# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-184517
**Filing Date:** 2026-4
**Character Count:** 243831
**Document Hash:** c15bfcff673e63aa2abe576f560c5d24
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184517.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184517

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 26903881

**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

### Strategic Income Opportunities Fund (Series ID: S000009820)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000027206 | Class NAV    |  |
| C000085587 | Class A      | JIPAX           |
| C000085588 | Class C      | JIPCX           |
| C000085589 | Class I      | JIPIX           |
| C000106458 | Class R6     | JIPRX           |
| C000113502 | Class R2     | JIPPX           |

## 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:** Strategic Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000009820

- **c. LEI of Series:** FRJ7V25Z5QJXHX7GVH84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2315453010.92

**Total Liabilities:** $42918185.65

**Net Assets:** $2272534825.27

**Cash Not Reported:** $14955063.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2100.616189000000 | **1-Year:** -60435.501878000000 | **5-Year:** -225339.332185000000 | **10-Year:** -271295.110581000000 | **30-Year:** -42280.118919000000

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

- **3-Month:** -1277.456823000000 | **1-Year:** -61443.988150000000 | **5-Year:** -149779.751337000000 | **10-Year:** -41198.083554000000 | **30-Year:** -9318.649563000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027206 | 0.43%                | 0.81%                | 1.09%                |
| Class ID C000085587 | 0.29%                | 0.78%                | 1.06%                |
| Class ID C000085588 | 0.23%                | 0.81%                | 1.00%                |
| Class ID C000085589 | 0.32%                | 0.80%                | 1.08%                |
| Class ID C000106458 | 0.33%                | 0.81%                | 1.09%                |
| Class ID C000113502 | 0.29%                | 0.77%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7106518.13             | $3350789.58                                |
| Month 2  | $3464688.30              | $13947430.65                               |
| Month 3  | $-6490935.55             | $23549948.22                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR             | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      6910000 | PA      | $7186158.15   | 0.32%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                     | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4915000 | PA      | $4938449.47   | 0.22%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      9380000 | PA      | $9831093.58   | 0.43%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 01/34 6.25                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1945000 | PA      | $2012098.61   | 0.09%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2280000 | PA      | $2366141.50   | 0.10%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC. 2023 TERM LOAN J                              | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1799007 | PA      | $1798556.94   | 0.08%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2024 TERM LOAN                                 | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1301181 | PA      | $1300153.21   | 0.06%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2025 TERM LOAN K                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1142636 | PA      | $1141299.37   | 0.05%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5                | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      3312000 | PA      | $3244497.47   | 0.14%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 09/33 6.125              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2480177.04   | 0.11%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     15220000 | PA      | $15319523.58  | 0.67%             | 2036-01-08      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO WORLDWIDE HOLDINGS LLC. 2025 TERM LOAN                   | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6688639 | PA      | $6690043.35   | 0.29%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corporation                                                       | UMB FINANCIAL CORP PREFERRED STOCK VAR                       | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       264225 | NS      | $7081230.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                            | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       601000 | PA      | $595465.21    | 0.03%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC 2026 REPRICED TERM LOAN B                | CUSIP: 90932RAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5588154 | PA      | $5583515.87   | 0.25%             | 2031-02-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 10/27 6.3        | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    133500000 | PA      | $1459130.83   | 0.06%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTERNATIONAL DEVELOPMENT ASSO SR UNSECURED REGS 02/27 1.75  | CUSIP: BS0126323<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      9600000 | PA      | $985912.26    | 0.04%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                 | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/30 4.375      | CUSIP: BS1759429<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5510000 | PA      | $6720312.38   | 0.30%             | 2030-05-09      | Fixed         | 4.38%                 | 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      | $-672625.44   | -0.03%            |  |  |  | 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      | $-614866.77   | -0.03%            |  |  |  | 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      | $-703183.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A          | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       508880 | PA      | $514300.89    | 0.02%             | 2042-09-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A                            | CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A         | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2456000 | PA      | $2569547.02   | 0.11%             | 2040-02-25      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A          | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5766000 | PA      | $5885331.98   | 0.26%             | 2042-04-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A          | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2230000 | PA      | $2288933.10   | 0.10%             | 2043-07-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2021 R02 2B2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2021 R02 2B2 144A          | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2610000 | PA      | $2695015.01   | 0.12%             | 2041-11-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1M2 144A          | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5769000 | PA      | $5801304.67   | 0.26%             | 2045-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE   CAS CAS 2025 R06 1B1                                               | FANNIE MAE   CAS CAS 2025 R06 1B1                            | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3820000 | PA      | $3870321.62   | 0.17%             | 2045-09-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc.                                                         | CONNECTONE BANCORP INC SUBORDINATED 06/35 VAR                | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |      4710000 | PA      | $4933725.00   | 0.22%             | 2035-06-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A          | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2006343 | PA      | $2057982.10   | 0.09%             | 2042-12-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      5176000 | PA      | $5368136.38   | 0.24%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     11604000 | PA      | $10336054.59  | 0.45%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QXO Inc.                                                                        | QXO INC PREFERRED STOCK 05/28 5.5                            | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       196800 | NS      | $12976992.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation                                              | SIMMONS FIRST NATIONAL CORP SUBORDINATED 10/35 VAR           | CUSIP: 828730AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5380000 | PA      | $5462650.20   | 0.24%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 04/32 5.875            | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     10600000 | PA      | $10574851.82  | 0.47%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/30 4.125            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $7352126.34   | 0.32%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                   | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10220000 | PA      | $10009976.96  | 0.44%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 11/44 4.875 | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      3955000 | PA      | $3574843.42   | 0.16%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 01/36 6.44  | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      3782000 | PA      | $4137360.50   | 0.18%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7020000 | PA      | $7192081.26   | 0.32%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A                          | CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A       | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4182669 | PA      | $4181574.21   | 0.18%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2II 144A                 | CUSIP: 233046AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2992500 | PA      | $3034003.28   | 0.13%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |       560000 | PA      | $546958.72    | 0.02%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                        | DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $6988044.00   | 0.31%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                         | CACI INTERNATIONAL INC COMPANY GUAR 144A 06/33 6.375         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      3745000 | PA      | $3855448.66   | 0.17%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 12/30 0.5                                        | CANADIAN GOVERNMENT BOND BONDS 12/30 0.5                     | CUSIP: 135087L44<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1835000 | PA      | $1214755.07   | 0.05%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 09/29 3.5                                        | CANADIAN GOVERNMENT BOND BONDS 09/29 3.5                     | CUSIP: 135087R89<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3985000 | PA      | $3011807.52   | 0.13%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 05/27 2.75                                       | CANADIAN GOVERNMENT BOND BONDS 05/27 2.75                    | CUSIP: 135087S88<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      5385000 | PA      | $3967423.08   | 0.17%             | 2027-05-01      | Fixed         | 2.75%                 | 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        |      6125000 | PA      | $6350234.63   | 0.28%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 07/86 VAR        | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      4780000 | PA      | $4794341.82   | 0.21%             | 2086-07-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 11/39 6.75                   | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     14743000 | PA      | $16481266.49  | 0.73%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/47 5.4                    | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3968000 | PA      | $3731337.05   | 0.16%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 02/28 3.5                    | CUSIP: 15135UAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2150000 | PA      | $1586827.83   | 0.07%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 144A 08/28 3             | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      9465000 | PA      | $10015863.00  | 0.44%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75         | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4775000 | PA      | $4156105.71   | 0.18%             | 2048-04-01      | Fixed         | 5.75%                 | 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      | $-742634.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $142076.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $150714.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $230632.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $133329.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $138370.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $178618.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $197258.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $201844.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-138459.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-56557.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE JR SUBORDINA 01/55 VAR                          | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     21510000 | PA      | $21620625.93  | 0.95%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75                       | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8550000 | PA      | $8646672.37   | 0.38%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM COMPANY GUAR 144A 08/33 6                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      5935000 | PA      | $6064157.47   | 0.27%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 2024 TERM LOAN                                         | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      5950833 | PA      | $5964638.96   | 0.26%             | 2031-04-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc.                                                  | ADVANCED DRAINAGE SYSTEMS INC 2026 TERM LOAN B               | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |      1030000 | PA      | $1031287.50   | 0.05%             | 2033-02-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 03/55 VAR        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      4130000 | PA      | $4364893.01   | 0.19%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      4745000 | PA      | $4919051.35   | 0.22%             | 2056-01-31      | Variable      | 6.50%                 | 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      | $-38806.06    | -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      | $45025.03     | 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      | $9930.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $12124.57     | 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      | $184426.89    | 0.01%             |  |  |  | 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      | $413023.84    | 0.02%             |  |  |  | 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      | $73181.76     | 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      | $22198.59     | 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      | $-1576.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR                     | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      7595000 | PA      | $7773558.45   | 0.34%             | 2031-05-13      | Floating      | 5.25%                 | 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        |      1015000 | PA      | $1057139.04   | 0.05%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A          | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2530949 | PA      | $39628.85     | 0.00%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 03/33 3.25                 | CUSIP: 50077LBP0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      6025000 | PA      | $6988236.90   | 0.31%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A                              | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A           | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9970000 | PA      | $9373120.03   | 0.41%             | 2039-05-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR              | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      6195000 | PA      | $6171162.88   | 0.27%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Long Ridge Energy LLC                                                           | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75             | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3185000 | PA      | $3418237.55   | 0.15%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25    | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5369049 | PA      | $4617382.01   | 0.20%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A                                     | SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A                  | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1135000 | PA      | $1169716.13   | 0.05%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/55 VAR                                | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      4645000 | PA      | $4741982.96   | 0.21%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      8314448 | NS      | $83169428.06  | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/34 5.125                    | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      3680000 | PA      | $3672177.17   | 0.16%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625                | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      3795000 | PA      | $4375247.44   | 0.19%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/33 3                            | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      3683000 | PA      | $4325198.46   | 0.19%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/29 4.125                        | CUSIP: 02079KBR7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      3235000 | PA      | $4383244.68   | 0.19%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 11/32 4.625                        | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      2955000 | PA      | $4018825.81   | 0.18%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AMERICAN AIRLINES INC 2025 TERM LOAN                         | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      2210173 | PA      | $2205421.56   | 0.10%             | 2028-04-20      | Floating      | 5.92%                 | 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      | $172233.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AMERICAN AIRLINES INC 2025 TERM LOAN B                       | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      6312300 | PA      | $6310343.19   | 0.28%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 12/54 VAR        | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      8275000 | PA      | $8942535.98   | 0.39%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR        | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     15170000 | PA      | $16929295.24  | 0.74%             | 2058-05-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC 2025 REPRICED TERM LOAN                 | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       384000 | PA      | $384241.92    | 0.02%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC 2025 TERM LOAN                          | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      4378709 | PA      | $4382342.90   | 0.19%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                    | PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 07/33 4.2        | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      5505000 | PA      | $5560259.96   | 0.24%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                           | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      7080000 | PA      | $6585045.70   | 0.29%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7310000 | PA      | $7652904.79   | 0.34%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corporation                                                      | BANK OF HAWAII CORP PREFERRED STOCK 8                        | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       218875 | NS      | $5815508.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC SR UNSECURED 12/27 1.25                | CUSIP: 122017AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4240000 | PA      | $6633480.00   | 0.29%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1752010 | PA      | $1751462.56   | 0.08%             | 2038-12-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      2665000 | PA      | $2785146.20   | 0.12%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP SR UNSECURED 144A 05/31 3.125                | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      3555000 | PA      | $3666271.50   | 0.16%             | 2031-05-01      | Fixed         | 3.12%                 | 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      | $146744.06    | 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      | $7421.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/82 VAR                      | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      7500000 | PA      | $5811077.31   | 0.26%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/84 VAR                      | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     13635000 | PA      | $14517852.62  | 0.64%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/85 VAR                      | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      6160000 | PA      | $6353553.36   | 0.28%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                         | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR               | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      2045000 | PA      | $2161603.86   | 0.10%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc.                                                              | CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25               | CUSIP: 12593CAR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3230000 | PA      | $2272164.88   | 0.10%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                                    | CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                 | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       182881 | PA      | $181767.93    | 0.01%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                         | CACI INTERNATIONAL INC TERM LOAN B                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      7225849 | PA      | $7216817.17   | 0.32%             | 2031-10-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1790531.14   | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | 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      | $102.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                         | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/85 VAR               | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      9810000 | PA      | $10128775.95  | 0.45%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                          | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4862000 | PA      | $5162374.36   | 0.23%             | 2035-03-15      | Variable      | 7.62%                 | 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        |     14406255 | PA      | $14370239.23  | 0.63%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      5735000 | PA      | $4977307.23   | 0.22%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125        | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9500000 | PA      | $7539891.03   | 0.33%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK VAR             | CUSIP: 174610808<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       495050 | NS      | $12628725.50  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                                               | SM ENERGY CO COMPANY GUAR 144A 07/31 8.75                    | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      6075000 | PA      | $6378014.93   | 0.28%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                              | CLEAN HARBORS INC 2025 TERM LOAN                             | CUSIP: 18449EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2390000 | PA      | $2404196.60   | 0.11%             | 2032-10-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc.                                                                | TXNM ENERGY INC JR SUBORDINA 06/54 5.75                      | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |      4120000 | PA      | $5537489.42   | 0.24%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL Corporation                                                                 | PPL CORP PREFERRED STOCK 02/29 7                             | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |       114095 | NS      | $5705890.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics LLC                                                        | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                    | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6663300 | PA      | $6652172.29   | 0.29%             | 2032-04-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 04/30 6.75            | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     10697000 | PA      | $10855690.00  | 0.48%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 03/34 5.625     | CUSIP: 71376LAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3490000 | PA      | $3501675.90   | 0.15%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                             | PHILLIPS 66 CO COMPANY GUAR 03/56 VAR                        | CUSIP: 718547BA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3435000 | PA      | $3481654.17   | 0.15%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125 | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4265000 | PA      | $4165756.56   | 0.18%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                  | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4095000 | PA      | $4153690.97   | 0.18%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 05/33 7.375           | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      9975000 | PA      | $10236665.40  | 0.45%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 01/34 7.625           | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5425000 | PA      | $5567521.10   | 0.24%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 05/55 VAR                   | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6045000 | PA      | $6274994.12   | 0.28%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2II 144A       | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2085000 | PA      | $2139591.97   | 0.09%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A               | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3058350 | PA      | $2981830.87   | 0.13%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP JR SUBORDINA 09/54 VAR                      | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1101126.95   | 0.05%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                                    | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B1        | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2402015 | PA      | $2408019.56   | 0.11%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                                    | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B2        | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       913650 | PA      | $915933.82    | 0.04%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/31 3.625                       | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      6930000 | PA      | $6630006.47   | 0.29%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 02/34 5.75                             | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1945000 | PA      | $2060473.81   | 0.09%             | 2034-02-01      | Fixed         | 5.75%                 | 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      | $515067.44    | 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      | $8728.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                              | EMERA INC JR SUBORDINA 06/76 VAR                             | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      6365000 | PA      | $6396869.56   | 0.28%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 08/34 6.5                           | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6925000 | PA      | $7582038.60   | 0.33%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 02/38 6.5                           | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6940000 | PA      | $7498533.56   | 0.33%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                          | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      6970000 | PA      | $8044209.43   | 0.35%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 06/54 VAR                          | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5475000 | PA      | $5900336.33   | 0.26%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5335000 | PA      | $5534240.91   | 0.24%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                  | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5080000 | PA      | $5227723.50   | 0.23%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25        | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10570000 | PA      | $9319256.13   | 0.41%             | 2031-01-31      | Fixed         | 4.25%                 | 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        |      5520000 | PA      | $5921933.28   | 0.26%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                           | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9010678 | PA      | $9290309.47   | 0.41%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                           | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7410344 | PA      | $7649574.54   | 0.34%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5                             | CUSIP: 3140QVWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7893273 | PA      | $8030652.83   | 0.35%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5.5                           | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7529480 | PA      | $7798438.91   | 0.34%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                           | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7138481 | PA      | $7279704.02   | 0.32%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 2A B 144A           | CUSIP: 59170JAZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5765000 | PA      | $5845177.89   | 0.26%             | 2055-08-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 4A C 144A           | CUSIP: 59170JBH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2640000 | PA      | $2694139.54   | 0.12%             | 2055-12-20      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 NQM2 A1 144A                           | MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 NQM2 A1 144A        | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3970000 | PA      | $3972441.55   | 0.17%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      4325000 | PA      | $4454036.38   | 0.20%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 01/36 6                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5090000 | PA      | $5180408.58   | 0.23%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC 2024 TERM LOAN                                | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     10094206 | PA      | $10111568.50  | 0.44%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank N.A                                                               | FLAGSTAR BANK NA SUBORDINATED 11/28 VAR                      | CUSIP: 649445AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2390000 | PA      | $2354420.83   | 0.10%             | 2028-11-06      | Variable      | 6.71%                 | No            |                  2 | On Loan: —       |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      2185000 | PA      | $2131640.55   | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 11/27 7.234               | CUSIP: 65339F119<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       294450 | NS      | $15476292.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR        | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1643195.30   | 0.07%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP A 144A                               | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP A 144A            | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3270000 | PA      | $3263868.75   | 0.14%             | 2042-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5             | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1115000 | PA      | $1269594.75   | 0.06%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45            | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1524955.60   | 0.07%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/40 6.2             | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2585000 | PA      | $2694273.12   | 0.12%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 10/34 5.55            | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5754000 | PA      | $5997618.61   | 0.26%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1078000 | PA      | $1064384.21   | 0.05%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45              | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6850000 | PA      | $4450528.94   | 0.20%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP PREFERRED STOCK 01/29 6.5                        | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       218700 | NS      | $10058013.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR        | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      2935000 | PA      | $2900846.29   | 0.13%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      5295000 | PA      | $5101434.39   | 0.22%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4          | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      2235000 | PA      | $2174601.36   | 0.10%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS INC 2025 REPRICED TERM LOAN B                 | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      1089427 | PA      | $1091605.91   | 0.05%             | 2031-02-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 2.75                    | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7610000 | PA      | $6039248.44   | 0.27%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                       | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     40455000 | PA      | $30925950.97  | 1.36%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                       | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1430000 | PA      | $1065238.29   | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                    | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     13065000 | PA      | $12367349.38  | 0.54%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/33 3.5                     | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     15190000 | PA      | $14981730.82  | 0.66%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC VBTEL 2026 1A F 144A                                           | VB-S1 ISSUER LLC VBTEL 2026 1A F 144A                        | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3860000 | PA      | $3952185.29   | 0.17%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/35 6.5                   | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      3630000 | PA      | $3917766.51   | 0.17%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR           | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9140000 | PA      | $7993624.18   | 0.35%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 09/35 4.75   | CUSIP: ZF3604757<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     14510000 | PA      | $10007793.85  | 0.44%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA SR UNSECURED REGS 01/34 3.1       | CUSIP: ZF5265672<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3280000 | PA      | $3933919.20   | 0.17%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 02/29 6.25                  | CUSIP: ZF9229781<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    253020000 | PA      | $4502318.22   | 0.20%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc.                                                              | CDP FINANCIAL INC COMPANY GUAR REGS 12/30 4.2                | CUSIP: ZG3913420<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4370000 | PA      | $3382076.61   | 0.15%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 10/30 7.35       | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    434000000 | PA      | $4839707.01   | 0.21%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 11/28 5.4                 | CUSIP: ZN2068650<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      6010000 | PA      | $4349512.34   | 0.19%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/33 3.25                    | CUSIP: ZN9056328<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      3980000 | PA      | $5123735.89   | 0.23%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 10/29 6.45                                          | INDIA GOVERNMENT BOND BONDS 10/29 6.45                       | CUSIP: ZR8860481<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     90950000 | PA      | $1009092.90   | 0.04%             | 2029-10-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 08/33 6.625         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      8163000 | PA      | $7704209.28   | 0.34%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISTN HLDGS INC 2025 TERM LOAN B               | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6955179 | PA      | $6878184.90   | 0.30%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1213474.07   | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A          | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2960000 | PA      | $3114499.57   | 0.14%             | 2043-04-25      | Floating      | 7.57%                 | 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        |      1955000 | PA      | $2063864.18   | 0.09%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                              | EUSHI FINANCE INC COMPANY GUAR 04/56 VAR                     | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6045000 | PA      | $6089817.63   | 0.27%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY JR SUBORDINA 08/56 VAR                     | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      7350000 | PA      | $7396848.61   | 0.33%             | 2056-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      6970000 | PA      | $7294258.34   | 0.32%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375      | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3755000 | PA      | $3625512.94   | 0.16%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                              | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/36 5.375         | CUSIP: 09031WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6355000 | PA      | $6565472.39   | 0.29%             | 2036-01-09      | Fixed         | 5.38%                 | 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        |        66750 | NS      | $4868077.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5275000 | PA      | $5296311.47   | 0.23%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2026 1A B 144A                                             | DATABANK ISSUER COLO 2026 1A B 144A                          | CUSIP: 23802WAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2345000 | PA      | $2361352.86   | 0.10%             | 2056-02-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35                          | DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35       | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4893000 | PA      | $6256946.11   | 0.28%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4502551.50   | 0.20%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      4490000 | PA      | $4874258.69   | 0.21%             | 2054-06-01      | Variable      | 7.00%                 | 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      | $10835.45     | 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      | $293828.37    | 0.01%             |  |  |  | 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      | $-145855.56   | -0.01%            |  |  |  | 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      | $-24510.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/37 4.75   | CUSIP: ZD5099407<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      4495000 | PA      | $3058852.64   | 0.13%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 03/27 3.75                    | CUSIP: ZF1280766<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      1390000 | PA      | $1877497.67   | 0.08%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/34 2.2          | CUSIP: ZF1451532<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      4100000 | PA      | $4741148.52   | 0.21%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/38 5.25            | CUSIP: ZF3175469<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      7470000 | PA      | $5208748.60   | 0.23%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2        | CUSIP: BU3225572<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    130510000 | PA      | $12332217.03  | 0.54%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1                 | CUSIP: BV8654691<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    914990000 | PA      | $10343105.60  | 0.46%             | 2029-04-18      | Fixed         | 7.10%                 | 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      | $-38615.41    | -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      | $51859.29     | 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      | $39533.26     | 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      | $9737.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/52 FIXED 4                                             | GINNIE MAE II POOL G2 10/52 FIXED 4                          | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1531197 | PA      | $1484860.88   | 0.07%             | 2052-10-20      | 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        |      2208513 | PA      | $2142370.43   | 0.09%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 12/52 FIXED 4.5                        | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2027333 | PA      | $2017690.46   | 0.09%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR        | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1291000 | PA      | $1311688.28   | 0.06%             | 2028-09-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 05/29 6.5            | CUSIP: BW4839732<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    645010000 | PA      | $11560010.72  | 0.51%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 09/32 6.75           | CUSIP: BY9195128<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    443110000 | PA      | $8154438.26   | 0.36%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                                   | INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                | CUSIP: YO0526393<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    449630000 | PA      | $4832877.40   | 0.21%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 05/30 3.336                   | CUSIP: YO3740777<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     21970000 | PA      | $5654197.79   | 0.25%             | 2030-05-15      | Fixed         | 3.34%                 | 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      | $215910.79    | 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      | $195717.21    | 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      | $161881.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                  | NBN CO LTD SR UNSECURED REGS 11/32 3.375                     | CUSIP: YO5032256<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      2730000 | PA      | $3284738.44   | 0.14%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25                                 | CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25              | CUSIP: YP7773367<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    111220000 | PA      | $5451212.10   | 0.24%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/32 3.625                 | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2565000 | PA      | $3090433.12   | 0.14%             | 2032-05-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A           | CUSIP: 034947AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5555253 | PA      | $5556503.54   | 0.24%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                                | ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A             | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       772008 | PA      | $758465.21    | 0.03%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A C 144A                            | AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A C 144A         | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1030000 | PA      | $1057358.04   | 0.05%             | 2030-12-10      | Fixed         | 5.19%                 | 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      | $-1821199.97  | -0.08%            |  |  |  | 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      | $-689895.20   | -0.03%            |  |  |  | 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      | $311591.62    | 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      | $392732.98    | 0.02%             |  |  |  | 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      | $-265951.95   | -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      | $-191741.13   | -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      | $-195173.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $26240.84     | 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      | $19183.97     | 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      | $427501.44    | 0.02%             |  |  |  | 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      | $145038.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $187947.48    | 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      | $117707.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $110018.08    | 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      | $-1000919.45  | -0.04%            |  |  |  | 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      | $-491627.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-858622.69   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                 | YUM  BRANDS TERM LOAN B 03/15/ 2021 TERM LOAN B              | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3069360 | PA      | $3074148.21   | 0.14%             | 2028-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 03/28 7.25                          | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |      3450000 | PA      | $3601078.95   | 0.16%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      8020000 | PA      | $8163413.64   | 0.36%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 03/36 6.5                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      4335000 | PA      | $4409934.81   | 0.19%             | 2036-03-15      | Fixed         | 6.50%                 | 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      | $3906.60      | 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      | $120161.76    | 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      | $63330.11     | 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      | $53645.17     | 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      | $-850428.93   | -0.04%            |  |  |  | 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      | $-416904.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-395811.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-493313.75   | -0.02%            |  |  |  | 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      | $6839.81      | 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      | $-21793.64    | -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      | $89044.29     | 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      | $130150.88    | 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      | $165144.58    | 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      | $248210.06    | 0.01%             |  |  |  | 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      | $135818.50    | 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      | $12442.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 144A 03/29 3.25                     | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      4595000 | PA      | $4769610.00   | 0.21%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED 5.5                           | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6061025 | PA      | $6187087.20   | 0.27%             | 2054-02-01      | Fixed         | 5.50%                 | 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      | $-63773.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $33114.03     | 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      | $97490.61     | 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      | $4781.58      | 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      | $-2681.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $122680.61    | 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      | $123910.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-33279.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 D 144A                            | PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 D 144A         | CUSIP: 74334HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3545000 | PA      | $3372760.15   | 0.15%             | 2043-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Provident Financial Services Inc.                                               | PROVIDENT FINANCIAL SERVICES I SUBORDINATED 05/34 VAR        | CUSIP: 74386TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4240000 | PA      | $4460184.98   | 0.20%             | 2034-05-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY SR UNSECURED 144A 07/51 3.3                      | CUSIP: 74730DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      2295000 | PA      | $1639731.60   | 0.07%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED 09/33 4.5             | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      6272000 | PA      | $6452261.61   | 0.28%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     12931138 | PA      | $12917948.08  | 0.57%             | 2032-02-10      | Floating      | 5.92%                 | 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        |      1630000 | PA      | $1694055.74   | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       627000 | PA      | $651738.91    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                   | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7650000 | PA      | $8077745.16   | 0.36%             | 2041-11-13      | Fixed         | 7.11%                 | 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      | $-107868.36   | -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      | $-57302.69    | -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      | $-130153.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-23668.11    | -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      | $-55108.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Five Star Bancorp                                                               | FIVE STAR BANCORP SUBORDINATED 144A 09/32 VAR                | CUSIP: 33830TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2220000 | PA      | $2173688.60   | 0.10%             | 2032-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5           | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1594000 | PA      | $1553228.83   | 0.07%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95          | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       711000 | PA      | $707688.16    | 0.03%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR                  | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $950187.04    | 0.04%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/84 VAR                  | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6325000 | PA      | $6264824.58   | 0.28%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 08/85 VAR                  | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      1790000 | PA      | $1857219.87   | 0.08%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 05/86 VAR                  | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10995000 | PA      | $10981431.07  | 0.48%             | 2086-05-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX 2025 2A A2 144A                                       | FLEXENTIAL ISSUER LLC FLX 2025 2A A2 144A                    | CUSIP: 33938MAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2120000 | PA      | $2182417.46   | 0.10%             | 2060-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      9214000 | PA      | $8293550.79   | 0.36%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR                  | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     14215000 | PA      | $10233903.78  | 0.45%             | 2027-02-24      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       550000 | PA      | $527095.61    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 10/28 5.625            | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4175000 | PA      | $5723095.99   | 0.25%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A       | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3770000 | PA      | $3913493.36   | 0.17%             | 2042-08-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A       | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       478108 | PA      | $480000.53    | 0.02%             | 2042-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A       | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       652119 | PA      | $655767.86    | 0.03%             | 2042-04-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A       | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3070000 | PA      | $3156359.10   | 0.14%             | 2042-05-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M2 144A        | CUSIP: 35564NCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7030000 | PA      | $7112646.09   | 0.31%             | 2044-03-25      | Floating      | 5.67%                 | 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        |      4900000 | PA      | $4917902.64   | 0.22%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/54 FIXED 5.5                           | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8128377 | PA      | $8380627.87   | 0.37%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/54 FIXED 5.5                           | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18119674 | PA      | $18495128.04  | 0.81%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                           | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6841805 | PA      | $7073371.16   | 0.31%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                           | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8053262 | PA      | $8318280.91   | 0.37%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA4 M2 144A        | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3165000 | PA      | $3179226.04   | 0.14%             | 2045-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn12                                                     | FREDDIE MAC MSCR TRUST MN12 MSCR 2025 MN12 B1 144A           | CUSIP: 355913AC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6940000 | PA      | $7114534.06   | 0.31%             | 2045-11-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                 | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17350000 | PA      | $17165828.71  | 0.76%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4                                             | GINNIE MAE II POOL G2 08/52 FIXED 4                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2244928 | PA      | $2176992.88   | 0.10%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 08/52 FIXED 4.5                        | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       866702 | PA      | $864476.02    | 0.04%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 10/30 3.75                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1595117.75   | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                              | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6957562 | PA      | $6922774.69   | 0.30%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/34 5.6                               | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7835000 | PA      | $8227421.85   | 0.36%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                          | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5291606 | PA      | $5460783.33   | 0.24%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5                                               | FREDDIE MAC POOL FR 01/55 FIXED 5                            | CUSIP: 3142GTTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8229892 | PA      | $8361557.50   | 0.37%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 09/35 5.3                  | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3158000 | PA      | $3242665.41   | 0.14%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corporation                                                  | WINTRUST FINANCIAL CORP PREFERRED STOCK VAR                  | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       184925 | NS      | $4937497.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| FREDDIE MAC POOL FR 12/55 FIXED 5                                               | FREDDIE MAC POOL FR 12/55 FIXED 5                            | CUSIP: 3142GWDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8811272 | PA      | $8931587.18   | 0.39%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A          | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4865000 | PA      | $4963308.03   | 0.22%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO 2025 REPRICED TERM LOAN                  | CUSIP: 98309GAH9<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |      8713574 | PA      | $8688652.92   | 0.38%             | 2029-12-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     12570000 | PA      | $11931705.71  | 0.53%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP PREFERRED STOCK VAR                      | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       436500 | NS      | $11239875.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                                                         | FIRST BUSEY CORP PREFERRED STOCK 8.25                        | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       215325 | NS      | $5581224.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ PREFERRED STOCK VAR           | CUSIP: 31959X400<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |       423050 | NS      | $10648168.50  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 03/40 VAR        | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      7265000 | PA      | $7398407.20   | 0.33%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ JR SUBORDINA 12/99 VAR        | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     12282000 | PA      | $12645055.92  | 0.56%             | 2030-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      2425000 | PA      | $2320440.47   | 0.10%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                       | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2444263.07   | 0.11%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC SR UNSECURED 03/36 5.15                             | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      5830000 | PA      | $5777045.18   | 0.25%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 01/32 4.625                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      5115000 | PA      | $5029410.71   | 0.22%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                         | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2985000 | PA      | $3052709.95   | 0.13%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      7395000 | PA      | $7874403.06   | 0.35%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR              | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      4125000 | PA      | $4099601.63   | 0.18%             | 2035-07-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                 | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR        | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3885000 | PA      | $4123686.63   | 0.18%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE PREFERRED STOCK 12/28 7.125                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       153400 | NS      | $8176220.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0326                                                           | EURO-BUND FUTURE 0326                                        | CUSIP: ADI302N31<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          312 | NC      | $563683.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                       | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      4735000 | PA      | $4953846.97   | 0.22%             | 2055-03-15      | Variable      | 6.38%                 | 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        |      2775000 | PA      | $2848537.50   | 0.13%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southside Bancshares Inc.                                                       | SOUTHSIDE BANCSHARES INC SUB NOTES 08/35 VAR                 | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |      6310000 | PA      | $6409723.30   | 0.28%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Spire Inc.                                                                      | SPIRE INC JR SUBORDINA 06/56 VAR                             | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      3065000 | PA      | $3130725.86   | 0.14%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      5185000 | PA      | $5359122.67   | 0.24%             | 2035-11-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                                   | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR          | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     14075000 | PA      | $14134199.45  | 0.62%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP JR SUBORDINA 144A 12/99 VAR                        | CUSIP: 86765KAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5695000 | PA      | $5887206.25   | 0.26%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                   | PINNACLE BANK/NASHVILLE TN SUBORDINATED 01/36 VAR            | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |      7685000 | PA      | $7811896.18   | 0.34%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 03/32 2.7                      | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2155000 | PA      | $1963245.73   | 0.09%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2II 144A                 | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4990000 | PA      | $5090832.93   | 0.22%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/33 6.75        | CUSIP: 92858RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4605000 | PA      | $4364915.56   | 0.19%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wesbanco Inc.                                                                   | WESBANCO INC PREFERRED STOCK VAR                             | CUSIP: 950810887<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       436125 | NS      | $11273831.25  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5      | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      5425000 | PA      | $3861550.97   | 0.17%             | 2036-07-21      | Fixed         | 5.25%                 | 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        |    357480000 | PA      | $17965487.70  | 0.79%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 07/30 6.375                 | CUSIP: ZJ9336752<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    641360000 | PA      | $11475339.36  | 0.50%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 08/28 4.7        | CUSIP: ZJ9835563<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      1600000 | PA      | $1141088.18   | 0.05%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 04/30 6.5        | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    419800000 | PA      | $4555680.05   | 0.20%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 04/28 6.85       | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    302500000 | PA      | $3332825.02   | 0.15%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3                          | FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3       | CUSIP: ZK3729587<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |      4205000 | PA      | $5068001.54   | 0.22%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/36 4.25   | CUSIP: ZK3909205<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     11990000 | PA      | $7928570.26   | 0.35%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4      | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3790000 | PA      | $2564561.68   | 0.11%             | 2035-08-22      | Fixed         | 4.50%                 | 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      | $-774033.13   | -0.03%            |  |  |  | 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      | $-411028.70   | -0.02%            |  |  |  | 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      | $23353.39     | 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      | $1622623.49   | 0.07%             |  |  |  | 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      | $6288.60      | 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      | $223386.13    | 0.01%             |  |  |  | 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      | $-496913.43   | -0.02%            |  |  |  | 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      | $-379002.16   | -0.02%            |  |  |  | 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      | $14396.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                        | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      6940000 | PA      | $6435420.08   | 0.28%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                            | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      8670000 | PA      | $7808261.82   | 0.34%             | 2030-10-15      | Fixed         | 3.00%                 | 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      | $-711671.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-768048.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-171695.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $242866.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $256943.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $1417.90      | 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      | $-10403.57    | -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      | $-33940.41    | -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      | $-136738.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-119348.52   | -0.01%            |  |  |  | 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      | $213766.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-5178.34     | -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      | $-351224.09   | -0.02%            |  |  |  | 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      | $15721.56     | 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      | $-13493.08    | -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      | $4169.56      | 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      | $98875.61     | 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      | $180297.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $15199.69     | 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      | $757.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-24086.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $10412.66     | 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      | $-124012.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $22357.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD AUD                                                             | BOUGHT NZD/SOLD AUD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $15370.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euro-BTP Future Jun 17 0326                                                     | Euro-BTP Future Jun 17 0326                                  | CUSIP: ADI306KN1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          375 | NC      | $-970827.77   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/36 4.75            | CUSIP: BZ6602487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      8990000 | PA      | $6122631.54   | 0.27%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                        | 1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6              | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      6141545 | PA      | $6131288.26   | 0.27%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/31 3.875      | CUSIP: DC9391897<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      6885000 | PA      | $8166272.87   | 0.36%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/38 4.46       | CUSIP: DF8148846<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      3160000 | PA      | $3755636.27   | 0.17%             | 2038-03-04      | Fixed         | 4.46%                 | 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        |  63035000000 | PA      | $3829570.86   | 0.17%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 12/32 4.25            | CUSIP: EJ6963270<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      5965000 | PA      | $4100917.60   | 0.18%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 03/29 9                        | CUSIP: EJ8243903<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  17929000000 | PA      | $1175256.18   | 0.05%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/40 5               | CUSIP: EK0887258<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      4615000 | PA      | $3073546.61   | 0.14%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL BIDCO SAS USD 1ST LIEN TERM LOAN B                      | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12413888 | PA      | $12395266.67  | 0.55%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS MILEAGE PLAN IP LIMITED 2025 REPRICED TERM LOAN B         | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      3795391 | PA      | $3803285.82   | 0.17%             | 2031-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                     | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B                 | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      6759496 | PA      | $6510273.21   | 0.29%             | 2029-08-27      | Floating      | 8.45%                 | 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        |    145960000 | PA      | $28243767.65  | 1.24%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                              | DELTA 2 LUX SARL 2024 TERM LOAN B1                           | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      4651000 | PA      | $4654488.25   | 0.20%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                           | SUPERANNUATION AND INV US LLC 2026 TERM LOAN                 | CUSIP: Q8800EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2664667 | PA      | $2647187.14   | 0.12%             | 2028-12-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5                            | NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5         | CUSIP: QJ1094474<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     27530000 | PA      | $15990384.34  | 0.70%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Oslo Norway                                                             | CITY OF OSLO NORWAY SR UNSECURED 02/29 VAR                   | CUSIP: YI7277548<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     54000000 | PA      | $5673285.45   | 0.25%             | 2029-02-12      | Floating      | 4.34%                 | 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      | $-152323.30   | -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      | $-101463.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/38 5      | CUSIP: YL0100484<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      5810000 | PA      | $4058360.57   | 0.18%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 08/30 6                     | CUSIP: YL0113552<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    448000000 | PA      | $7915722.92   | 0.35%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/30 6.01                                   | INDIA GOVERNMENT BOND SR UNSECURED 07/30 6.01                | CUSIP: YM3616567<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    285690000 | PA      | $3112690.26   | 0.14%             | 2030-07-21      | Fixed         | 6.01%                 | 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      | $-78387.28    | -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      | $-50738.46    | -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      | $-7184.28     | -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      | $244503.71    | 0.01%             |  |  |  | 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      | $167223.83    | 0.01%             |  |  |  | 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      | $209951.89    | 0.01%             |  |  |  | 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      | $11506.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bancorp.                                                        | FIRST FINANCIAL BANCORP SUBORDINATED 12/35 VAR               | CUSIP: 320209AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4015000 | PA      | $4035075.00   | 0.18%             | 2035-12-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| First Interstate BancSystem Inc.                                                | FIRST INTERSTATE BANCSYSTEM IN SUB NOTES 06/35 VAR           | CUSIP: 32055YAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3125000 | PA      | $3156250.00   | 0.14%             | 2035-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 144A 01/31 3.875               | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $7216800.00   | 0.32%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorporation                                                 | WESTERN ALLIANCE BANCORP SUBORDINATED 06/31 VAR              | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      9030000 | PA      | $8916041.40   | 0.39%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: —       |
| 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        |     32715000 | PA      | $3212321.78   | 0.14%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25             | CUSIP: ZN2715698<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     32650000 | PA      | $19749139.96  | 0.87%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED REGS 01/30 4.25    | CUSIP: ZR8707245<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1825000 | PA      | $2270815.98   | 0.10%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                 | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6911000 | PA      | $6299547.20   | 0.28%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/35 5.2                         | CUSIP: 571676BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2155000 | PA      | $2231421.60   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125    | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2855712.80   | 0.13%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B             | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11438752 | PA      | $11457511.82  | 0.50%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 02/33 6        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      6388000 | PA      | $6617586.00   | 0.29%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5880000 | PA      | $6002081.15   | 0.26%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2024 4 A1                                  | FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2024 4 A1               | CUSIP: BCC3HDGN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      5552544 | PA      | $3964349.83   | 0.17%             | 2056-02-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MORTGAGE HOUSE RMBS PRIME SERI MTHPR 2024 2 A1L                                 | MORTGAGE HOUSE RMBS PRIME SERI MTHPR 2024 2 A1L              | CUSIP: BCC3JKC06<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      3647119 | PA      | $2604063.32   | 0.11%             | 2057-05-13      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/41 2.25            | CUSIP: BH7332159<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      6210000 | PA      | $2837706.85   | 0.12%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75             | CUSIP: BK4327957<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      7620000 | PA      | $3107784.08   | 0.14%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/37 2               | CUSIP: BK7234325<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     12720000 | PA      | $6358166.93   | 0.28%             | 2037-11-20      | Fixed         | 2.00%                 | 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      | $-690833.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-699391.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-183643.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-129873.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $4541.25      | 0.00%             |  |  |  | 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        |  71755000000 | PA      | $4397609.93   | 0.19%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/28 0.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/28 0.25             | CUSIP: BM0493585<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     13080000 | PA      | $7378014.59   | 0.32%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/38 5.25   | CUSIP: YQ1054523<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      7385000 | PA      | $5197462.08   | 0.23%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A 05/35 3.25        | CUSIP: YQ2557201<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3530000 | PA      | $4236947.04   | 0.19%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 03/36 4.25       | CUSIP: YR1520430<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      8085000 | PA      | $5583669.23   | 0.25%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3        | CUSIP: YR2442626<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     42250000 | PA      | $4322503.20   | 0.19%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                  | NBN CO LTD SR UNSECURED REGS 03/35 5.35                      | CUSIP: YR8699443<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5770000 | PA      | $4116445.38   | 0.18%             | 2035-03-06      | Fixed         | 5.35%                 | 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        |  73209000000 | PA      | $4486710.92   | 0.20%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                  | NBN CO LTD SR UNSECURED REGS 08/31 5                         | CUSIP: YV2538887<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     17410000 | PA      | $12381030.90  | 0.54%             | 2031-08-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/34 4.25                    | CUSIP: YX3339711<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      5295000 | PA      | $7178588.25   | 0.32%             | 2034-07-31      | Fixed         | 4.25%                 | 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      | $129536.35    | 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      | $-32379.24    | -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      | $14079.13     | 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      | $20198.04     | 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      | $2698.74      | 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      | $51700.69     | 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      | $3715.71      | 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      | $50328.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES               | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2572147 | PA      | $39614.66     | 0.00%             | 2037-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A          | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2812672 | PA      | $32266.41     | 0.00%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125           | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3575000 | PA      | $4072639.75   | 0.18%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                              | HEWLETT PACKARD ENTERPRISE CO PREFERRED STOCK 09/27 7.625    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       107100 | NS      | $6318900.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I L.P.                                                           | HILCORP ENERGY I LP TERM LOAN B                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      7012388 | PA      | $7003622.02   | 0.31%             | 2030-02-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1733030.89   | 0.08%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2026- DRVPNK 2026 1A D 144A                            | AUTONATION FINANCE TRUST 2026- DRVPNK 2026 1A D 144A         | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2650000 | PA      | $2681454.18   | 0.12%             | 2034-01-11      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4190000 | PA      | $4401318.46   | 0.19%             | 2034-09-10      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4445000 | PA      | $4468460.71   | 0.20%             | 2033-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                         | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3290000 | PA      | $3299053.75   | 0.15%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       923041 | PA      | $923329.87    | 0.04%             | 2041-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BW Real Estate Inc.                                                             | BW REAL ESTATE INC SR UNSECURED 144A 12/99 VAR               | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1601000 | PA      | $1674814.11   | 0.07%             | 2030-03-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VOLT BX 2025 VOLT D 144A                                          | BX TRUST 2025-VOLT BX 2025 VOLT D 144A                       | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2445000 | PA      | $2449573.62   | 0.11%             | 2044-12-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2025 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2025 BOCA A 144A         | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2745000 | PA      | $2756157.05   | 0.12%             | 2042-12-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO. 2023 TERM LOAN B4              | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      1740000 | PA      | $1745620.20   | 0.08%             | 2030-11-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hopper Merger Sub Inc.                                                          | HOLOGIC INC 2026 TERM LOAN B                                 | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8990000 | PA      | $8877625.00   | 0.39%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A                                | HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A             | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3833770 | PA      | $3763140.07   | 0.17%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH PREFERRED STOCK 4.5             | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |          625 | NS      | $11150.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH JR SUBORDINA 12/99 VAR          | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     11264000 | PA      | $11347376.13  | 0.50%             | 2030-10-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SouthState Bank National Association                                            | SOUTH STATE BANK NA SUBORDINATED 08/34 VAR                   | CUSIP: 45384BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3010000 | PA      | $3214680.00   | 0.14%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05       | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      2005000 | PA      | $1325755.88   | 0.06%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV JR SUBORDINA 12/99 VAR                          | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5605000 | PA      | $5826386.40   | 0.26%             | 2032-11-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY B 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY B 144A         | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4395000 | PA      | $4397744.68   | 0.19%             | 2042-03-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY C 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY C 144A         | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1745000 | PA      | $1748269.78   | 0.08%             | 2042-03-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1097000 | PA      | $1153622.75   | 0.05%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A              | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4769820 | PA      | $4904727.20   | 0.22%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2026 1A A2II 144A            | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4280000 | PA      | $4370747.98   | 0.19%             | 2056-02-15      | Fixed         | 5.48%                 | 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        |      6710000 | PA      | $6819009.39   | 0.30%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Kaseya Inc.                                                                     | KASEYA INC 2025 1L TERM LOAN B                               | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6285510 | PA      | $5670409.96   | 0.25%             | 2032-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875                | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3215000 | PA      | $3625835.24   | 0.16%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10410000 | PA      | $8544519.57   | 0.38%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR        | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       882000 | PA      | $886778.68    | 0.04%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4948000 | PA      | $5168007.87   | 0.23%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Live Oak Bancshares Inc.                                                        | LIVE OAK BANCSHARES INC PREFERRED STOCK 8.375                | CUSIP: 53803X402<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       135550 | NS      | $3447036.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                          | LSF12 HELIX PARENT LLC TERM LOAN                             | CUSIP: 54913EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6717333 | PA      | $6709339.59   | 0.30%             | 2033-02-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/46 4.1        | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2313000 | PA      | $1776660.63   | 0.08%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC 2025 TERM LOAN B 2031               | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      8495559 | PA      | $7871135.15   | 0.35%             | 2031-03-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR             | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2430000 | PA      | $2542438.53   | 0.11%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 10/37 6.2             | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      4033000 | PA      | $4388976.09   | 0.19%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 08/38 7.25            | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1726000 | PA      | $2022231.27   | 0.09%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EURO-OAT FUTURE 0326                                                            | EURO-OAT FUTURE 0326                                         | CUSIP: ADI306KZ4<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          118 | NC      | $-195122.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0626                                                            | US LONG BONDCBT 0626                                         | CUSIP: ADI37KQQ0<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           52 | NC      | $-46397.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0626                                                           | US 10YR NOTE CBT 0626                                        | CUSIP: ADI37KRJ5<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           57 | NC      | $-28589.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0626                                                          | CAN 10YR BOND FUT 0626                                       | CUSIP: ADI37NBV9<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           80 | NC      | $-25316.96    | -0.00%            |  |  |  | No            |                  1 | 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        |     33270000 | PA      | $6212310.17   | 0.27%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 08/34 1.2        | CUSIP: AT8524767<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      3172000 | PA      | $3321525.00   | 0.15%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                           | LONG RIDGE ENERGY LLC TERM LOAN B                            | CUSIP: BA000FWX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6312300 | PA      | $6284715.25   | 0.28%             | 2032-02-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 05/30 2.2                 | CUSIP: BJ4434624<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      4780000 | PA      | $3058525.11   | 0.13%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE SR UNSECURED REGS 11/31 0.625                        | CUSIP: BK26CQII1<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      1180000 | PA      | $1232142.74   | 0.05%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1        | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      2169000 | PA      | $2133053.48   | 0.09%             | 2033-03-12      | Fixed         | 1.10%                 | 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        |     60690000 | PA      | $5522038.93   | 0.24%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 03/26 1.25       | CUSIP: BO4889347<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     10910000 | PA      | $1146224.69   | 0.05%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                                   | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                | CUSIP: BP9145262<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      7610000 | PA      | $4085998.06   | 0.18%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 07/31 4.5         | CUSIP: BQ1812974<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4190000 | PA      | $5004921.38   | 0.22%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/32 6.375                    | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 182183000000 | PA      | $11046120.96  | 0.49%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                 | CUSIP: BQ4051935<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    190250000 | PA      | $2052502.67   | 0.09%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 08/26 2.69                                          | CHINA GOVERNMENT BOND BONDS 08/26 2.69                       | CUSIP: BQ8787179<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     23910000 | PA      | $3511767.20   | 0.15%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.                                                    | CELLNEX FINANCE CO SA COMPANY GUAR REGS 09/32 2              | CUSIP: BR3179453<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4338379.88   | 0.19%             | 2032-09-15      | Fixed         | 2.00%                 | 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        |      9994950 | PA      | $9961666.82   | 0.44%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 06/31 4.232                   | CUSIP: EI7257542<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     21195000 | PA      | $5688467.55   | 0.25%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 11/26 4                  | CUSIP: EI8608073<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |     10000000 | PA      | $1049230.67   | 0.05%             | 2026-11-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/31 8.75                     | CUSIP: UV4168299<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   4856000000 | PA      | $326573.02    | 0.01%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST COMPANY GUAR 144A 01/35 3.25             | CUSIP: YS8014443<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1735000 | PA      | $2084653.77   | 0.09%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| JAPAN GOVERNMENT TWO YEAR BOND BONDS 12/26 0.6                                  | JAPAN GOVERNMENT TWO YEAR BOND BONDS 12/26 0.6               | CUSIP: YT6422489<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   2903400000 | PA      | $18541247.38  | 0.82%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED REGS 07/32 VAR               | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3550000 | PA      | $4339331.85   | 0.19%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 04/32 5.625       | CUSIP: ZB0006997<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2455000 | PA      | $2815585.78   | 0.12%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5                                 | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5              | CUSIP: ZB1410586<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      7325000 | PA      | $4483258.30   | 0.20%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 01/30 5.75                   | CUSIP: ZB4914840<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      3195000 | PA      | $4082314.41   | 0.18%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/29 4.125                   | CUSIP: ZB6713786<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      3935000 | PA      | $5388035.15   | 0.24%             | 2029-07-22      | Fixed         | 4.12%                 | 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      | $-289920.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer