 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      | $-1450.23     | -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      | $-74.46       | -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      | $-1617.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-114.43      | -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      | $-95.62       | -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      | $-700.89      | -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      | $281.61       | 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      | $17.64        | 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      | $-77.07       | -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      | $-34.22       | -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      | $-477.45      | -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      | $942.63       | 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      | $-1267.41     | -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      | $300.58       | 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      | $636.16       | 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      | $419.08       | 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      | $-764.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                    | BOUGHT PHP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $424.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-85.06       | -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      | $-570.23      | -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      | $122.29       | 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      | $-8.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                    | BOUGHT ARS/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-846.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $83.24        | 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      | $-369.57      | -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      | $-55.17       | -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      | $325.70       | 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      | $-28.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                    | BOUGHT GBP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $209.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                    | BOUGHT PHP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-2242.41     | -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      | $-4617.60     | -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      | $-29395.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-146.67      | -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      | $-4809.01     | -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      | $-109.29      | -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      | $-172.61      | -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      | $7.25         | 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      | $42.86        | 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      | $-101.81      | -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      | $0.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                  | KEURIG DR PEPPER INC COMPANY GUAR 05/50 3.8                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     110000 | PA      | $77709.86     | 0.06%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                  | KEURIG DR PEPPER INC COMPANY GUAR 05/35 5.15                           | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79001.95     | 0.06%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LABL Inc.                                                              | LABL INC SR SECURED 144A 11/28 5.875                                   | CUSIP: 50168QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $2379.23      | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc.                                                 | LANTHEUS HOLDINGS INC COMPANY GUAR 12/27 2.625                         | CUSIP: 516544AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11686.59     | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                 | LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5                           | CUSIP: 527298CD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14000 | PA      | $12565.00     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                 | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875                      | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $75673.13     | 0.06%             | 2033-06-30      | Fixed         | 6.88%                 | 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        |      36000 | PA      | $35306.85     | 0.03%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                             | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 12/34 4.5                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $62459.19     | 0.05%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                    | PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                    | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249991.25    | 0.19%             | 2033-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                    | PARSONS CORP SR UNSECURED 03/29 2.625                                  | CUSIP: 70202LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $116917.50    | 0.09%             | 2029-03-01      | Fixed         | 2.62%                 | 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        |      60000 | PA      | $57389.48     | 0.04%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Rocket Companies Inc.                                                  | ROCKET COS INC SR UNSECURED 144A 08/33 6.375                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15565.88     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                            | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                            | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79400 | PA      | $81291.60     | 0.06%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | CUSIP: 01F042491<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22000 | PA      | $21952.74     | 0.02%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $33665.63     | 0.03%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2558000 | PA      | $2522727.48   | 1.93%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F050692<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -250000 | PA      | $-246552.73   | -0.19%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | CUSIP: 01F052490<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1275000 | PA      | $1303189.49   | 1.00%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6556000 | PA      | $6594414.23   | 5.05%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $306515.64    | 0.23%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                              | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                              | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1156000 | PA      | $1199033.83   | 0.92%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                              | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                              | CUSIP: 01F062689<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1156000 | PA      | $-1199033.83  | -0.92%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     280000 | PA      | $290139.05    | 0.22%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F062697<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -280000 | PA      | $-290139.05   | -0.22%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F0626A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1676000 | PA      | $-1735838.23  | -1.33%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                           | ALNYLAM PHARMACEUTICALS INC SR UNSECURED 09/27 1                       | CUSIP: 02043QAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $64940.00     | 0.05%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                           | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                                | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      79000 | PA      | $80052.20     | 0.06%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                           | AMERICAN NATIONAL GROUP INC JR SUBORDINA 12/55 VAR                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      99000 | PA      | $101300.76    | 0.08%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                           | AMERICAN WATER CAPITAL CORP COMPANY GUAR 06/26 3.625                   | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     865000 | PA      | $870238.40    | 0.67%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375           | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375           | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $175436.94    | 0.13%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                     | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                     | CUSIP: 03465LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $47598.25     | 0.04%             | 2065-04-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625           | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625           | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18615.60     | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | 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        |     625000 | PA      | $397031.25    | 0.30%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Arrival                                                                | ARRIVAL SA SR UNSECURED 144A 12/26 3.5                                 | CUSIP: 04271QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     170000 | PA      | $8.50         | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/33 6.875            | ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/33 6.875            | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $235461.34    | 0.18%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURION LLC 2021 2ND LIEN TERM LOAN B3                                 | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     130000 | PA      | $126302.80    | 0.10%             | 2028-01-31      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                 | AZORRA FINANCE LTD COMPANY GUAR 144A 01/31 7.25                        | CUSIP: 05480AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      10000 | PA      | $10328.32     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A                               | BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A                               | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $104286.97    | 0.08%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO III LTD BBAM 2023 3A D 144A                                | BBAM US CLO III LTD BBAM 2023 3A D 144A                                | CUSIP: 054972AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251525.75    | 0.19%             | 2038-10-15      | Floating      | 12.92%                | 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        |      19000 | PA      | $17430.27     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                       | BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                       | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15418.94     | 0.01%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                         | BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                         | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $70436.07     | 0.05%             | 2057-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                       | BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                       | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15545.75     | 0.01%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                               | BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                               | CUSIP: 05592VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $10130.73     | 0.01%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA BX 2021 ARIA D 144A                                 | BX TRUST 2021-ARIA BX 2021 ARIA D 144A                                 | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $25015.63     | 0.02%             | 2036-10-15      | Floating      | 6.37%                 | 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        |       7000 | PA      | $7002.20      | 0.01%             | 2034-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT E 144A                     | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT E 144A                     | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96883 | PA      | $96489.22     | 0.07%             | 2036-09-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| BX 2024-BRVE BX 2024 BRVE B 144A                                       | BX 2024-BRVE BX 2024 BRVE B 144A                                       | CUSIP: 05612KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97329 | PA      | $97329.03     | 0.07%             | 2026-04-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                     | BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                     | CUSIP: 05683NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100062.10    | 0.08%             | 2034-07-24      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125             | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125             | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12454.12     | 0.01%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                         | BANDWIDTH INC SR UNSECURED 03/26 0.25                                  | CUSIP: 05988JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $32399.51     | 0.02%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                       | BEYOND MEAT INC SR UNSECURED 03/27 0.00000                             | CUSIP: 08862EAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $14062.50     | 0.01%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc.                                                     | BILL HOLDINGS INC SR UNSECURED 144A 04/30 0.0000                       | CUSIP: 090043AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $90090.00     | 0.07%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                            | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/32 4.75            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $8348.65      | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                         | CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                         | CUSIP: 12532ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $50896.28     | 0.04%             | 2049-11-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                      | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3974.99      | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                      | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 02/31 4.75              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      38000 | PA      | $32390.98     | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                      | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/34 9.75              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116470.59    | 0.09%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                 | CMS ENERGY CORP JR SUBORDINA 06/50 VAR                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      72000 | PA      | $69630.59     | 0.05%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                        | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                        | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17501 | PA      | $17122.97     | 0.01%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                        | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                        | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $23990.49     | 0.02%             | 2047-02-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC15 Mortgage Trust                                          | COMM 2014-LC15 MORTGAGE TRUST COMM 2014 LC15 D 144A                    | CUSIP: 12591TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68098 | PA      | $66790.22     | 0.05%             | 2047-04-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                        | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 D 144A                   | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3222 | PA      | $3125.29      | 0.00%             | 2047-08-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                    | CP ATLAS BUYER INC SR SECURED 144A 07/30 9.75                          | CUSIP: 12597YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3095.40      | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                    | CP ATLAS BUYER INC SECURED 144A 01/31 12.75                            | CUSIP: 12597YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19026.44     | 0.01%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                                  | CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                                  | CUSIP: 12598HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46813 | PA      | $42403.33     | 0.03%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                 | CVS HEALTH CORP JR SUBORDINA 12/54 VAR                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32438.66     | 0.02%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                 | CVS HEALTH CORP JR SUBORDINA 03/55 VAR                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      48000 | PA      | $49973.18     | 0.04%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                         | CABLE ONE INC COMPANY GUAR 03/28 1.125                                 | CUSIP: 12685JAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $19925.00     | 0.02%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                   | CARNIVAL CORP COMPANY GUAR 12/27 5.75                                  | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       4000 | PA      | $9812.37      | 0.01%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crocs Inc.                                                             | CROCS INC 2024 TERM LOAN                                               | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      50000 | PA      | $50156.50     | 0.04%             | 2029-02-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A B 144A                                    | DATABANK ISSUER COLO 2021 1A B 144A                                    | CUSIP: 23802WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40000 | PA      | $39388.48     | 0.03%             | 2051-02-27      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                   | DATABANK ISSUER COLO 2021 2A A2 144A                                   | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $43702.92     | 0.03%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-1                                      | VERUS SECURITIZATION TRUST 202 VERUS 2025 1 A3 144A                    | CUSIP: 92540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92968 | PA      | $93712.42     | 0.07%             | 2070-01-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc.                                            | VISHAY INTERTECHNOLOGY INC SR UNSECURED 09/30 2.25                     | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54021.75     | 0.04%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375           | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |       8000 | PA      | $7700.48      | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5             | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5             | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      10000 | PA      | $10399.75     | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                  | WEC ENERGY GROUP INC SR UNSECURED 06/29 4.375                          | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      46000 | PA      | $53935.00     | 0.04%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                  | WEC ENERGY GROUP INC SR UNSECURED 144A 06/28 3.375                     | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     315000 | PA      | $318780.00    | 0.24%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                | WELLS FARGO and CO JR SUBORDINA 12/99 VAR                              | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32682.62     | 0.03%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A                    | WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A                    | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4928 | PA      | $4492.53      | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                         | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                         | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $55310.83     | 0.04%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                       | WELLTOWER OP LLC COMPANY GUAR 144A 05/28 2.75                          | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      35000 | PA      | $62020.00     | 0.05%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                            | WESTERN DIGITAL CORP COMPANY GUAR 11/28 3                              | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      17000 | PA      | $37867.50     | 0.03%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                      | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                      | CUSIP: 962MKZ900<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2695 | NS      | $269.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                      | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                      | CUSIP: 962MLA904<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1348 | NS      | $8425.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Whirlpool Corporation                                                  | WHIRLPOOL CORP SR UNSECURED 06/33 6.5                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60419.32     | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IV                                      | WILLIS ENGINE STRUCTURED TRUST WESTF 2018 A A 144A                     | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56777 | PA      | $56545.09     | 0.04%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                               | WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5                     | CUSIP: 97360AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15940.17     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                               | WINDSOR HOLDINGS III LLC 2025 USD TERM LOAN B                          | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     113000 | PA      | $113047.86    | 0.09%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation National Association                              | ZIONS BANCORP NA SUBORDINATED 11/35 VAR                                | CUSIP: 98971DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $319562.05    | 0.24%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                              | ZTO EXPRESS CAYMAN INC SR UNSECURED 09/27 1.5                          | CUSIP: 98980AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      35000 | PA      | $34860.00     | 0.03%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | CUSIP: 989RJPII3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1799000 | PA      | $95738.38     | 0.07%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GABON GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/31 6.625           | GABON GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/31 6.625           | CUSIP: ACI1JHS13<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     200000 | PA      | $163561.59    | 0.13%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Valeo                                                                  | VALEO SE SR UNSECURED REGS 08/28 1                                     | CUSIP: BQ6920418<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $434439.41    | 0.33%             | 2028-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                     | CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 10/85 VAR                  | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $203928.80    | 0.16%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Celanese US Holdings LLC                                               | CELANESE US HOLDINGS LLC COMPANY GUAR 04/33 6.75                       | CUSIP: 15089QBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60414.84     | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Champ Acquisition Corporation                                          | CHAMP ACQUISITION CORP SR SECURED 144A 12/31 8.375                     | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $27638.62     | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                      | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                             | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5180.44      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Cinemark USA Inc.                                                      | CINEMARK USA INC 2025 TERM LOAN B                                      | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     122209 | PA      | $122270.39    | 0.09%             | 2030-05-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | CITIGROUP INC JR SUBORDINA 12/99 VAR                                   | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      72000 | PA      | $75308.40     | 0.06%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | CITIGROUP INC JR SUBORDINA 12/99 VAR                                   | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76154.40     | 0.06%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | CITIGROUP INC JR SUBORDINA 12/99 VAR                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101750.90    | 0.08%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                          | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK 7.375                     | CUSIP: 174610600<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         97 | NS      | $2558.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                                          | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK VAR                       | CUSIP: 174610808<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      22025 | NS      | $555470.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc.                                                        | CLOUDFLARE INC SR UNSECURED 08/26 0.00000                              | CUSIP: 18915MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $21970.03     | 0.02%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc.                                                        | CLOUDFLARE INC SR UNSECURED 144A 06/30 0.0000                          | CUSIP: 18915MAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $40266.00     | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc.                                                   | COINBASE GLOBAL INC SR UNSECURED 04/30 0.25                            | CUSIP: 19260QAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      16000 | PA      | $18907.57     | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COLT 2024-7 MORTGAGE LOAN TRUS COLT 2024 7 A3 144A                     | COLT 2024-7 MORTGAGE LOAN TRUS COLT 2024 7 A3 144A                     | CUSIP: 19688YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90836 | PA      | $91354.90     | 0.07%             | 2069-12-26      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                  | COMERICA INC PREFERRED STOCK VAR                                       | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |      10000 | NS      | $253000.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                    | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                    | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $60751.22     | 0.05%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                         | CONCENTRA HEALTH SERVICES INC COMPANY GUAR 144A 07/32 6.875            | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5183.27      | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R07 2M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R07 2M2 144A                    | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $78025.72     | 0.06%             | 2043-09-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R05 2A1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2025 R05 2A1 144A                    | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38838 | PA      | $38862.36     | 0.03%             | 2045-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES 07/45 1                                  | CONNECTICUT AVENUE SECURITIES 07/45 1                                  | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $60035.93     | 0.05%             | 2045-07-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A                    | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $75440.03     | 0.06%             | 2044-05-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67000 | PA      | $71962.02     | 0.06%             | 2042-03-25      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115000 | PA      | $121756.25    | 0.09%             | 2042-03-25      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                           | CONNECTICUT AVENUE SECURITIES CAS 2021 R03 1B2 144A                    | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $78143.74     | 0.06%             | 2041-12-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2M2 144A                    | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $102359.31    | 0.08%             | 2042-01-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                    | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $156094.50    | 0.12%             | 2042-01-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A                    | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $104781.00    | 0.08%             | 2042-04-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                    | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85000 | PA      | $89754.90     | 0.07%             | 2043-07-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                    | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45000 | PA      | $45982.02     | 0.04%             | 2044-02-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                              | COREBRIDGE FINANCIAL INC PREFERRED STOCK 12/64 6.375                   | CUSIP: 21871X208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1350 | NS      | $32400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -450000 | PA      | $-433268.78   | -0.33%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20000 | PA      | $20399.06     | 0.02%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                               | COUGAR JV SUBSIDIARY LLC SR UNSECURED 144A 05/32 8                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      16000 | PA      | $16957.17     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                       | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      48000 | PA      | $46164.64     | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc.                                                          | DOORDASH INC SR UNSECURED 144A 05/30 0.0000                            | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $38808.00     | 0.03%             | 2030-05-15      | None          | 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      | $3624.32      | 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      | $-993.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-527.30      | -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      | $147.38       | 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      | $1202.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $3370.33      | 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      | $-39.43       | -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      | $-10.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Holdings Inc.                                               | DRAFTKINGS HOLDINGS INC COMPANY GUAR 03/28 0.00000                     | CUSIP: 26142RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $67004.37     | 0.05%             | 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        |      34000 | PA      | $34354.77     | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                  | HERTZ CORP/THE COMPANY GUAR 144A 12/29 5                               | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1440.25      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                               | ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                               | CUSIP: BZ4404662<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $72083.66     | 0.06%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/33 3.35                       | CUSIP: BZ5011797<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    5888000 | PA      | $209539.57    | 0.16%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                      | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                                 | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100000.00    | 0.08%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                           | BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                           | CUSIP: EF3237759<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1842000 | PA      | $1414050.88   | 1.08%             | 2035-05-15      | Fixed         | 6.00%                 | 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        |    2248000 | PA      | $97612.37     | 0.07%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 05/27 3.502                             | CUSIP: EG4790283<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     205000 | PA      | $48995.30     | 0.04%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND BONDS 08/31 6.95                                  | CUSIP: EH3330816<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     105000 | PA      | $32623.39     | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A.         | MITSUBISHI UFJ INVESTOR SERVIC JR SUBORDINA 12/50 VAR                  | CUSIP: EH7636226<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     100000 | PA      | $72307.52     | 0.06%             | 2050-12-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                    | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                    | CUSIP: EH9657204<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     578054 | PA      | $495554.85    | 0.38%             | 2050-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | CUSIP: EI2585962<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1430000 | PA      | $76101.10     | 0.06%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/31 7.75                                         | MEXICAN BONOS BONDS 05/31 7.75                                         | CUSIP: EI8047355<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     401400 | PA      | $20808.20     | 0.02%             | 2031-05-29      | Fixed         | 7.75%                 | 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        |    4484200 | PA      | $204090.02    | 0.16%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75                  | CUSIP: EJ2359143<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1450000 | PA      | $67762.16     | 0.05%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/33 6.625                              | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  732000000 | PA      | $45017.89     | 0.03%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                 | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 09/42 6.75              | CUSIP: EJ3632746<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $185446.32    | 0.14%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                   | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                   | CUSIP: EJ3730565<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     835465 | PA      | $637921.85    | 0.49%             | 2052-03-22      | Fixed         | 0.25%                 | 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        |  298600000 | PA      | $67802.22     | 0.05%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 03/34 8.375                              | CUSIP: EJ7740016<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  496000000 | PA      | $33903.61     | 0.03%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                      | INEOS FINANCE PLC SR SECURED REGS 04/29 6.375                          | CUSIP: ZF6573538<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116770.08    | 0.09%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                  | CUSIP: ZI2447426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1550000 | PA      | $75919.06     | 0.06%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/34 6.625                              | CUSIP: ZI4194448<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1684000000 | PA      | $103771.46    | 0.08%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/29 8.5                                          | MEXICAN BONOS BONDS 03/29 8.5                                          | CUSIP: ZI4289875<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3368600 | PA      | $181873.18    | 0.14%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                       | DAIFUKU CO LTD SR UNSECURED REGS 09/30 0.0000                          | CUSIP: ZI6411188<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $99384.17     | 0.08%             | 2030-09-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/35 7                                  | HUNGARY GOVERNMENT BOND BONDS 10/35 7                                  | CUSIP: ZI7193496<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   17860000 | PA      | $52488.39     | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                | ENI SPA SR UNSECURED REGS 09/30 2.95                                   | CUSIP: ZI8002910<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $611132.30    | 0.47%             | 2030-09-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 06/33 6.65            | CUSIP: ZJ0682832<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |   12500000 | PA      | $139819.90    | 0.11%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18                          | INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18                          | CUSIP: ZJ8780851<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    7150000 | PA      | $83251.31     | 0.06%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9                  | CUSIP: ZK1433224<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     460000 | PA      | $23106.80     | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                           | INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                           | CUSIP: ZK9672989<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   18440000 | PA      | $209715.88    | 0.16%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 03/53 4.457                             | CUSIP: ZL8877116<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      95000 | PA      | $24504.29     | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625                | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625                | CUSIP: ZL9255643<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     527000 | PA      | $32114.14     | 0.02%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/30 8                                  | ROMANIA GOVERNMENT BOND BONDS 04/30 8                                  | CUSIP: ZM1054521<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      80000 | PA      | $18800.10     | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 02/33 13.25                                        | COLOMBIAN TES BONDS 02/33 13.25                                        | CUSIP: ZM3975335<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  136900000 | PA      | $36344.61     | 0.03%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3                  | CUSIP: ZM8878765<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   14340000 | PA      | $1341609.32   | 1.03%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/28 8.75                               | ROMANIA GOVERNMENT BOND BONDS 10/28 8.75                               | CUSIP: ZN0438632<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     380000 | PA      | $90667.08     | 0.07%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/33 7.5                                          | MEXICAN BONOS BONDS 05/33 7.5                                          | CUSIP: ZN7935812<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1894000 | PA      | $94463.05     | 0.07%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                            | REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                            | CUSIP: ZN9554595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     279000 | PA      | $80076.04     | 0.06%             | 2033-10-25      | Fixed         | 6.00%                 | 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        |      93000 | PA      | $62744.44     | 0.05%             | 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        |     618000 | PA      | $19969.33     | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632                             | CUSIP: ZO9018995<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     409000 | PA      | $93796.59     | 0.07%             | 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        |     210000 | PA      | $18455.22     | 0.01%             | 2030-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                          | CUSIP: ZP2084801<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    4234000 | PA      | $692965.36    | 0.53%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $32.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                    | SOLD PHP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-93.96       | -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      | $-10.15       | -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      | $5367.25      | 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      | $1366.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-2066.24     | -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      | $-64.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-5158.30     | -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      | $-45.11       | -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      | $-312.56      | -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      | $9.39         | 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      | $9.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                    | SOLD PHP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $1.58         | 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      | $12126.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                    | SOLD JPY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-398.76      | -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      | $-20451.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $4393.87      | 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      | $616.56       | 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      | $-117.54      | -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      | $1038.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $96.50        | 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      | $563.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-93.30       | -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      | $-83.47       | -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      | $-400.56      | -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      | $531.25       | 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      | $-2412.26     | -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      | $-657.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-185.85      | -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      | $675.28       | 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      | $-715.99      | -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      | $782.49       | 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      | $-2385.13     | -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      | $-102.56      | -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      | $697.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $9.48         | 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      | $-472.81      | -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      | $1.48         | 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      | $-36.85       | -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      | $242.39       | 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      | $219.62       | 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      | $76.48        | 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      | $-477.04      | -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      | $69.29        | 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      | $-408.42      | -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      | $10.65        | 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      | $158.49       | 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      | $-46.19       | -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      | $-3403.61     | -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      | $-6277.70     | -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      | $-31591.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ILS/BOUGHT USD                                                    | SOLD ILS/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-422.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $21722.70     | 0.02%             |  |  |  | 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      | $1151.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-43.01       | -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      | $15.28        | 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      | $-1640.64     | -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      | $10.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-5 LLC PRPM 2024 5 A1 144A                                    | PRPM 2024-5 LLC PRPM 2024 5 A1 144A                                    | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85204 | PA      | $85434.02     | 0.07%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                    | PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94420 | PA      | $95044.82     | 0.07%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-6 LLC PRPM 2025 6 A1 144A                                    | PRPM 2025-6 LLC PRPM 2025 6 A1 144A                                    | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100125.93    | 0.08%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc.                                                 | RIVIAN AUTOMOTIVE INC SR UNSECURED 10/30 3.625                         | CUSIP: 76954AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $40371.48     | 0.03%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                         | ACADIA HEALTHCARE CO INC SR UNSECURED 144A 03/33 7.375                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7289.69      | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6               | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6               | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29400.19     | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                    | AFFIRM HOLDINGS INC SR UNSECURED 144A 12/29 0.75                       | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $11993.09     | 0.01%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                      | AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47692.80     | 0.04%             | 2026-06-15      | Variable      | 5.25%                 | 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      | $356.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-156.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $1014.56      | 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      | $167.49       | 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      | $33.17        | 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      | $-1309.98     | -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      | $1124.14      | 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      | $-330.12      | -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      | $-175.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-120.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $350.78       | 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      | $-131.34      | -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      | $-243.20      | -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      | $-196.90      | -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      | $50525.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-144544.67   | -0.11%            |  |  |  | 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      | $-602.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                    | BOUGHT NGN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $204.34       | 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      | $-221.18      | -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      | $119.55       | 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      | $-95.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-40.93       | -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      | $138.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $17.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $20.73        | 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      | $54.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                    | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $57.78        | 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      | $682.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $4211.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1846.92     | -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      | $18330.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-28.98       | -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      | $7148.69      | 0.01%             |  |  |  | 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        |        752 | NS      | $937781.60    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                            | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80071.42     | 0.06%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| BANK5 2023-5YR4 BANK5 2023 5YR4 C                                      | BANK5 2023-5YR4 BANK5 2023 5YR4 C                                      | CUSIP: 06211FBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $53155.78     | 0.04%             | 2056-12-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR                  | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35410.92     | 0.03%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31 BANK 2021 BN31 C                                       | BANK 2021-BNK31 BANK 2021 BN31 C                                       | CUSIP: 06541ABZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $24398.96     | 0.02%             | 2054-02-15      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42 BANK 2022 BNK42 AS                                     | BANK 2022-BNK42 BANK 2022 BNK42 AS                                     | CUSIP: 06541MBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $38755.61     | 0.03%             | 2055-06-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                               | GREAT OUTDOORS GROUP LLC 2025 TERM LOAN B                              | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99500 | PA      | $99699.00     | 0.08%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                           | BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $18050.00     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                         | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                         | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50725.93     | 0.04%             | 2062-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                       | BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                       | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $36348.33     | 0.03%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XX BSP 2020 22A CRR 144A                   | BENEFIT STREET PARTNERS CLO XX BSP 2020 22A CRR 144A                   | CUSIP: 08186UAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250020.25    | 0.19%             | 2035-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                         | BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                         | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15455.15     | 0.01%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                           | BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125                           | CUSIP: 08265TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64935.00     | 0.05%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging L.L.C.                                                | BERLIN PACKAGING LLC 2025 TERM LOAN B7                                 | CUSIP: 08511LBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145155 | PA      | $145494.61    | 0.11%             | 2031-06-07      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                   | BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                   | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $40100.00     | 0.03%             | 2041-11-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                           | BIOMARIN PHARMACEUTICAL INC SR SUBORDINA 05/27 1.25                    | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52117.32     | 0.04%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                     | BOEING CO/THE PREFERRED STOCK 10/27 6                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1579 | NS      | $117509.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                 | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                 | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129000 | PA      | $124676.75    | 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      | $85697.04     | 0.07%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| BridgeBio Pharma Inc.                                                  | BRIDGEBIO PHARMA INC SR UNSECURED 144A 03/31 1.75                      | CUSIP: 10806XAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $9178.38      | 0.01%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                | BROOKFIELD FINANCE INC COMPANY GUAR 01/36 5.33                         | CUSIP: 11271LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     115000 | PA      | $114298.02    | 0.09%             | 2036-01-15      | Fixed         | 5.33%                 | 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        |       2000 | PA      | $1984.47      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                            | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $59956.95     | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDS DANSKE BANK A/S R 100 20291220                                     | CDS DANSKE BANK A/S R 100 20291220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DK        |     115000 | PA      | $287.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS LLOYDS BANKING GROUP PLC R 100 20300620                            | CDS LLOYDS BANKING GROUP PLC R 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |      15000 | PA      | $-46.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Abu Dhabi P 100 20300620                                           | CDS Abu Dhabi P 100 20300620                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | AE        |    2050000 | PA      | $-65364.05    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Barclays PLC P 100 20291220                                        | CDS Barclays PLC P 100 20291220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     120000 | PA      | $134.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.EM.42 P 100 20291220                                           | CDS CDX.EM.42 P 100 20291220                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    5635000 | PA      | $58042.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.44 P 500 20300620                                        | CDS CDX.NA.HY.44 P 500 20300620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    1530000 | PA      | $-110269.09   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $3817.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $3817.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $3817.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $3817.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $3896.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $3896.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $3817.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     485000 | PA      | $7713.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Crossover Series 43 Version 1 P 500 20300620         | CDS iTraxx Europe Crossover Series 43 Version 1 P 500 20300620         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    2825000 | PA      | $-320520.35   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Senior Financials Series 43 Version 1 P 100 20300620 | CDS iTraxx Europe Senior Financials Series 43 Version 1 P 100 20300620 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |     825000 | PA      | $-17744.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Sub Financials Series 43 Version 1 P 100 20300620    | CDS iTraxx Europe Sub Financials Series 43 Version 1 P 100 20300620    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    1430000 | PA      | $603.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Malaysia P 100 20300620                                            | CDS Malaysia P 100 20300620                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MY        |    1380000 | PA      | $-37206.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS People's Republic of China P 100 20300620                          | CDS People's Republic of China P 100 20300620                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CN        |    1840000 | PA      | $-45586.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS People's Republic of China P 100 20300620                          | CDS People's Republic of China P 100 20300620                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CN        |     230000 | PA      | $-5698.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $4830.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $4830.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $4830.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $4830.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $4732.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4975.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4975.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4975.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4975.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4975.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4975.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     460000 | PA      | $-9951.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4975.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |       5000 | PA      | $196.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     250000 | PA      | $9821.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     245000 | PA      | $9624.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |       5000 | PA      | $196.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     245000 | PA      | $9624.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS GBP R 4.75 20250917-20550917                                       | IRS GBP R 4.75 20250917-20550917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     240000 | PA      | $1427.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS JPY R 1.10 20250917-20300917                                       | IRS JPY R 1.10 20250917-20300917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |  115500000 | PA      | $519.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.3615 20241220-20280920                                     | IRS CNY P 2.3615 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9520000 | PA      | $-31830.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4 20241220-20280920                                        | IRS CNY P 2.4 20230920-20280920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9520000 | PA      | $-33358.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4665 20241220-20280920                                     | IRS CNY R 2.4665 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   11730000 | PA      | $-44353.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4678 20241220-20280920                                     | IRS CNY R 2.4678 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    4540000 | PA      | $-17191.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 5.9519 20250319-20300319                                     | IRS INR P 5.9519 20250319-20300319                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  127865000 | PA      | $-12806.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 6.033 20250319-20300319                                      | IRS INR P 6.033 20250319-20300319                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  208070000 | PA      | $-28313.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 6.0553 20250319-20300319                                     | IRS INR P 6.0553 20250319-20300319                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  130040000 | PA      | $-18980.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SGD P 1.94 20250917-20350917                                       | IRS SGD P 1.94 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SG        |    2700000 | PA      | $-36069.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SGD P 2.41 20250618-20350618                                       | IRS SGD P 2.41 20250618-20350618                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SG        |    1870000 | PA      | $-88979.71    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.738 20250917-20350917                                      | IRS THB P 1.738 20250917-20350917                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   27480000 | PA      | $-27707.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.77 20250917-20350917                                       | IRS THB P 1.77 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   18320000 | PA      | $-20165.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 3.70 20250303-20290531                                       | IRS USD P 3.70 20250303-20290531                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     250000 | PA      | $-3604.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS ZAR P 8.20 20250917-20350917                                       | IRS ZAR P 8.20 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | ZA        |    7660000 | PA      | $0.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INF R 2.66 USD-CPI 20250814-20300814                                   | INF R 2.66 USD-CPI 20250814-20300814                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3300000 | PA      | $-9387.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.56 USD-CPI 20250814-20350814                                   | INF P 2.56 USD-CPI 20250814-20350814                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3300000 | PA      | $11196.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.79 USD-CPI 20220215-20520215                                   | INF P 2.79 USD-CPI 20220215-20520215                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1155000 | PA      | $-33478.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     245000 | PA      | $9624.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     250000 | PA      | $9821.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2974.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2974.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     700000 | PA      | $-8860.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2974.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2974.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     245000 | PA      | $7806.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS SOCIETE GENERALE P 100 20300620                                    | CDS SOCIETE GENERALE P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |      15000 | PA      | $178.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS State of Qatar P 100 20300620                                      | CDS State of Qatar P 100 20300620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | QA        |    2510000 | PA      | $-80149.57    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Anglo American plc R 500 20281220                                  | CDS Anglo American plc R 500 20281220                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     155000 | PA      | $25442.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Anglo American plc R 500 20281220                                  | CDS Anglo American plc R 500 20281220                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     155000 | PA      | $25442.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.44 R 500 20300620                                        | CDS CDX.NA.HY.44 P 500 20300620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      73000 | PA      | $5261.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $4732.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $4830.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     490000 | PA      | $9661.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2974.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $5656.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $5656.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $5656.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $5656.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $5656.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $5656.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $5656.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     240000 | PA      | $5541.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     235000 | PA      | $-2901.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     235000 | PA      | $-2901.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     235000 | PA      | $-2901.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     230000 | PA      | $-2840.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     235000 | PA      | $-2901.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     495000 | PA      | $15771.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     245000 | PA      | $7806.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     245000 | PA      | $7806.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     245000 | PA      | $7806.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     245000 | PA      | $7806.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     245000 | PA      | $7806.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     235000 | PA      | $-357.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     715000 | PA      | $-1088.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2480000 | PA      | $-132900.72   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2480000 | PA      | $-124267.84   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2470000 | PA      | $-124972.12   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1210000 | PA      | $-66066.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2475000 | PA      | $-101574.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20251220                                        | TRS P IBOXHY R 3M USD  20251220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2760000 | PA      | $-85609.68    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20251220                                        | TRS P IBOXHY R 3M USD  20251220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1945000 | PA      | $-58931.56    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXIG R 3M USD  20250920                                        | TRS P IBOXIG R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1885000 | PA      | $-51890.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXIG R 3M USD  20250920                                        | TRS P IBOXIG R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1885000 | PA      | $-65524.49    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXIG R 3M USD  20251220                                        | TRS P IBOXIG R 3M USD  20251220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2830000 | PA      | $2026.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250920                                      | TRS P IBXXLLTR R 3M USD  20250920                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2490000 | PA      | $-96243.48    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS GBP R 4.53 20250917-20550917                                       | IRS GBP R 4.53 20250917-20550917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     170000 | PA      | $-7120.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.5725 20250618-20300618                                     | IRS CNY P 1.5725 20250618-20300618                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   18580000 | PA      | $5856.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.753 20241218-20290918                                      | IRS CNY P 1.753 20240918-20290918                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9430000 | PA      | $-7968.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.01 20241218-20290918                                       | IRS CNY P 2.01 20240918-20290918                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   18910000 | PA      | $-42589.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer