# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-25-000500
**Filing Date:** 2025-8
**Character Count:** 908161
**Document Hash:** 05fe145c87fbecbdf0b25e8fbb372b15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-000500.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0002066578-25-000500

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 251256379

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $678244772.45

**Total Liabilities:** $46780453.38

**Net Assets:** $631464319.07

**Delayed Delivery Securities:** $865781.65

**Cash Not Reported:** $6767895.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 207.195887770905 | **1-Year:** 7798.469915234860 | **5-Year:** 51806.689239142050 | **10-Year:** 59624.140666163961 | **30-Year:** 16008.947309669816

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

- **3-Month:** 722.477480284482 | **1-Year:** 5570.457199261819 | **5-Year:** 17393.882146486832 | **10-Year:** 10877.494994284550 | **30-Year:** 4106.540419396019

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039452 | 1.59%                | 0.00%                | 1.67%                |
| Class ID C000158246 | 1.49%                | 0.14%                | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-847350.83              | $9057994.72                                |
| Month 2  | $-1037032.57             | $1006387.10                                |
| Month 3  | $191515.84               | $10290831.86                               |

**Designated Index Information**

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

- **Index Identifier:** LGAINXGLOB

### Schedule of Portfolio Investments

| Name                                                                                   | Title                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal Home Loan Mortgage Corp.                                                       | FR QA8311                                                       | CUSIP: 3133A3GU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        58592 | PA      | $51924.27     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                                  | AHLMUN 3.625 02/04/28 REGS                                      | CUSIP: X9264JAB0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $115764.52    | 0.02%             | 2028-02-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.137 11/15/35 144A                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       100000 | PA      | $84384.00     | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco S.A.U.                                                            | LORCAT 4 09/18/27 144A                                          | CUSIP: ZO5675913<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $353636.96    | 0.06%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.125 10/31/29                                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       430000 | PA      | $436248.44    | 0.07%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Roquette Freres                                                                        | ROQFRE V5.494 PERP                                              | CUSIP: F7911JWK7<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119413.63    | 0.02%             | 2049-12-31      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                  | REPHUN 4.875 03/22/40 15Y                                       | CUSIP: X7S87LAA6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        22000 | PA      | $25408.97     | 0.00%             | 2040-03-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 3.65 08/01/35 10Y                                          | CUSIP: T6025AAC8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       188000 | PA      | $225504.36    | 0.04%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.75 02/15/45                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       709000 | PA      | $705455.00    | 0.11%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Oil Company of the Azerbaijan Republic                                           | SOIAZ 6.95 03/18/30                                             | CUSIP: Y8158KAC5<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |       200000 | PA      | $210981.59    | 0.03%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4049                                                       | CUSIP: 31418DQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28417 | PA      | $25880.71     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4414                                                       | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       192469 | PA      | $160518.40    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R01 1B1                                                | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       175000 | PA      | $179347.07    | 0.03%             | 2041-10-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MBONO 7.5 05/26/33 M                                            | CUSIP: P4R07XU53<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     45060000 | PA      | $2194325.53   | 0.35%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.875 10/15/27                                                | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4753000 | PA      | $4770266.75   | 0.76%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                                | ATOFP 9 12/18/29 .                                              | CUSIP: F04805ET4<br>LEI: 5493001EZOOA66PTBR68 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $131866.81    | 0.02%             | 2029-12-18      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V6.02 01/24/36                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       190000 | PA      | $195214.64    | 0.03%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 0 11/25/31 OAT                                             | CUSIP: F26348AH9<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       943000 | PA      | $932265.83    | 0.15%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                                  | WMG 2.25 08/15/31 REGS                                          | CUSIP: U97128AT6<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       100000 | PA      | $109463.07    | 0.02%             | 2031-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                        | KFW 0 09/15/31 EMTN                                             | CUSIP: D4S4752X8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        33000 | PA      | $33282.85     | 0.01%             | 2031-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.125 08/15/44                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       966000 | PA      | $885286.17    | 0.14%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                         | STLA 4 03/19/34 EMTN                                            | CUSIP: N82405AP1<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $226294.07    | 0.04%             | 2034-03-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                | BPCEGP V6.915 01/14/46 144A                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $260880.56    | 0.04%             | 2046-01-14      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V5.502 01/24/36                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        70000 | PA      | $72129.01     | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V6.183 01/30/36                                             | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       215000 | PA      | $218977.62    | 0.03%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.625 02/15/35                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1080000 | PA      | $1114593.75   | 0.18%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Reinsurance Group of America, Incorporated                                             | RGA V6.65 09/15/55                                              | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19984.06     | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance Sarl                                                     | ARMK 4.375 04/15/33 REGS                                        | CUSIP: L63149AC9<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116511.24    | 0.02%             | 2033-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                   | Q 5.1 06/04/35 MTN                                              | CUSIP: C4108FMA1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |       378000 | PA      | $251278.47    | 0.04%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.875 08/15/40                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       847100 | PA      | $779563.63    | 0.12%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nordrhein-Westfalen (Land)                                                             | NRW 0.125 06/04/31 EMTN                                         | CUSIP: D5S07LHL8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | CORP              | DE        |        49000 | PA      | $49965.98     | 0.01%             | 2031-06-04      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                         | SOLEIN 3.875 10/01/28 REGS                                      | CUSIP: U68195AD5<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115645.25    | 0.02%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4512                                                       | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       289325 | PA      | $240930.80    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                         | BCRED 1e-06 01/22/32                                            | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6035.87      | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Transportes Aereos Portugueses SGPS SA                                                 | TAPTRA 5.125 11/15/29 REGS                                      | CUSIP: X91910AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       100000 | PA      | $118517.15    | 0.02%             | 2029-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                           | SNPS 5.7 04/01/55                                               | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       195000 | PA      | $194018.29    | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| El Salvador (Republic of)                                                              | ELSALV 9.5 07/15/52 REGS                                        | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       150000 | PA      | $154312.50    | 0.02%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                                     | DOMREP 4.875 09/23/32 REGS                                      | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       150000 | PA      | $138877.50    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V2.615 04/22/32                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       220000 | PA      | $195606.94    | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA2471                                                       | CUSIP: 3133KHW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        34714 | PA      | $31651.90     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                           | BPIFRA 2 09/02/30 EMTN                                          | CUSIP: F7053NDZ4<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113583.59    | 0.02%             | 2030-09-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                        | KFW 2.5 10/15/31 EMTN                                           | CUSIP: D4S46MTG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        34000 | PA      | $39958.19     | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD6592                                                       | CUSIP: 3132DUKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       323957 | PA      | $317758.65    | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.        | JBSSBZ 6.375 02/25/55 144A                                      | CUSIP: 472140AC6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       205000 | PA      | $210655.95    | 0.03%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Indonesia (Republic of)                                                                | INDON 1.4 10/30/31                                              | CUSIP: Y39814KM2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       100000 | PA      | $104561.03    | 0.02%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd.                                                                        | AABOND 6.5 01/31/26 REGS                                        | CUSIP: G00005AP6<br>LEI: 2138002EPF6QVRZBMC58 | Long             | ABS-O            | CORP              | JE        |        17321 | PA      | $23808.88     | 0.00%             | 2026-01-31      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 0.6 08/01/31 10Y                                           | CUSIP: T6052BZA9<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1094000 | PA      | $1129630.92   | 0.18%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Maison Finco PLC                                                                       | KEEPMT 6 10/31/27 REGS                                          | CUSIP: G575AZAA3<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $135973.27    | 0.02%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Rac Bond Co PLC                                                                        | RACLN 5.25 11/04/27 REGS                                        | CUSIP: G73354AD7<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $135295.62    | 0.02%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 4.125 07/22/29                                              | CUSIP: G4527HH46<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       617000 | PA      | $854826.90    | 0.14%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco S.p.A.                                                                   | BBIDCO 6.5 09/30/31 REGS                                        | CUSIP: T2R25FAA1<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $119864.99    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Notes                                                           | T 4.25 11/15/34                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1856000 | PA      | $1862670.00   | 0.29%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| British Columbia (Province Of)                                                         | BRCOL 4.7 01/24/28                                              | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |      1600000 | PA      | $1633676.10   | 0.26%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 5 05/15/45                                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        45000 | PA      | $46233.98     | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Guidestone Funds                                                                       | Guidestone Funds MONEY MKT INSTL                                | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      1920538 | NS      | $1920538.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 1.25 07/31/51                                               | CUSIP: G4527HUU3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1309000 | PA      | $785919.85    | 0.12%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                              | PHILIP 1.75 04/28/41                                            | CUSIP: Y6972FA34<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       100000 | PA      | $84228.14     | 0.01%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8161                                                       | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       120684 | PA      | $100503.95    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                                   | FRSNAP 5.25 10/31/31                                            | CUSIP: D279A1AA0<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119409.92    | 0.02%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                     | SPGB 3.15 04/30/35                                              | CUSIP: E4R46FAA8<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       191000 | PA      | $224686.42    | 0.04%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB (publ)                                                             | VERISR 3.25 02/15/27 REGS                                       | CUSIP: W9821DAQ7<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $117211.08    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Dana Financing Luxembourg S.A.R.L.                                                     | DAN 3 07/15/29 REGS                                             | CUSIP: L22848AC6<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116973.94    | 0.02%             | 2029-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail SA                                                           | BMELN 4 11/15/28                                                | CUSIP: L1175HAD8<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $130380.31    | 0.02%             | 2028-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9904                                                       | CUSIP: 36180AAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58633 | PA      | $56180.37     | 0.01%             | 2054-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                                           | BMELN 6.5 11/27/31                                              | CUSIP: L0594CAA0<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $138761.02    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 07/31/25                                                    | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3810000 | PA      | $3796833.27   | 0.60%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elior Group                                                                            | ELIOR 5.625 03/15/30                                            | CUSIP: F3253UAA3<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120520.43    | 0.02%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.511 01/24/36                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        70000 | PA      | $72001.67     | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 05/31/30                                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6694100 | PA      | $6759995.05   | 1.07%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V3.705 04/24/28                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       205000 | PA      | $202638.44    | 0.03%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2006-10                                                         | SLMA 2006-10 A6                                                 | CUSIP: 78443BAG1<br>LEI: 54930051VPU2HCJB6841 | Long             | ABS-O            | USGA              | US        |        63540 | PA      | $61895.97     | 0.01%             | 2044-03-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                         | DTE 3.4 06/15/29 C                                              | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       122000 | PA      | $117117.95    | 0.02%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA7021                                                       | CUSIP: 3133KNYS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       316174 | PA      | $262500.95    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9016                                                       | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       136543 | PA      | $134543.03    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                  | TITIM 7.875 07/31/28                                            | CUSIP: T92777AT7<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $132489.94    | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                                  | QPARKH 5.125 03/01/29 REGS                                      | CUSIP: N7262TAG4<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $121697.56    | 0.02%             | 2029-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5296                                                       | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       617970 | PA      | $618424.29    | 0.10%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                  | JGB 1.3 06/20/35 153                                            | CUSIP: J2S39KJF4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    288300000 | PA      | $1974043.31   | 0.31%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                    | OMAN 6.75 01/17/48 REGS                                         | CUSIP: M75242BH5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       200000 | PA      | $206933.49    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                     | VOD 4.875 06/19/49                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       170000 | PA      | $146403.77    | 0.02%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Multiversity S.p.A.                                                                    | MLTIVR F 10/30/28 REGS                                          | CUSIP: T7S71YAA1<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118551.47    | 0.02%             | 2028-10-30      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| TVL Finance PLC                                                                        | TRAVEL 10.25 04/28/28 REGS                                      | CUSIP: G9137MAM3<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $137512.08    | 0.02%             | 2028-04-28      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8349                                                       | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       153656 | PA      | $153927.50    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS3569                                                       | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       277166 | PA      | $240536.60    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.32 07/19/35                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        75000 | PA      | $75945.89     | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 7.903 02/21/48 REGS                                       | CUSIP: M1487WCP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $153808.93    | 0.02%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                              | IVYCST 5.25 03/22/30 REGS                                       | CUSIP: V73789BE4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       100000 | PA      | $112873.39    | 0.02%             | 2030-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 6.375 09/18/33 REGS                                      | CUSIP: X7360WCS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        18000 | PA      | $21903.90     | 0.00%             | 2033-09-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                               | VTRS 3.125 11/22/28                                             | CUSIP: N59465BD0<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       410000 | PA      | $480721.85    | 0.08%             | 2028-11-22      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V3.691 06/05/28                                              | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       205000 | PA      | $202172.28    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 2.75 02/25/29 OAT                                          | CUSIP: F26348BS4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1201000 | PA      | $1434876.12   | 0.23%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                  | REPHUN 5.375 09/12/33 10Y                                       | CUSIP: X93622GQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        14000 | PA      | $17793.89     | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5165                                                       | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       111752 | PA      | $111934.54    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9241                                                       | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        41027 | PA      | $41293.46     | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                          | SHAEFF 4.5 03/28/30 EMTN                                        | CUSIP: D6T0B6HK5<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118060.52    | 0.02%             | 2030-03-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| WarnerMedia Holdings Inc.                                                              | WBD 4.693 05/17/33                                              | CUSIP: 55903VBH5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       500000 | PA      | $556721.01    | 0.09%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 4.7 04/15/48                                               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        80000 | PA      | $64974.27     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                   | BGB 1.7 06/22/50 88                                             | CUSIP: B1121KEG6<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |        24000 | PA      | $18497.85     | 0.00%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS5520                                                       | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       594156 | PA      | $569045.02    | 0.09%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Timken Company                                                                     | TKR 4.125 05/23/34                                              | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |       195000 | PA      | $228666.78    | 0.04%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rossini S.a.r.l.                                                                       | ROSINI 6.75 12/31/29 REGS                                       | CUSIP: L7980HAE8<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $124615.34    | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MEX 5.75 10/12/10 GMTN                                          | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        20000 | PA      | $15830.00     | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                          | NGERIA 7.875 02/16/32 REGS                                      | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $190126.28    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| UPCB Finance VII Ltd.                                                                  | UPCB 3.625 06/15/29 REGS                                        | CUSIP: G929ZQAA5<br>LEI: 5493006V3WX8F38SQ991 | Long             | DBT              | CORP              | KY        |       100000 | PA      | $116564.05    | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Belden Inc.                                                                            | BDC 3.875 03/15/28 REGS                                         | CUSIP: U07461AN3<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118595.72    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                        | KFW 0.75 06/28/28 GMTN                                          | CUSIP: D4S46MHH1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        61000 | PA      | $69040.83     | 0.01%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 2.1 07/15/26 7Y                                            | CUSIP: T6052BSP4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2900000 | PA      | $3422968.52   | 0.54%             | 2026-07-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA3745                                                       | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        88049 | PA      | $80273.83     | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benteler International Aktiengesellschaft                                              | BENTLR 9.375 05/15/28 REGS                                      | CUSIP: A1113CAB0<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $123574.29    | 0.02%             | 2028-05-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8363                                                       | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       149424 | PA      | $152088.34    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD3908                                                       | CUSIP: 3132E0KV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       178623 | PA      | $183029.78    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9778                                                       | CUSIP: 36179Y2K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        97090 | PA      | $95477.51     | 0.02%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                   | BGB 1.45 06/22/37 84                                            | CUSIP: B1124GHA2<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |        84000 | PA      | $80778.76     | 0.01%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V3.814 04/23/29                                              | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       280000 | PA      | $275588.31    | 0.04%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.25 06/15/49                                               | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       145000 | PA      | $128921.69    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 3.1 03/01/40 21Y                                           | CUSIP: T6052BTW8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       371000 | PA      | $403216.46    | 0.06%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3600                                                       | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       395973 | PA      | $359452.39    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5072                                                       | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       354946 | PA      | $355618.52    | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BU4047                                                       | CUSIP: 3140M5P90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       366864 | PA      | $367907.84    | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V6.491 10/23/34                                             | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        80000 | PA      | $87474.51     | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco S.p.A.                                                                 | MLTIVR 7.125 05/17/31 REGS                                      | CUSIP: T7S3D8AB2<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $127251.89    | 0.02%             | 2031-05-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Orsted A/S                                                                             | ORSTED V5.25 12/08/22                                           | CUSIP: K7653QAP0<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $240302.88    | 0.04%             | 2099-12-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | FN MA5073                                                       | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       651114 | PA      | $663174.29    | 0.11%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9017                                                       | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        52601 | PA      | $52969.01     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                             | RCICN 3.8 03/15/32                                              | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       141000 | PA      | $131082.72    | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA4206                                                       | CUSIP: 3133KKU72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       377388 | PA      | $313626.35    | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8368                                                       | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        40318 | PA      | $41042.69     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                            | NTNX 0.25 10/01/27                                              | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |        19000 | PA      | $26828.00     | 0.00%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                            | CQP 5.95 06/30/33                                               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       185000 | PA      | $193192.86    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 9.375 03/01/29 144A                                        | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $425038.82    | 0.07%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| CKE Restaurants, Inc.                                                                  | HNGRY 2024-1A A2                                                | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        24688 | PA      | $25518.04     | 0.00%             | 2054-03-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                               | NYMT 2024-CP1 A1                                                | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        87051 | PA      | $80634.87     | 0.01%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                   | URI 6.125 03/15/34 144A                                         | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       255000 | PA      | $262974.62    | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 4 10/15/30 144A                                           | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        85000 | PA      | $79298.08     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 12/01/27                                               | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        15000 | PA      | $33030.00     | 0.01%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.4 04/15/34                                                | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       280000 | PA      | $285681.31    | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 3 10/15/30                                                  | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       190000 | PA      | $169891.55    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 6.25 03/15/32 144A                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        50000 | PA      | $51425.25     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | LHX 5.35 06/01/34                                               | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       230000 | PA      | $235232.03    | 0.04%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC                                                                 | ZIPLY 2024-1A A2                                                | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102783.81    | 0.02%             | 2054-04-20      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                            | AKERBP 4 01/15/31 144A                                          | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       230000 | PA      | $218565.43    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 5.625 02/22/36 REGS                                      | CUSIP: X7360WCV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       235000 | PA      | $264357.11    | 0.04%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                      | MCAIRH 6.5 03/26/31 144A                                        | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |        85000 | PA      | $90022.57     | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                      | MCAIRH 6.4 03/26/29 144A                                        | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |        10000 | PA      | $10447.19     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                       | Guidestone Funds MONEY MKT INSTL                                | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     14021057 | NS      | $14021057.16  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.3 05/15/34                                                | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50631.20     | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.6 04/01/34                                                | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        85000 | PA      | $87002.04     | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC 2024-1                                                                 | SEB4P 2024-1A A2                                                | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102397.17    | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 3.5 02/15/29 144A                                         | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        40000 | PA      | $38131.66     | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 5.8 05/15/34                                                | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       280000 | PA      | $280112.65    | 0.04%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LLP / Medline Co-Issuer Inc.                                          | MEDIND 6.25 04/01/29 144A                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82282.72     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 6.35 06/01/40                                               | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |        50000 | PA      | $35107.00     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                  | FCX 4.625 08/01/30                                              | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4952.14      | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CSC Holdings, LLC                                                                      | CSCHLD 3.375 02/15/31 144A                                      | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $138751.81    | 0.02%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| Leviathan Bond Limited                                                                 | LVIATH 6.5 06/30/27                                             | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |        15000 | PA      | $14936.99     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDW 3.25 02/15/29                                               | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $52142.32     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                   | CEMEX 5.2 09/17/30 144A                                         | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $199694.26    | 0.03%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| Uzbekistan (The Republic of)                                                           | UZBEK 3.7 11/25/30 REGS                                         | CUSIP: Y000WRAD0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       400000 | PA      | $357537.24    | 0.06%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                     | GDDY 3.5 03/01/29 144A                                          | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       105000 | PA      | $99313.20     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.872 09/15/34                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        90000 | PA      | $95007.14     | 0.02%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.831 04/19/35                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       775000 | PA      | $812254.42    | 0.13%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-2                                   | BLAST 2024-2 D                                                  | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       115000 | PA      | $117999.33    | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES 2024-2                                                            | GCAR 2024-2A D                                                  | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        30000 | PA      | $30778.73     | 0.00%             | 2030-02-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUD LN LLC 2024-B                                                         | CASL 2024-B A1A                                                 | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        90685 | PA      | $93193.61     | 0.01%             | 2054-08-25      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 4.8 09/15/34                                               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68802.05     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                    | AXON 6.125 03/15/30 144A                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30925.80     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 6.384 10/23/35                                             | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        45000 | PA      | $47286.66     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                                           | WFCM 2016-C36 B                                                 | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $23251.14     | 0.00%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 4.125 12/01/30 144A                                      | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $141276.52    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Molina Healthcare, Inc.                                                                | MOH 4.375 06/15/28 144A                                         | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |        55000 | PA      | $53796.91     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                               | ST 3.75 02/15/31 144A                                           | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       205000 | PA      | $187059.81    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Glencore Funding LLC                                                                   | GLENLN 2.5 09/01/30 144A                                        | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        55000 | PA      | $49576.79     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                    | FYBR 2023-1 C                                                   | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $52621.06     | 0.01%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                             | NOG 3.625 04/15/29                                              | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |        21000 | PA      | $21971.25     | 0.00%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                     | CYRUS 2024-3A A2                                                | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        60000 | PA      | $57240.84     | 0.01%             | 2049-05-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                                                  | TEAM 5.5 05/15/34                                               | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |       285000 | PA      | $292802.12    | 0.05%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                                             | MFCC 2024-2A A                                                  | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100918.27    | 0.02%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                    | FYBR 2024-1 C                                                   | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $112429.34    | 0.02%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 5.673 04/01/35 144A                                      | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10206.29     | 0.00%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                             | S 8.75 03/15/32                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       165000 | PA      | $200252.77    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Masco Corporation                                                                      | MAS 6.5 08/15/32                                                | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |        27000 | PA      | $28804.98     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                   | WY 6.875 12/15/33                                               | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       250000 | PA      | $276430.81    | 0.04%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 7.75 07/01/26                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        95000 | PA      | $84455.42     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Plains All American Pipeline L.P.                                                      | PAA 3.8 09/15/30                                                | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |        85000 | PA      | $81276.33     | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Philippines (Republic Of)                                                              | PHILIP 2.65 12/10/45                                            | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       200000 | PA      | $129905.12    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                   | CEMEX 3.875 07/11/31 144A                                       | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       400000 | PA      | $369078.40    | 0.06%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Hilton Domestic Operating Co Inc.                                                      | HLT 3.625 02/15/32 144A                                         | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       155000 | PA      | $140504.80    | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL V4.65 PERP B                                                 | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       120000 | PA      | $119608.27    | 0.02%             | 2049-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                           | NDSN 5.8 09/15/33                                               | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |        25000 | PA      | $26420.59     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Six Flags                                                                              | Six Flags Term Loan B 200 2031-04-10                            | CUSIP: 15018LAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        34650 | PA      | $34723.63     | 0.01%             | 2031-04-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert                                                                   | Asplundh Tree Expert Term Loan B (Incremental) 175 2031-04-23   | CUSIP: 04538FAE9<br>LEI: 549300R0YQTCFHYAL481 | Long             | LON              | CORP              | US        |       188032 | PA      | $188550.54    | 0.03%             | 2031-05-08      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts                                                               | Wyndham Hotels & Resorts Term Loan B 175 2030-05-01             | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |       356574 | PA      | $358418.95    | 0.06%             | 2030-05-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.45 11/15/34                                               | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        95000 | PA      | $93183.14     | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 5.1 02/25/29 144A                                         | CUSIP: Y000WRAS7<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       215000 | PA      | $259654.44    | 0.04%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                           | SNPS 5.15 04/01/35                                              | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       120000 | PA      | $121001.84    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 1.5 03/01/31                                                | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        35000 | PA      | $31430.00     | 0.00%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dillards, Inc.                                                                         | DDS 7.75 07/15/26                                               | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       450000 | PA      | $456966.94    | 0.07%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                            | OVV 6.5 08/15/34                                                | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25963.53     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Hercules LLC                                                                           | ASH 6.5 06/30/29                                                | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $130991.90    | 0.02%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Group LLC                                                                    | JEF 6.25 01/15/36                                               | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       350000 | PA      | $362963.39    | 0.06%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                     | MTNA 6.75 03/01/41                                              | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       160000 | PA      | $168794.27    | 0.03%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.3 03/01/48                                                | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        50000 | PA      | $41772.44     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.5 08/15/48                                                | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4303.79      | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                            | CQP 4.5 10/01/29                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19792.84     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 4.55 07/01/30                                               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $195305.76    | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 4.5 09/15/31 144A                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        50000 | PA      | $46454.72     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                             | AMT 5.9 11/15/33                                                | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       600000 | PA      | $633515.61    | 0.10%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 6.375 10/06/30 144A                                      | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       180000 | PA      | $193289.73    | 0.03%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 6.55 06/01/34                                              | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        95000 | PA      | $101400.01    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                           | UBS V5.617 09/13/30 144A                                        | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       415000 | PA      | $431021.55    | 0.07%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                       | DUK 5.45 06/15/34                                               | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       165000 | PA      | $169582.96    | 0.03%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Synopsys Inc                                                                           | SNPS 5.7 04/01/55                                               | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139295.18    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                                     | VCAT 2025-NPL3 A1                                               | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       162118 | PA      | $162343.90    | 0.03%             | 2055-02-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| NetApp Inc.                                                                            | NTAP 5.7 03/17/35                                               | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |        85000 | PA      | $87324.60     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                    | MLANE 2025-A A                                                  | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100272.46    | 0.02%             | 2030-05-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 5.375 08/15/35                                                | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       250000 | PA      | $254660.36    | 0.04%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| DoorDash Inc                                                                           | DASH 0 05/15/30                                                 | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |        18000 | PA      | $19545.40     | 0.00%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MBONO 7.75 11/23/34 M                                           | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     15900000 | PA      | $773441.19    | 0.12%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                         | WFCM 2013-LC12 B                                                | CUSIP: 94988QAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         1143 | PA      | $1098.37      | 0.00%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                  | URUGUA 8.5 03/15/28 REGS                                        | CUSIP: P80557BV5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      9705000 | PA      | $242243.08    | 0.04%             | 2028-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                    | AVTR 4.625 07/15/28 144A                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54047.35     | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.625 03/01/29 REGS                                       | CUSIP: U7468CAA8<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       130000 | PA      | $123631.26    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Gartner Inc.                                                                           | IT 3.75 10/01/30 144A                                           | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9364.03      | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                            | CLR 5.75 01/15/31 144A                                          | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1181763.17   | 0.19%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 5.875 03/15/26 144A                                        | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        11000 | PA      | $11057.37     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                        | TMCL 2021-1A A                                                  | CUSIP: 88315LAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |        65333 | PA      | $60155.56     | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Granite Construction Inc                                                               | GVA 3.75 05/15/28                                               | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |         9000 | PA      | $18733.50     | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 5.375 05/29/27 144A                                       | CUSIP: Y000WRAM0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       105000 | PA      | $126888.35    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUD LN LLC 2024-B                                                         | CASL 2024-B B                                                   | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102421.00    | 0.02%             | 2054-08-25      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                     | SUBWAY 2024-1A A2I                                              | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       228850 | PA      | $233184.35    | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 5.625 09/15/29 144A                                       | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $101537.29    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF V5.45 03/06/31                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        65000 | PA      | $65586.30     | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Meritage Homes Corp                                                                    | MTH 5.65 03/15/35                                               | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |       325000 | PA      | $326163.50    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Mars Inc.                                                                              | MARS 5.2 03/01/35 144A                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96185.65     | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                        | FFIN 2025-1A B                                                  | CUSIP: 35040WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100773.90    | 0.02%             | 2050-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                        | FFIN 2025-1A D                                                  | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $99656.54     | 0.02%             | 2050-04-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                           | AVOL 5.375 05/30/30 144A                                        | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |        65000 | PA      | $66241.08     | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                          | SMBCAC 5.1 04/01/30 144A                                        | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |       230000 | PA      | $233585.79    | 0.04%             | 2030-04-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: —       |
| Kyrgyzstan (Republic of)                                                               | KYRGYZ 7.75 06/03/30 144A                                       | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |       245000 | PA      | $241692.77    | 0.04%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 3.375 02/15/30                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |        50000 | PA      | $46088.18     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CSC Holdings, LLC                                                                      | CSCHLD 4.625 12/01/30 144a                                      | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       400000 | PA      | $186374.35    | 0.03%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                     | IRM 5.25 07/15/30 144A                                          | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       145000 | PA      | $143121.83    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 6.625 07/31/26 144A                                         | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10116.16     | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Textron Inc.                                                                           | TXT 2.45 03/15/31                                               | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |        25000 | PA      | $22174.84     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.625 03/01/29 144A                                       | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14265.15     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                             | ACACN 5.25 04/01/29 144A                                        | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |       247816 | PA      | $250428.79    | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                              | ALSN 3.75 01/30/31 144A                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        75000 | PA      | $68790.47     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                | SMB 2021-A A2A2                                                 | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        51026 | PA      | $50661.92     | 0.01%             | 2053-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Trinet Group Inc                                                                       | TNET 3.5 03/01/29 144A                                          | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       160000 | PA      | $150484.48    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 03/01/27 144A                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        80000 | PA      | $80710.54     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                     | SO 5.75 09/15/33                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31507.22     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2023-B                                                    | FORDL 2023-B D                                                  | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $25313.54     | 0.00%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 6.5 10/06/33 144A                                        | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       740000 | PA      | $802801.81    | 0.13%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 8.125 01/15/29 144A                                        | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |         5000 | PA      | $5274.03      | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                         | ZFFNGR 6.75 04/23/30 144A                                       | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $144235.31    | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Germany (Federal Republic Of)                                                          | BKO 2.2 03/11/27 2Y                                             | CUSIP: D2S1KZAA8<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $236957.32    | 0.04%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                            | NTAP 5.5 03/17/32                                               | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92734.86     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                   | STLD 5.25 05/15/35                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110164.74    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS 6.75 10/01/37                                                | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       180000 | PA      | $197742.82    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                  | CHTR 6.55 05/01/37                                              | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $36166.82     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                       | WFRBS 2014-C20 B                                                | CUSIP: 92890FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        24187 | PA      | $21624.98     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.5 04/01/27                                                | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10095.01     | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 2.5 03/01/31                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       225000 | PA      | $193871.66    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Open Text                                                                              | Open Text Term Loan B 275 2030-01-01                            | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | US        |       204772 | PA      | $204964.65    | 0.03%             | 2030-01-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                           | SO 5.7 03/15/34                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       370000 | PA      | $386859.00    | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                                     | TMUS 5.75 01/15/34                                              | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       505000 | PA      | $529090.40    | 0.08%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 6.125 10/06/28 144A                                      | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       150000 | PA      | $157041.70    | 0.02%             | 2028-10-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Energy Transfer LP                                                                     | ET 6.55 12/01/33                                                | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       280000 | PA      | $303949.34    | 0.05%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 8.625 11/01/30 144A                                        | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25401.33     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                   | TRFIG 2024-1A A1                                                | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |       200000 | PA      | $199631.00    | 0.03%             | 2027-11-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDW 5.55 08/22/34                                               | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |       185000 | PA      | $184719.76    | 0.03%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Parsons Corporation                                                                    | PSN 2.625 03/01/29                                              | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |        46000 | PA      | $49128.00     | 0.01%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                    | AXON 6.25 03/15/33 144A                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20643.23     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                 | FANG 5.55 04/01/35                                              | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15169.63     | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co.                                                         | PMUL 7.625 06/15/40 144A                                        | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |       345000 | PA      | $395560.34    | 0.06%             | 2040-06-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Group LLC                                                                    | JEF 6.5 01/20/43                                                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       260000 | PA      | $271770.78    | 0.04%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.45 04/01/44                                               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8742.73      | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.75 10/15/25                                               | CUSIP: 023771S41<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       101137 | PA      | $100457.05    | 0.02%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wave 2017-1 Llc                                                                        | WAAV 2017-1A A                                                  | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        73717 | PA      | $71511.61     | 0.01%             | 2042-11-15      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                                                  | WDC 4.75 02/15/26                                               | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        31000 | PA      | $30941.53     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                    | NAVI 6.75 06/15/26                                              | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       125000 | PA      | $126589.00    | 0.02%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.875 03/01/31 144A                                       | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       570000 | PA      | $528836.81    | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Hologic Inc                                                                            | HOLX 3.25 02/15/29 144A                                         | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       165000 | PA      | $157359.11    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                    | CHILE 3.1 01/22/61                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       570000 | PA      | $346719.60    | 0.05%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 5.3 08/15/29                                                | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30553.77     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                             | ACGCAP 6.75 10/25/28 144A                                       | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106338.18    | 0.02%             | 2028-10-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 9.25 10/01/28 144A                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        15000 | PA      | $15369.87     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 9.125 05/15/31 144A                                      | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $25800.81     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.6 09/01/34                                                 | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       135000 | PA      | $137175.77    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eutelsat S.A.                                                                          | ETLFP 2.25 07/13/27                                             | CUSIP: F3692FAG2<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114944.68    | 0.02%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                                 | DLR 1.125 04/09/28                                              | CUSIP: U2538CAC1<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |       305000 | PA      | $343390.52    | 0.05%             | 2028-04-09      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA3804                                                       | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       113195 | PA      | $106739.53    | 0.02%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V2.572 02/11/31 MTN                                         | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       200000 | PA      | $183270.25    | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM2874                                                       | CUSIP: 3140X6FQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       202125 | PA      | $179397.59    | 0.03%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hessen (Land)                                                                          | HESSEN 2.9 06/18/35                                             | CUSIP: D3R1TJEM4<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | CORP              | DE        |       160000 | PA      | $187672.54    | 0.03%             | 2035-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                      | SFRFP 3.375 01/15/28 REGS                                       | CUSIP: F0265PBQ0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $98920.72     | 0.02%             | 2028-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo B.V.                                                                             | ZIGGO 2.875 01/15/30 REGS                                       | CUSIP: N98371AD4<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       130000 | PA      | $144029.11    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                           | PLNIJ 1.875 11/05/31 REGS                                       | CUSIP: Y6862HAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       100000 | PA      | $102916.44    | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                        | KFW 2.375 08/05/27 EMTN                                         | CUSIP: D4S46MNX9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $237356.24    | 0.04%             | 2027-08-05      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Valeo SE                                                                               | FRFP 4.5 04/11/30 EMTN                                          | CUSIP: F9T69CJ48<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117379.71    | 0.02%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Grifols S.A.                                                                           | GRFSM 7.5 05/01/30 REGS                                         | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       150000 | PA      | $185280.90    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Assemblin Caverion Group AB                                                            | ASSEMB 6.25 07/01/30 REGS                                       | CUSIP: W1R7F4AA2<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $121529.41    | 0.02%             | 2030-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                   | DAL 5.25 07/10/30                                               | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |        75000 | PA      | $75531.30     | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                 | ZFFNGR 3 10/23/29                                               | CUSIP: N9769AAD6<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $204297.13    | 0.03%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: —       |
| Public Property Invest ASA                                                             | PUPRIN 4.625 03/12/30 EMTN                                      | CUSIP: R7S512AA7<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $723141.88    | 0.11%             | 2030-03-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                                  | LHAGR V5.25 01/15/55                                            | CUSIP: D2S14ZAA6<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117120.63    | 0.02%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Adler Financing S.a r.l.                                                               | ADLFIN 8.25 12/31/28 1L                                         | CUSIP: L5R77RAA3<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |        86130 | PA      | $106529.39    | 0.02%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                        | KFW 3.75 07/15/30                                               | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |       395000 | PA      | $394049.71    | 0.06%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.638 05/18/28 EMTN                                        | CUSIP: U480655U3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       250000 | PA      | $290269.07    | 0.05%             | 2028-05-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                       | ADNOUH 4.6 11/02/47 REGS                                        | CUSIP: M0R52WAB9<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $179075.73    | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: —       |
| Ivory Coast (Republic Of)                                                              | IVYCST 5.875 10/17/31 REGS                                      | CUSIP: V73789BG9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       100000 | PA      | $111645.67    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 4.8 03/01/50                                               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       230000 | PA      | $184154.11    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                 | COLOM 3 01/30/30                                                | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       215000 | PA      | $186395.06    | 0.03%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                                 | CTPNV 3.625 03/10/31                                            | CUSIP: N2368SAL9<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $702147.25    | 0.11%             | 2031-03-10      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 2.65 06/15/28 3Y                                           | CUSIP: T6031QBT7<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       217000 | PA      | $258635.59    | 0.04%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                              | EOFP 5.625 06/15/30 REGS                                        | CUSIP: F3445AJ33<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118108.40    | 0.02%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                 | BGARIA 4.125 05/07/38 13Y                                       | CUSIP: X0R483BF8<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        19000 | PA      | $22823.31     | 0.00%             | 2038-05-07      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Switzerland (Government Of)                                                            | SWISS 3.5 04/08/33                                              | CUSIP: H7351PYD2<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       370000 | PA      | $581950.85    | 0.09%             | 2033-04-08      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                                                       | MCD 1.6 03/15/31                                                | CUSIP: U58013CZ1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       400000 | PA      | $435081.38    | 0.07%             | 2031-03-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA3775                                                       | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       152547 | PA      | $139044.93    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                                | CPIPGR 4 01/22/28 EMTN                                          | CUSIP: L36807AS1<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $130979.94    | 0.02%             | 2028-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.699 01/22/31 GMTN                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       285000 | PA      | $262866.82    | 0.04%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                      | SYY 6.6 04/01/50                                                | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |        37000 | PA      | $40104.52     | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Fastighets AB Balder                                                                   | BALDER 4 02/19/32 EMTN                                          | CUSIP: W2951MTM3<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |       600000 | PA      | $705871.75    | 0.11%             | 2032-02-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Switzerland (Government Of)                                                            | SWISS 1.25 06/27/37                                             | CUSIP: H7T729EM7<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       330000 | PA      | $451518.77    | 0.07%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 B.V.                                                         | HBRLN V3 PERP NC8                                               | CUSIP: N963A2AA6<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $110810.71    | 0.02%             | 2049-12-31      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Air France KLM                                                                         | AFFP 4.625 05/23/29 EMTN                                        | CUSIP: F01699BU4<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121783.96    | 0.02%             | 2029-05-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Ray Financing LLC                                                                      | SUNMED 6.5 07/15/31 REGS                                        | CUSIP: YX9670143<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |       130000 | PA      | $160225.13    | 0.03%             | 2031-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                    | IBRD 4 05/06/32                                                 | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       275000 | PA      | $274457.87    | 0.04%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCS & RDS SA                                                                           | RCSRDS 3.25 02/05/28 REGS                                       | CUSIP: X70028AA7<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |       100000 | PA      | $115680.93    | 0.02%             | 2028-02-05      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Latvia (Republic Of)                                                                   | LATVIA 2.875 05/21/30 GMTN                                      | CUSIP: X7S904CT6<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |        27000 | PA      | $31967.75     | 0.01%             | 2030-05-21      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Ayuntamiento de Madrid                                                                 | MADRID 2.487 07/30/30                                           | CUSIP: E3124CGV9<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      2358000 | PA      | $2769652.65   | 0.44%             | 2030-07-30      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                | UNH 5.3 06/15/35                                                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20392.15     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                          | CAF 4.125 06/30/28                                              | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      1235000 | PA      | $1238890.25   | 0.20%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH                                                 | TCHEN 6 07/30/26 REGS                                           | CUSIP: D1T1JZAA1<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |       175840 | PA      | $207583.32    | 0.03%             | 2026-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                  | JGB 0.1 06/20/30 359                                            | CUSIP: J2S39LBZ6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    365700000 | PA      | $2431025.75   | 0.38%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                               | ACFP V4.875 PERP                                                | CUSIP: F0R505VK5<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120604.83    | 0.02%             | 2049-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | GOOGL 3.375 05/06/37                                            | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       200000 | PA      | $231538.16    | 0.04%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                            | COR 2.875 05/22/28                                              | CUSIP: 03073EAZ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118297.05    | 0.02%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                                | MGCN 3.625 05/21/31                                             | CUSIP: C52665AC7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $178089.24    | 0.03%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                   | Q 3.25 05/22/35 EMTN                                            | CUSIP: C4108FLZ7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |       320000 | PA      | $376171.39    | 0.06%             | 2035-05-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                | UNH 5.95 06/15/55                                               | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20325.61     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                | UNH 4.65 01/15/31                                               | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        65000 | PA      | $65349.71     | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                  | TITIM 2.375 10/12/27 EMTN                                       | CUSIP: T92777AQ3<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      1400000 | PA      | $1661677.54   | 0.26%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V7 PERP 144A                                                | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $306579.60    | 0.05%             | 2049-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 6.375 04/11/31 REGS                                       | CUSIP: M1487WCZ6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1100000 | PA      | $1203400.27   | 0.19%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                | BPCEGP 0.25 01/14/31                                            | CUSIP: F1883FTQ3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $507866.56    | 0.08%             | 2031-01-14      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Coty Inc.                                                                              | COTY 3.875 04/15/26 REGS                                        | CUSIP: U2203CAF8<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117982.61    | 0.02%             | 2026-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                   | ACAFP V7.5 PERP REGS                                            | CUSIP: F2276JXM2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1590000 | PA      | $2212244.89   | 0.35%             | 2049-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                      | YTLPMK 1.5 09/17/29                                             | CUSIP: G95641AJ8<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $356031.56    | 0.06%             | 2029-09-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                                  | IRISH 0.2 10/18/30                                              | CUSIP: G4R49GAT0<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |        20000 | PA      | $20988.82     | 0.00%             | 2030-10-18      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| CPUK Finance Limited                                                                   | CPKLN 6.5 08/28/26                                              | CUSIP: G2553ZAM4<br>LEI: 6354003CVDDPNXREIR29 | Long             | ABS-O            | CORP              | JE        |       100000 | PA      | $136665.67    | 0.02%             | 2026-08-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                             | AMT 0.5 01/15/28                                                | CUSIP: 03027XBE9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       400000 | PA      | $447086.20    | 0.07%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Birkenstock Financing S.a.r.l                                                          | BIRKEN 5.25 04/30/29 REGS                                       | CUSIP: L1R48QAA0<br>LEI: 5299004DSXRFOZZ5UG09 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $239328.24    | 0.04%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 3.25 05/25/55 OAT                                          | CUSIP: F26348DM5<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       371000 | PA      | $377829.02    | 0.06%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| The Campbells Co.                                                                      | CPB 5.4 03/21/34                                                | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |        85000 | PA      | $86380.07     | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                 | FANG 5.75 04/18/54                                              | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        45000 | PA      | $41814.23     | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.831 04/19/35                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        55000 | PA      | $57643.86     | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fedrigoni S.p.A.                                                                       | FEDRIG 6.125 06/15/31 REGS                                      | CUSIP: T4R25YAH1<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $113064.04    | 0.02%             | 2031-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                                 | SRE V6.4 10/01/54                                               | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       120000 | PA      | $114219.20    | 0.02%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                       | FR SL1338                                                       | CUSIP: 31427NPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       130000 | PA      | $132186.10    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                                 | ASIA 4.125 05/30/30 GMTN                                        | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       350000 | PA      | $354573.82    | 0.06%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                | ARGENT 4.125 07/09/35                                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       370000 | PA      | $249830.85    | 0.04%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QB1146                                                       | CUSIP: 3133A7HX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        71535 | PA      | $62712.02     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                                          | THOEUR 6.75 02/01/30 REGS                                       | CUSIP: F4R5A5AC7<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122761.97    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                       | FR SD4977                                                       | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       299179 | PA      | $294010.86    | 0.05%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                                                          | FNACFP 6 04/01/29                                               | CUSIP: F3808NAC5<br>LEI: 96950091FL62XSLPHO35 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $247298.84    | 0.04%             | 2029-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Synthomer PLC                                                                          | YULCLN 7.375 05/02/29 REGS                                      | CUSIP: G8650CAC6<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $117226.14    | 0.02%             | 2029-05-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                                | THYELE 6.625 07/15/28 REGS                                      | CUSIP: D8T73PAB0<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |        90000 | PA      | $106454.81    | 0.02%             | 2028-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                  | ECUA 5.5 07/31/35 REGS                                          | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       107462 | PA      | $78258.15     | 0.01%             | 2035-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 1.125 11/03/28                                               | CUSIP: 92343VFP4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       290000 | PA      | $360176.65    | 0.06%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Manuchar                                                                               | MANUCH 7.25 06/30/27 REGS                                       | CUSIP: B57876AA0<br>LEI: 2549001MEFA4EOZSYR71 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $120116.93    | 0.02%             | 2027-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                         | EU 2.5 12/04/31 UFA                                             | CUSIP: YV6790260<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       102000 | PA      | $119007.96    | 0.02%             | 2031-12-04      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kronos International Inc                                                               | KRO 9.5 03/15/29 RegS                                           | CUSIP: U5010PAF5<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |       100000 | PA      | $127238.19    | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9964                                                       | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       136842 | PA      | $134544.87    | 0.02%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                  | ECUA 6.9 07/31/30 REGS                                          | CUSIP: P8054QBA0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        80000 | PA      | $69700.00     | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CA5668                                                       | CUSIP: 3140QDJN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       106901 | PA      | $93631.98     | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BC5671                                                       | CUSIP: 3140F1JR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        66833 | PA      | $59352.17     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                     | VOD V3 08/27/80                                                 | CUSIP: G9376VDR9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $111970.05    | 0.02%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: —       |
| Serbia (Republic Of)                                                                   | SERBIA 2.125 12/01/30 REGS                                      | CUSIP: X77765CB3<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       200000 | PA      | $169216.23    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Ephios Subco 3 S.a r.l.                                                                | SYABGR 7.875 01/31/31 REGS                                      | CUSIP: L2965ZAA6<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $254461.72    | 0.04%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Nexans SA                                                                              | NEXFP 4.25 03/11/30                                             | CUSIP: F65277RB7<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $243555.67    | 0.04%             | 2030-03-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Boels Topholding Bv                                                                    | BOELST 5.75 05/15/30 REGs                                       | CUSIP: N143VZAB7<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $122424.00    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                         | BRCOL 3.5 05/29/40 .                                            | CUSIP: C1R655AX4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |       188000 | PA      | $218352.43    | 0.03%             | 2040-05-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CA6291                                                       | CUSIP: 3140QD7D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        29765 | PA      | $26039.26     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8212                                                       | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       243962 | PA      | $203103.72    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                      | ADRBID 6.75 02/15/31 REGS                                       | CUSIP: N9015VAT7<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $241992.87    | 0.04%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 5.5 02/23/54                                                 | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33850.72     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Pinewood Finco PLC                                                                     | PINEFI 6 03/27/30 REGS                                          | CUSIP: G71132AE7<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136038.47    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                     | VOD V4.2 10/03/78                                               | CUSIP: G93882S36<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119926.51    | 0.02%             | 2078-10-03      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                           | SO V4 01/15/51 B                                                | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139416.38    | 0.02%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                  | JGB 0.4 09/20/40 174                                            | CUSIP: J2S39LHU1<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    225500000 | PA      | $1231569.38   | 0.20%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Austria (Republic of)                                                                  | RAGB 0.9 02/20/32                                               | CUSIP: A0654UWU1<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |        17000 | PA      | $17924.81     | 0.00%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                           | CAS 2022-R03 1M2                                                | CUSIP: 20753XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       365000 | PA      | $379476.68    | 0.06%             | 2042-03-25      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B V                                                                  | TELEFO V6.135 PERP                                              | CUSIP: N850234A9<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $379118.09    | 0.06%             | 2049-12-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Canada (Government of)                                                                 | CAN 3 06/01/34                                                  | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       885000 | PA      | $638993.72    | 0.10%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 2.5 08/15/54 30Y                                            | CUSIP: D2R8H4KM0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       349000 | PA      | $365336.51    | 0.06%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                                            | PROGRP 5.375 04/15/31 REGS                                      | CUSIP: D6S035AH1<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $234264.82    | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | FN CB7991                                                       | CUSIP: 3140QT2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       263122 | PA      | $264083.86    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9603                                                       | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       140158 | PA      | $134366.97    | 0.02%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 4.3 10/01/54 30Y                                           | CUSIP: T6031QAS0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       344000 | PA      | $406484.37    | 0.06%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5701                                                       | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       317876 | PA      | $323217.60    | 0.05%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                              | DHR 0.45 03/18/28                                               | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       275000 | PA      | $306844.91    | 0.05%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                 | COLOM 3 01/30/30                                                | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       100000 | PA      | $86695.38     | 0.01%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                  | MODULA 4.75 11/30/28 REGS                                       | CUSIP: G0904GAB0<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $116076.86    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8444                                                       | CUSIP: 3132DWLZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       151805 | PA      | $145337.13    | 0.02%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                     | PERU 5.5 03/30/36                                               | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |        30000 | PA      | $30057.00     | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                     | ATH V6.875 06/28/55                                             | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       160000 | PA      | $159616.00    | 0.03%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ADIF - Alta Velocidad                                                                  | ADIFAL 3.125 10/31/32 EMTN                                      | CUSIP: E90210AD2<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       400000 | PA      | $469474.60    | 0.07%             | 2032-10-31      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                         | OTEXCN 3.875 02/15/28 144A                                      | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       190000 | PA      | $184435.05    | 0.03%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                            | ACGB 1.75 06/21/51 162                                          | CUSIP: Q08184NC5<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $715731.58    | 0.11%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V4.762 03/29/33                                            | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $195899.36    | 0.03%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V7.75 PERP 144A                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       860000 | PA      | $906676.50    | 0.14%             | 2049-12-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R01                                           | CAS 2024-R01 1M2                                                | CUSIP: 20753UAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       250000 | PA      | $253017.24    | 0.04%             | 2044-01-25      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.25 05/15/39                                                 | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        30000 | PA      | $29216.02     | 0.00%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 6.5 02/28/41 R214                                          | CUSIP: S69124NG6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     75016000 | PA      | $2867784.93   | 0.45%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3 11/15/45                                                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       660000 | PA      | $503017.97    | 0.08%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.875 11/15/46                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1520000 | PA      | $1119575.00   | 0.18%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hilton Usa Trust 2016-Hhv                                                              | HILT 2016-HHV D                                                 | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       540000 | PA      | $529289.91    | 0.08%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 4.15 12/04/27                                               | CUSIP: Y5325PCD4<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     13000000 | PA      | $1933950.82   | 0.31%             | 2027-12-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 0 02/15/31 10Y                                              | CUSIP: D2R8H4FW4<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     17500000 | PA      | $18236905.55  | 2.89%             | 2031-02-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST                                                          | SFO 2021-555 D                                                  | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       760000 | PA      | $746505.33    | 0.12%             | 2038-05-15      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R01 1B1                                                | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       900000 | PA      | $922356.36    | 0.15%             | 2041-10-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 3.3 01/30/32                                                | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       510000 | PA      | $462341.09    | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                    | EXE 4.75 02/01/32                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       760000 | PA      | $739522.48    | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                | ZIGGO 5 01/15/32 144a                                           | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      1370000 | PA      | $1219914.31   | 0.19%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3 08/15/52                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       960000 | PA      | $693262.50    | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB (publ)                                                             | VERISR 7.125 02/01/28 144A                                      | CUSIP: ZM5968932<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       970000 | PA      | $1191211.90   | 0.19%             | 2028-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Goldstory SAS                                                                          | THOEUR 6.75 02/01/30 144A                                       | CUSIP: ZF6562614<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |       620000 | PA      | $761124.20    | 0.12%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                    | KENINT 9.75 02/16/31 144A                                       | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       860000 | PA      | $874329.37    | 0.14%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKEY 4.875 04/16/43 30Y                                       | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       500000 | PA      | $353104.46    | 0.06%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.95 06/29/43                                               | CUSIP: Y5325PAY0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      4000000 | PA      | $714073.22    | 0.11%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 4.1 05/21/45                                                | CUSIP: Y5325PAZ7<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      1000000 | PA      | $184414.20    | 0.03%             | 2045-05-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.6 05/21/30                                                | CUSIP: Y5325PBE3<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      7000000 | PA      | $1073776.37   | 0.17%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cab                                                                                    | BIOGRP 3.375 02/01/28 144A                                      | CUSIP: BN8010116<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $673331.00    | 0.11%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                       | AAL 5.5 04/20/26 144A                                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       260000 | PA      | $259565.87    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA6 B1                                              | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       470000 | PA      | $482966.81    | 0.08%             | 2041-10-25      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Odido Holding BV                                                                       | TMOBNL 3.75 01/15/29 144A                                       | CUSIP: BS9025138<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |       480000 | PA      | $560822.04    | 0.09%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                   | URI 6.125 03/15/34 144A                                         | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       410000 | PA      | $422821.93    | 0.07%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                                     | PINEFI 6 03/27/30 144A                                          | CUSIP: ZD6875557<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1360384.74   | 0.22%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.625 02/15/35                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       960000 | PA      | $990750.00    | 0.16%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 03/31/30                                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       820000 | PA      | $827815.63    | 0.13%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Natural Gas Company                                                            | KMI 8.375 06/15/32 *                                            | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $58798.93     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 4.5 09/07/34                                                | CUSIP: G4527HPM7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       160000 | PA      | $221435.91    | 0.04%             | 2034-09-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.875 08/15/40                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        20000 | PA      | $18405.47     | 0.00%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                            | CLR 4.9 06/01/44                                                | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       270000 | PA      | $212377.37    | 0.03%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MEX 4.6 01/23/46                                                | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       800000 | PA      | $605372.00    | 0.10%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V7.375 PERP 144a                                            | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       740000 | PA      | $741724.50    | 0.12%             | 2049-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3 05/15/47                                                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        60000 | PA      | $44960.16     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.75 08/15/47                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        90000 | PA      | $64188.28     | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship Vii Limited                                                  | VIKCRU 5.625 02/15/29 144A                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       900000 | PA      | $896173.23    | 0.14%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-CA                                                           | NSLT 2021-CA D                                                  | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1040000 | PA      | $917417.54    | 0.15%             | 2062-04-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                           | CAS 2021-R03 1B1                                                | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       420000 | PA      | $429175.85    | 0.07%             | 2041-12-25      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                             | RABOBK V3.649 04/06/28 144A                                     | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $246850.55    | 0.04%             | 2028-04-06      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.75 08/15/32                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1090000 | PA      | $1005737.89   | 0.16%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                             | AALLN 4.125 03/15/32                                            | CUSIP: G037626Z2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $907025.85    | 0.14%             | 2032-03-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.48 06/29/27                                               | CUSIP: Y5325PAE4<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     33000000 | PA      | $4791478.00   | 0.76%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.75 08/15/42                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        90000 | PA      | $68895.70     | 0.01%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                           | TSCOPR 5.4111 07/13/44                                          | CUSIP: G87661AA5<br>LEI: 213800FORYFOB97FHO66 | Long             | ABS-O            | CORP              | GB        |       353360 | PA      | $467223.29    | 0.07%             | 2044-07-13      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                          | WMB 5.75 06/24/44                                               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       320000 | PA      | $313937.70    | 0.05%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.5 05/15/46                                                  | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       590000 | PA      | $407699.22    | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 1.25 05/15/50                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        50000 | PA      | $24039.06     | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 0.875 11/15/30                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8550000 | PA      | $7335966.82   | 1.16%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INSTAR LEASING III LLC                                                                 | INSTR 2021-1A A                                                 | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       922286 | PA      | $858525.64    | 0.14%             | 2054-02-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 3.5 06/01/41                                               | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       370000 | PA      | $268598.65    | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance Plc                                                            | GTWICK 4.375 04/07/26                                           | CUSIP: G389AYAA2<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |      1480000 | PA      | $2020504.12   | 0.32%             | 2026-04-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corporation                                                               | DVN 5.875 06/15/28                                              | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       384000 | PA      | $384176.30    | 0.06%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V5.21 08/11/28                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       680000 | PA      | $689737.35    | 0.11%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 6.25 03/31/36 R209                                         | CUSIP: S69124MZ5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2140000 | PA      | $90283.21     | 0.01%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 4.25 07/04/39 32Y                                           | CUSIP: D14464MG9<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       470000 | PA      | $641704.47    | 0.10%             | 2039-07-04      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Capital II                                                               | GS V0 PERP _                                                    | CUSIP: 381427AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $34629.07     | 0.01%             | 2049-12-31      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                            | DCP 6.75 09/15/37                                               | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       500000 | PA      | $527122.97    | 0.08%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 5.25 01/17/42 144A                                        | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1230000 | PA      | $1208703.19   | 0.19%             | 2042-01-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                                 | OCPMR 4.5 10/22/25 144A                                         | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       320000 | PA      | $319088.64    | 0.05%             | 2025-10-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.375 11/15/48                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       770000 | PA      | $609352.74    | 0.10%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V4.083 03/20/51 MTN                                         | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       170000 | PA      | $135116.32    | 0.02%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 1.375 08/15/50                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3730000 | PA      | $1840230.49   | 0.29%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                       | AAL 5.75 04/20/29 144A                                          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       750000 | PA      | $749810.78    | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V3.328 04/22/52                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1318394.16   | 0.21%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V3.311 04/22/42                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1428396.81   | 0.23%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                      | ADRBID 5.25 02/01/30 144A                                       | CUSIP: BT4294935<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $584420.80    | 0.09%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 7.25 02/15/28 144A                                          | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       830000 | PA      | $848196.92    | 0.13%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Caixabank S.A.                                                                         | CABKSM V6.037 06/15/35 144A                                     | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       370000 | PA      | $387330.50    | 0.06%             | 2035-06-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                          | PETBRA 6.875 01/20/40                                           | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |        80000 | PA      | $79676.44     | 0.01%             | 2040-01-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                 | COLOM 5.625 02/26/44                                            | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3170000 | PA      | $2350712.77   | 0.37%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3 05/15/45                                                    | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        30000 | PA      | $22988.67     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.5 09/01/30                                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9459.43      | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB (publ)                                                          | VERISR 5.25 02/15/29 144A                                       | CUSIP: BN5128655<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |       240000 | PA      | $284480.25    | 0.05%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA1 B1                                              | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       500000 | PA      | $525417.85    | 0.08%             | 2051-01-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 5.75 12/01/28 144A                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       770000 | PA      | $667975.00    | 0.11%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                                  | RRC 4.75 02/15/30 144A                                          | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       840000 | PA      | $817738.99    | 0.13%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-4                                                      | VERUS 2022-4 A1                                                 | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       687224 | PA      | $688517.07    | 0.11%             | 2067-04-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.875 05/15/32                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3450000 | PA      | $3219685.56   | 0.51%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-E                                       | NAVSL 2018-EA B                                                 | CUSIP: 63890BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       560000 | PA      | $550368.87    | 0.09%             | 2059-12-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| The Cigna Group                                                                        | CI 3.4 03/15/50                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       260000 | PA      | $176439.38    | 0.03%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                            | WMB 3.25 05/15/30                                               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       320000 | PA      | $301960.21    | 0.05%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                | SASOL 5.5 03/18/31                                              | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      1470000 | PA      | $1209358.86   | 0.19%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                                       | Allied Universal Term Loan B (Incremental) 375 2028-04-19       | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |            0 | PA      | $0.05         | 0.00%             | 2028-04-07      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                               | ENGIFP 3.875 03/06/36 EMTN                                      | CUSIP: F3R09TAN6<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $714433.87    | 0.11%             | 2036-03-06      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL 3.7 04/15/30 EMTN                                            | CUSIP: 00912XBN3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1526945.80   | 0.24%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                  | JGB 0.1 06/20/28 351                                            | CUSIP: J2S39KL53<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    227900000 | PA      | $1550936.46   | 0.25%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                    | PEMEX 7.69 01/23/50                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       240000 | PA      | $188930.45    | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 5.05 03/15/42                                               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       450000 | PA      | $267480.00    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                        | MDT 4.15 10/15/53                                               | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       181000 | PA      | $206252.55    | 0.03%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ceconomy AG                                                                            | CECGR 6.25 07/15/29 REGS                                        | CUSIP: D1497LJX6<br>LEI: 5299001X9L42HXEBCZ51 | Long             | DBT              | CORP              | DE        |       120000 | PA      | $147944.92    | 0.02%             | 2029-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 5.35 09/15/54                                              | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       130000 | PA      | $121343.14    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Monitchem Holdco 3 S.A.                                                                | CABBCO 8.75 05/01/28 REGS                                       | CUSIP: L6486CAG5<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $119611.86    | 0.02%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8324                                                       | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       304550 | PA      | $305204.81    | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.625 03/15/32                                              | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       180000 | PA      | $166101.62    | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 5.25 05/30/32 REGS                                       | CUSIP: X7360WCY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        29000 | PA      | $33729.03     | 0.01%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                     | SPGB 3.45 10/31/34                                              | CUSIP: E8922APQ7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2303000 | PA      | $2786615.88   | 0.44%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                                   | ZAMBIN 5.75 06/30/33 REGS                                       | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       112012 | PA      | $103121.71    | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                        | FIBCOP 7.875 07/31/28 *                                         | CUSIP: T7S98WAN6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $129540.80    | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD4175                                                       | CUSIP: 3132E0T85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       261732 | PA      | $217345.87    | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9851                                                       | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       206560 | PA      | $207171.51    | 0.03%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                          | HEIBOS 1.625 10/13/31 EMTN                                      | CUSIP: N39310AJ1<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $305928.07    | 0.05%             | 2031-10-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Canada (Government of)                                                                 | CAN 3.5 03/01/28                                                | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3476000 | PA      | $2607210.59   | 0.41%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8309                                                       | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       195364 | PA      | $198880.28    | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| V.F. Corp                                                                              | VFC 4.25 03/07/29 EMTN                                          | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113153.92    | 0.02%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8725                                                       | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       164833 | PA      | $162857.53    | 0.03%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8454                                                       | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       221723 | PA      | $225494.82    | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5469                                                       | CUSIP: 31418FCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       191605 | PA      | $187967.70    | 0.03%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                  | UKRAIN 1.75 02/01/34 REGS                                       | CUSIP: X5S0055W7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        25000 | PA      | $12862.11     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                   | KPN V6 PERP -                                                   | CUSIP: N4297BKB9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       131000 | PA      | $164244.49    | 0.03%             | 2049-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4940                                                       | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       682788 | PA      | $672043.72    | 0.11%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8726                                                       | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       244522 | PA      | $246256.19    | 0.04%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8317                                                       | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       495104 | PA      | $504996.69    | 0.08%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                  | ECUA 5.5 07/31/35 REGS                                          | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       207538 | PA      | $151137.51    | 0.02%             | 2035-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Norddeutsche Landesbank Girozentrale                                                   | NDB V5.625 08/23/34                                             | CUSIP: D5714EHQ7<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $366826.20    | 0.06%             | 2034-08-23      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                         | EU 3.375 10/04/39 UFA                                           | CUSIP: YX6449467<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       601975 | PA      | $702293.69    | 0.11%             | 2039-10-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                     | VOD 5.75 06/28/54                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $129435.48    | 0.02%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5421                                                       | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |            0 | PA      | $0.01         | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                    | SYK 3.375 09/11/32                                              | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       140000 | PA      | $165778.39    | 0.03%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA3746                                                       | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        75889 | PA      | $71608.04     | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 3.5 09/15/53                                                  | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       150000 | PA      | $101608.05    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD1803                                                       | CUSIP: 3132DPAC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       354290 | PA      | $357539.63    | 0.06%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                             | AMGN 5.75 03/02/63                                              | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |        55000 | PA      | $53511.59     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | LHX 5.4 01/15/27                                                | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30509.18     | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                     | SPGB 4 10/31/54                                                 | CUSIP: E8922APG9<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       287000 | PA      | $337306.04    | 0.05%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Alexandrite Monnet UK HoldCo PLC                                                       | BFIMMO 10.5 05/15/29 REGS                                       | CUSIP: G01654AA3<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $129995.91    | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                 | BGARIA 3.625 09/05/32 8Y                                        | CUSIP: X0R483BC5<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        11000 | PA      | $13447.08     | 0.00%             | 2032-09-05      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                  | UKRAIN 1.75 02/01/36 REGS                                       | CUSIP: X5S0056C0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        30980 | PA      | $15116.24     | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                                | CPIPGR V3.75 PERP                                               | CUSIP: L36807AX0<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $107567.63    | 0.02%             | 2049-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                                | CPIPGR 1.75 01/14/30 EMTN                                       | CUSIP: L36807BE1<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $103468.91    | 0.02%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CA8256                                                       | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       465652 | PA      | $386977.29    | 0.06%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                         | EU 3.25 07/04/34 UFA                                            | CUSIP: ZL4447476<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1740000 | PA      | $2098691.90   | 0.33%             | 2034-07-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4978                                                       | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       709157 | PA      | $697673.43    | 0.11%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8325                                                       | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       778787 | PA      | $793391.03    | 0.13%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Croatia (Republic Of)                                                                  | CROATI 3.375 03/12/34                                           | CUSIP: X7330ZFT4<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       130000 | PA      | $157360.27    | 0.02%             | 2034-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Neopharmed Gentili S.p.A.                                                              | NEGENT 7.125 04/08/30 REGS                                      | CUSIP: T6S95JAB6<br>LEI: 815600C8FD3DCB866E50 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $123831.96    | 0.02%             | 2030-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5389                                                       | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50934 | PA      | $51815.51     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8446                                                       | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       502469 | PA      | $502838.42    | 0.08%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                   | BKNG 0.5 03/08/28                                               | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       275000 | PA      | $307643.58    | 0.05%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | FN FS2653                                                       | CUSIP: 3140XH5P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       127385 | PA      | $118861.12    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8315                                                       | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       371262 | PA      | $365691.64    | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.25 04/21/34 MTN                                           | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       120000 | PA      | $122114.83    | 0.02%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                         | SOLEIN 9.625 11/15/28 REGS                                      | CUSIP: ZK7335050<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       100000 | PA      | $123997.66    | 0.02%             | 2028-11-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                                     | CBRSER 6.375 04/15/30 REGS                                      | CUSIP: D1T38ZAB7<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $121832.43    | 0.02%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | FN CB7867                                                       | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       234824 | PA      | $243440.97    | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                       | AEP V7.05 12/15/54 *                                            | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       105000 | PA      | $109328.73    | 0.02%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Amber Finco PLC                                                                        | AMBRFN 6.625 07/15/29 REGS                                      | CUSIP: G02493AA5<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123466.84    | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                       | FR SD0868                                                       | CUSIP: 3132DM6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       241329 | PA      | $200504.63    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Castellum AB                                                                           | CASTSS V3.125 PERP                                              | CUSIP: W20779X46<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $115478.92    | 0.02%             | 2049-12-31      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                          | BDX 3.828 06/07/32                                              | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       251000 | PA      | $302561.28    | 0.05%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                          | ENBCN V7.2 06/27/54                                             | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |        62000 | PA      | $63850.27     | 0.01%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                           | BACR V0.577 08/09/29                                            | CUSIP: G0809LHF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       410000 | PA      | $451732.02    | 0.07%             | 2029-08-09      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                       | FR RA7263                                                       | CUSIP: 3133KPB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       267193 | PA      | $222782.83    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.484 09/16/36                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       190000 | PA      | $161501.66    | 0.03%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 3.95 06/30/62                                              | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       210000 | PA      | $135414.47    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc                                                                           | AVGO 3.137 11/15/35 144A                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       140000 | PA      | $118137.60    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKTRM 4 10/15/33 144A                                           | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       165000 | PA      | $147734.09    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Motion Finco S A R L                                                                   | MERLLN 7.375 06/15/30 REGS                                      | CUSIP: L6527FAC8<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $110805.05    | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                     | PURGYM 10 10/11/28 REGS                                         | CUSIP: G7113BAD9<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $145453.73    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Canada (Government of)                                                                 | CAN 4 03/01/29                                                  | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       275000 | PA      | $210738.76    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CTEC II GmbH                                                                           | CERTEC 5.25 02/15/30 REGS                                       | CUSIP: D1T3XZAA1<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $100796.73    | 0.02%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKEY 9.125 07/13/30                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       200000 | PA      | $222072.00    | 0.04%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9304                                                       | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        87134 | PA      | $85893.34     | 0.01%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corporation PLC                                                      | PICORP 8 11/13/33                                               | CUSIP: G6994YAH6<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $451635.20    | 0.07%             | 2033-11-13      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                   | SLOVGB 3.75 03/06/34 250                                        | CUSIP: X5S008DK8<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |        27000 | PA      | $32890.24     | 0.01%             | 2034-03-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                 | BGARIA 4.5 01/27/33 REGS                                        | CUSIP: X0R483AY8<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        41000 | PA      | $52481.96     | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V4.75 11/13/32 EMTN                                         | CUSIP: F105CVH69<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $632220.85    | 0.10%             | 2032-11-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hungarian Export-Import Bank Pte Ltd.                                                  | MAEXIM 6 05/16/29                                               | CUSIP: X5S8QYBP7<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       100000 | PA      | $127270.20    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V3.955 03/21/35 EMTN                                         | CUSIP: U6176TNQ7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       200000 | PA      | $241092.91    | 0.04%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| European Union                                                                         | EU 3.25 02/04/50 UFA                                            | CUSIP: ZD8269577<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       278000 | PA      | $300744.21    | 0.05%             | 2050-02-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                                      | NGGLN 4.275 01/16/35 EMTN                                       | CUSIP: G6S98DLE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $613809.98    | 0.10%             | 2035-01-16      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                  | JGB 1.3 03/20/63 16                                             | CUSIP: J2S39LG65<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    298750000 | PA      | $1272064.16   | 0.20%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RA9616                                                       | CUSIP: 3133KRVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        60233 | PA      | $59220.90     | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS5126                                                       | CUSIP: 3140XLVU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       984397 | PA      | $817302.87    | 0.13%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P.MORGAN MORTGAGE TRUST 2023-HE3                                                     | JPMMT 2023-HE3 A1                                               | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |        71904 | PA      | $72307.07     | 0.01%             | 2054-05-20      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                                              | IQV 2.25 01/15/28 REGS                                          | CUSIP: U46093AB3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114875.61    | 0.02%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3495                                                       | CUSIP: 3140QN3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       326569 | PA      | $282950.78    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                          | CHEPDE 7.5 05/15/30 REGS                                        | CUSIP: D1T29ZAD4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120441.27    | 0.02%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Eroski Sociedad Cooperativa                                                            | EROSKI 10.625 04/30/29 REGS                                     | CUSIP: E9745WAF2<br>LEI: 959800J76YJMWZP6S661 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $126924.12    | 0.02%             | 2029-04-30      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9488                                                       | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       152485 | PA      | $153221.08    | 0.02%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8205                                                       | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       252155 | PA      | $209749.73    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5246                                                       | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       793827 | PA      | $794818.74    | 0.13%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 3.3 01/30/32                                                | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       600000 | PA      | $543930.70    | 0.09%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                             | DCP 3.25 02/15/32                                               | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       135000 | PA      | $119381.94    | 0.02%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                   | BKNG 4 03/01/44                                                 | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113063.83    | 0.02%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                              | LIN 3.625 06/12/34                                              | CUSIP: G5494JAH6<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $601803.51    | 0.10%             | 2034-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Crelan S.A.                                                                            | CRELAN V6 02/28/30 EMTN                                         | CUSIP: B1606MXZ3<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $648323.71    | 0.10%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Bulgaria (Republic Of)                                                                 | BGARIA 4.875 05/13/36 12.5                                      | CUSIP: X0R483BA9<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        45000 | PA      | $58941.35     | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA9422                                                       | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       124723 | PA      | $122716.52    | 0.02%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Valeo SE                                                                               | FRFP 5.875 04/12/29 EMTN                                        | CUSIP: F9T69CA39<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $125635.21    | 0.02%             | 2029-04-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                            | STYRO 8.5 03/15/29 REGS                                         | CUSIP: G4772GAD7<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $117822.69    | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8402                                                       | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       216670 | PA      | $220509.08    | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                          | SHAEFF 4.75 08/14/29 EMTN                                       | CUSIP: D6T0B6HE9<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119550.90    | 0.02%             | 2029-08-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Aon North America Inc.                                                                 | AON 5.75 03/01/54                                               | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $113461.87    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gcat 2019-RPL1 Trust                                                                   | GCAT 2019-RPL1 A1                                               | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        22323 | PA      | $21663.31     | 0.00%             | 2068-10-25      | Variable      | 2.65%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                     | PROG 2021-SFR3 E1                                               | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $19668.25     | 0.00%             | 2026-05-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F                                       | NAVSL 2021-FA B                                                 | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $68403.04     | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                | MOH 3.875 05/15/32 144A                                         | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       130000 | PA      | $118416.92    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                           | ENOIGA 5.375 03/30/28                                           | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |       115000 | PA      | $109796.25    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V2.482 09/21/36                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        60000 | PA      | $50857.82     | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                     | STX 4.091 06/01/29                                              | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |         5000 | PA      | $4794.05      | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CAFL ISSUER LLC 2021-RTL1                                                              | CAFL 2021-RTL1 A1                                               | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        27462 | PA      | $27463.00     | 0.00%             | 2029-03-28      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                                         | EPR 3.6 11/15/31                                                | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |        35000 | PA      | $31813.06     | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARCC 3.2 11/15/31                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       375000 | PA      | $326626.00    | 0.05%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 6 05/01/29 144A                                             | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        45000 | PA      | $45498.02     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                    | CHILE 3.25 09/21/71                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       400000 | PA      | $243740.00    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                   | RKTRM 2.875 10/15/26 144A                                       | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       370000 | PA      | $361097.62    | 0.06%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| SMB Private Education Loan Trust 2021-E                                                | SMB 2021-E B                                                    | CUSIP: 78450MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $84967.76     | 0.01%             | 2051-02-15      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                            | CLR 2.875 04/01/32 144A                                         | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       245000 | PA      | $206092.86    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| OCEAN TRAILS CLO XIV LTD                                                               | OCTR 2023-14A D1R                                               | CUSIP: 67515JAU9<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |       940000 | PA      | $943513.49    | 0.15%             | 2038-01-20      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Kapla Holding SAS (Kiloutou)                                                           | KILOTO 5 04/30/31 144A                                          | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |       540000 | PA      | $644553.03    | 0.10%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WHITEBOX CLO II LTD                                                                    | WBOX 2020-2A D1R2                                               | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       580000 | PA      | $581961.82    | 0.09%             | 2037-10-24      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit Clo 2019-II Ltd.                                                           | APEXC 2019-2A D1NR                                              | CUSIP: 03755CBJ2<br>LEI: 549300OKB854VBBC1981 | Long             | ABS-CBDO         | CORP              | KY        |       480000 | PA      | $480076.06    | 0.08%             | 2038-01-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA6 M2                                              | CUSIP: 35564KH77<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       380000 | PA      | $415022.21    | 0.07%             | 2042-09-25      | Floating      | 10.07%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8259                                                       | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       315659 | PA      | $316598.43    | 0.05%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                 | ERFFP V6.75 PERP                                                | CUSIP: L31839CL2<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $251924.36    | 0.04%             | 2049-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 4.279 03/15/32                                              | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |        50000 | PA      | $37437.50     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PEU (Fin) PLC                                                                          | PEPGRP 7.25 07/01/28 144A                                       | CUSIP: ZJ0345745<br>LEI: 213800G4WKC4TX8X3R23 | Long             | DBT              | CORP              | GB        |       390000 | PA      | $477795.79    | 0.08%             | 2028-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.5 02/15/39                                                  | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4700000 | PA      | $4245238.29   | 0.67%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.25 08/15/46                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       690000 | PA      | $452246.49    | 0.07%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 2.9 12/04/26 GBP                                              | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $2215689.01   | 0.35%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                        | KFW 0.75 01/15/29 EMTN                                          | CUSIP: D4S46MHN8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        43000 | PA      | $48166.18     | 0.01%             | 2029-01-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                                 | UBSCM 2018-C13 B                                                | CUSIP: 90353KBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       270000 | PA      | $255748.04    | 0.04%             | 2051-10-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                          | SCRT 2019-1 M                                                   | CUSIP: 35563PJQ3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       630366 | PA      | $611827.11    | 0.10%             | 2058-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                             | OXY 3.5 08/15/29                                                | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       280000 | PA      | $260481.93    | 0.04%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                               | ST 4.375 02/15/30 144A                                          | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       720000 | PA      | $688053.02    | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 1.35 04/01/30 11Y                                          | CUSIP: T6052BUB2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       290000 | PA      | $323797.74    | 0.05%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                        | KFW 0 06/15/26 EMTn                                             | CUSIP: D4S46MLE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        77000 | PA      | $89072.29     | 0.01%             | 2026-06-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.25 08/15/31                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       730000 | PA      | $624634.77    | 0.10%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                           | CAS 2022-R04 1M2                                                | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       512000 | PA      | $527809.51    | 0.08%             | 2042-03-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QE2363                                                       | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        29201 | PA      | $26317.75     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                               | LLOYDS V3.125 08/24/30 EMTN                                     | CUSIP: G55365GW7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $503761.54    | 0.08%             | 2030-08-24      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4919                                                       | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       434053 | PA      | $435377.83    | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8300                                                       | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       241991 | PA      | $242635.87    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEU (Fin) PLC                                                                          | PEPGRP 7.25 07/01/28 REGS                                       | CUSIP: G7042UAA9<br>LEI: 213800G4WKC4TX8X3R23 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $122511.75    | 0.02%             | 2028-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 4.5 12/07/42                                                | CUSIP: G4527HPV7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       215000 | PA      | $276409.17    | 0.04%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Co-operative Group Ltd                                                                 | COOPWH 6.25 07/08/26                                            | CUSIP: G2413MAB7<br>LEI: 213800TKR59ER8Z69V16 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $139031.33    | 0.02%             | 2026-07-08      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                            | ACGB 2.75 06/21/35 145                                          | CUSIP: Q08198AP0<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       757000 | PA      | $441335.36    | 0.07%             | 2035-06-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 4.5 12/07/42                                                | CUSIP: G4527HPV7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       285000 | PA      | $366500.28    | 0.06%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Globalworth Real Estate Investments Ltd.                                               | GWILN 6.25 03/31/30 EMTN                                        | CUSIP: G3R378AD9<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              | CORP              | GG        |        94000 | PA      | $112760.20    | 0.02%             | 2030-03-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5531                                                       | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       303393 | PA      | $303615.83    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                   | BKNG 3.875 03/21/45                                             | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       300000 | PA      | $331142.97    | 0.05%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc                                                               | PRMWCN 3.875 10/31/28 REGs                                      | CUSIP: U74188AD2<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117681.40    | 0.02%             | 2028-10-31      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                 | EQH V6.7 03/28/55                                               | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |        85000 | PA      | $87241.11     | 0.01%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                           | T 3.75 05/15/28                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5624000 | PA      | $5633226.90   | 0.89%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti S.p.A.                                                       | CDEP 2 04/20/27 EMTN                                            | CUSIP: T2599HHT4<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       100000 | PA      | $117381.67    | 0.02%             | 2027-04-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding S.A.S.                                                                   | ILDFP 5.625 10/15/28 REGs                                       | CUSIP: F507APAC5<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $240228.20    | 0.04%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                                 | EDPPL V4.75 05/29/54 EMTN                                       | CUSIP: X1R4PDK40<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $241838.57    | 0.04%             | 2054-05-29      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Holding D' Infrastructures Des Metiers De L' Environnement SAS HIME                    | SAUR 4.875 10/24/29                                             | CUSIP: F4946UAD8<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $244700.23    | 0.04%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Proximus S.A                                                                           | PROXBB V4.75 PERP                                               | CUSIP: B6949WKT4<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $236224.30    | 0.04%             | 2049-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | CNP V6.7 05/15/55                                               | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |        65000 | PA      | $65760.42     | 0.01%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                             | EVRG V6.65 06/01/55                                             | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |        70000 | PA      | $71241.39     | 0.01%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5646                                                       | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       252382 | PA      | $252508.27    | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                     | SPGB 3.5 01/31/41                                               | CUSIP: E8922AQL7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       695000 | PA      | $802046.18    | 0.13%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 04/30/32                                                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1825200 | PA      | $1827909.28   | 0.29%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.25 05/15/35                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3005000 | PA      | $3009930.08   | 0.48%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 0.5 01/31/29                                                | CUSIP: G4527HVR9<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1988000 | PA      | $2434797.06   | 0.39%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Principality of Andorra                                                                | ANDRRA 1.25 02/23/27 EMTN                                       | CUSIP: X65482AN5<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |       100000 | PA      | $115418.40    | 0.02%             | 2027-02-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Miller Homes Group (Finco) PLC                                                         | MLRHOM 7 05/15/29 REGS                                          | CUSIP: G19533AA9<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $138472.77    | 0.02%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance B.V.                                                  | ABESM V4.87 PERP EMTN                                           | CUSIP: E0R03EDK5<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120666.26    | 0.02%             | 2049-12-31      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: —       |
| Tapestry Inc                                                                           | TPR 5.5 03/11/35                                                | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |        90000 | PA      | $90395.19     | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.5 12/01/34                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       145000 | PA      | $147280.51    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Rogers Communications Inc.                                                             | RCICN V7 04/15/55                                               | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        75000 | PA      | $76864.32     | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                             | TVA 5.25 02/01/55                                               | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       125000 | PA      | $122197.28    | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 6.05 11/01/35                                                | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       120000 | PA      | $125635.19    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Nordrhein-Westfalen (Land)                                                             | NRW 1.65 02/22/38 EMTN                                          | CUSIP: D5S07LFK2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | CORP              | DE        |        11000 | PA      | $10874.58     | 0.00%             | 2038-02-22      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                  | THAIGB 2 12/17/31                                               | CUSIP: Y6065BNK9<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     13906000 | PA      | $441619.94    | 0.07%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R02                                           | CAS 2022-R02 2M2                                                | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       385000 | PA      | $394014.41    | 0.06%             | 2042-01-25      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY V5.543 01/17/31                                            | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40581.28     | 0.01%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                           | MET V6.35 03/15/55 G                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46290.47     | 0.01%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance (USA) plc                                                            | RIOLN 5.875 03/14/65                                            | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $135737.02    | 0.02%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PEU (Fin) PLC                                                                          | PEPGRP 7.25 07/01/28 REGS                                       | CUSIP: G7042UAA9<br>LEI: 213800G4WKC4TX8X3R23 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $514549.32    | 0.08%             | 2028-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust 2005-1                                              | NCHET 2003-6 M1                                                 | CUSIP: 64352VFD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       111912 | PA      | $112068.64    | 0.02%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 6.75 07/11/39 REGS                                       | CUSIP: X7360WDP4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        38000 | PA      | $45048.73     | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.75 05/15/55                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2142300 | PA      | $2130584.30   | 0.34%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Grunenthal GmbH                                                                        | GRUPHA 4.125 05/15/28 REGS                                      | CUSIP: D3R2UUAA5<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       160000 | PA      | $189226.61    | 0.03%             | 2028-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4578                                                       | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       543460 | PA      | $452119.08    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V2.972 02/04/33 MTN                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       135000 | PA      | $120926.10    | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                        | KFW 2.875 12/28/29 EMTN                                         | CUSIP: D4S46MMS1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |       121000 | PA      | $145630.78    | 0.02%             | 2029-12-28      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Edge Finco PLC                                                                         | EDFINC 8.125 08/15/31 REGS                                      | CUSIP: G30478AA2<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $143228.66    | 0.02%             | 2031-08-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Croatia (Republic Of)                                                                  | CROATI 3.25 02/11/37                                            | CUSIP: X5S00BZQ4<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       100000 | PA      | $115466.70    | 0.02%             | 2037-02-11      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                | ETR 5.8 04/15/55                                                | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50074.75     | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                                     | FI 2.875 06/15/28                                               | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $236499.28    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 1.5 07/22/26                                                | CUSIP: G4527HHG9<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2060000 | PA      | $2762396.75   | 0.44%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 1.625 11/15/50                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1710000 | PA      | $901423.83    | 0.14%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 7.75 07/01/26                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1102365.46   | 0.17%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                              | IVYCST 5.25 03/22/30 REGS                                       | CUSIP: V73789BE4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       310000 | PA      | $349907.50    | 0.06%             | 2030-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                    | SUZANO 5 01/15/30                                               | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       730000 | PA      | $727916.65    | 0.12%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNF Group SA                                                                           | SNFF 2.625 02/01/29 REGS                                        | CUSIP: F85783AJ1<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115280.64    | 0.02%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                              | PRXNA 3.832 02/08/51 REGS                                       | CUSIP: N7163RAQ6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1020000 | PA      | $656625.12    | 0.10%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                             | ALVGR V3.2 PERP 144A                                            | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $1756933.40   | 0.28%             | 2049-12-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                   | POLGB 1.75 04/25/32 0432                                        | CUSIP: X8T0245B7<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     15760000 | PA      | $3529120.25   | 0.56%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                     | PERU 3 01/15/34                                                 | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |        10000 | PA      | $8448.50      | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2 11/15/41                                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        40000 | PA      | $27521.88     | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4733                                                       | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       746231 | PA      | $715551.12    | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8267                                                       | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       499297 | PA      | $491985.86    | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4876                                                       | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       841334 | PA      | $859597.63    | 0.14%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                           | SO V1.875 09/15/81                                              | CUSIP: U84258AF6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       350000 | PA      | $395642.75    | 0.06%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4 11/15/42                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6480000 | PA      | $5913759.39   | 0.94%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8194                                                       | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       827888 | PA      | $688887.82    | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kier Group PLC                                                                         | KIELN 9 02/15/29                                                | CUSIP: G52549AA3<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $146324.50    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4867                                                       | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       220261 | PA      | $211090.72    | 0.03%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                         | ECOPET 8.875 01/13/33                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       690000 | PA      | $712290.57    | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA5530                                                       | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       289947 | PA      | $284399.37    | 0.05%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                  | JGB 1.8 09/20/44 190                                            | CUSIP: J2S39L5C4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    517600000 | PA      | $3303485.45   | 0.52%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 5.25 01/17/42 REGS                                        | CUSIP: Y20721BB4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       370000 | PA      | $363593.64    | 0.06%             | 2042-01-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                                | CSAIL 2015-C3 C                                                 | CUSIP: 12635FAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       380000 | PA      | $326127.53    | 0.05%             | 2048-08-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                   | SLOVGB 3.75 02/27/40 252                                        | CUSIP: X5S008DM4<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |        28000 | PA      | $32393.91     | 0.01%             | 2040-02-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 3.85 10/01/40 15Y                                          | CUSIP: T6031QBN0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        20000 | PA      | $23471.89     | 0.00%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                                      | GLENLN 6 11/15/41 REGS                                          | CUSIP: C98874AJ6<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |       340000 | PA      | $343384.76    | 0.05%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp.                                                                           | LEN 4.75 11/29/27                                               | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       720000 | PA      | $725248.31    | 0.11%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                            | BCECN V6.875 09/15/55                                           | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |        65000 | PA      | $66788.38     | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Dell International L.L.C. and EMC Corporation                                          | DELL 5.5 04/01/35                                               | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55568.16     | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.5 08/15/48                                                | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       830000 | PA      | $714429.08    | 0.11%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte SA Cayman Islands Branch                                     | BANORT V7.5 PERP 144A                                           | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1125000 | PA      | $1114354.91   | 0.18%             | 2049-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                   | HEIMST 4.375 03/06/27                                           | CUSIP: W4R92JAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $114555.65    | 0.02%             | 2027-03-06      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 3.85 07/01/34 10Y                                          | CUSIP: T6052B7B8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2200000 | PA      | $2703917.59   | 0.43%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                             | RABOBK V3.25 PERP                                               | CUSIP: N22616AR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1158402.01   | 0.18%             | 2049-12-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V1.093 12/09/26 VAR                                          | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       360000 | PA      | $354440.19    | 0.06%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                          | HEIBOS 1.375 07/24/28 EMTN                                      | CUSIP: N39310AL6<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $391303.84    | 0.06%             | 2028-07-24      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QD7578                                                       | CUSIP: 3133B5M33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       671758 | PA      | $560785.87    | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                       | TTMTIN 4.5 07/15/28 REGS                                        | CUSIP: G5002FAW6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119245.83    | 0.02%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 2.355 03/15/32                                               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       465000 | PA      | $400995.13    | 0.06%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS2485                                                       | CUSIP: 3140XHXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       181055 | PA      | $169527.75    | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8428                                                       | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100503 | PA      | $99283.88     | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8277                                                       | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        68792 | PA      | $69224.85     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8288                                                       | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       338969 | PA      | $333988.01    | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                 | FABSJV 6.1 01/25/36                                             | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       320000 | PA      | $331456.07    | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                    | NEE V6.375 08/15/55                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35827.95     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8299                                                       | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       639154 | PA      | $628906.03    | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.375 08/15/43                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2229000 | PA      | $2125342.78   | 0.34%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V3.521 05/22/31 .                                            | CUSIP: U6176TPH5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       500000 | PA      | $598959.09    | 0.09%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4563                                                       | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       705192 | PA      | $586766.04    | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                     | PURGYM 10 10/11/28 144A                                         | CUSIP: ZH0985783<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $872722.33    | 0.14%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.125 05/15/48                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        40000 | PA      | $30360.94     | 0.00%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                      | SFRFP 8.125 02/01/27 144A                                       | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       750000 | PA      | $675566.25    | 0.11%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                      | EPD 4.8 02/01/49                                                | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       290000 | PA      | $253330.90    | 0.04%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2019-R05 1B1                                                | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       426542 | PA      | $437626.90    | 0.07%             | 2039-07-25      | Floating      | 8.54%                 | Yes           |                  2 | On Loan: No      |
| The Cigna Group                                                                        | CI 4.8 08/15/38                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       280000 | PA      | $263403.59    | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                 | OTEXCN 4.125 02/15/30 144A                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $283812.00    | 0.04%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.375 05/15/51                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       870000 | PA      | $551940.23    | 0.09%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding 2020-1 LLC                                                       | SERV 2021-1 A2II                                                | CUSIP: 81761TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       901541 | PA      | $759641.10    | 0.12%             | 2051-07-30      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| UGI International Llc                                                                  | UGI 2.5 12/01/29 REGS                                           | CUSIP: U9033GAB9<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |       200000 | PA      | $220405.65    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Odido Holding BV                                                                       | TMOBNL 3.75 01/15/29 REGS                                       | CUSIP: N9655TAA8<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116837.92    | 0.02%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8238                                                       | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       624631 | PA      | $598929.21    | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                           | CAS 2022-R01 1M2                                                | CUSIP: 20754LAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       706000 | PA      | $712159.81    | 0.11%             | 2041-12-25      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                        | QTC 4.5 03/09/33                                                | CUSIP: Q7943Q6Q7<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |      2133000 | PA      | $1407659.46   | 0.22%             | 2033-03-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8245                                                       | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       187668 | PA      | $179952.20    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB3349                                                       | CUSIP: 3140QNWK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       112063 | PA      | $93383.95     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8332                                                       | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       727743 | PA      | $741305.93    | 0.12%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                    | IBRD 6.75 07/13/29 EMTN                                         | CUSIP: U4586HVM2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    366100000 | PA      | $4315105.53   | 0.68%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET V8 05/15/54                                                  | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       360000 | PA      | $383248.44    | 0.06%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SOAF 4.85 09/30/29 10Y                                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2190000 | PA      | $2113836.42   | 0.33%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                     | CLIF 2020-1A B                                                  | CUSIP: 12563LAP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       701194 | PA      | $663168.05    | 0.11%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 5.5 03/01/30                                               | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       280000 | PA      | $284229.86    | 0.05%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW V4 PERP H                                                  | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       490000 | PA      | $455165.49    | 0.07%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                         | CLNXSM 2 02/15/33 EMTN                                          | CUSIP: E2R41NAB8<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1047483.80   | 0.17%             | 2033-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                                 | SRE V6.55 04/01/55                                              | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       140000 | PA      | $133105.67    | 0.02%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                 | CMS V6.5 06/01/55                                               | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35171.26     | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                    | AVTR 3.875 07/15/28 REGS                                        | CUSIP: U05247AB4<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       137000 | PA      | $161187.52    | 0.03%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 1.75 08/15/41                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       650000 | PA      | $431742.19    | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | KMI 5.85 06/01/35                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       170000 | PA      | $176284.33    | 0.03%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.375 11/15/31                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       550000 | PA      | $470701.17    | 0.07%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 1 05/15/38 16Y                                              | CUSIP: D2R8H4JC4<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       161000 | PA      | $152570.37    | 0.02%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD8242                                                       | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       194037 | PA      | $168291.41    | 0.03%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4784                                                       | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       592457 | PA      | $568120.80    | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.789 11/18/33                                              | CUSIP: U6176TLD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       820000 | PA      | $1175102.49   | 0.19%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 2.88 02/25/33 INBK                                          | CUSIP: Y6S39BW22<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     18720000 | PA      | $2850134.48   | 0.45%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V5.389 04/24/34                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1412591.56   | 0.22%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.288 04/25/34                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       290000 | PA      | $295916.16    | 0.05%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.625 05/15/53                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       930000 | PA      | $758821.88    | 0.12%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QC6452                                                       | CUSIP: 3133AREZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       520123 | PA      | $432999.92    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2024-1A C                                                 | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       710000 | PA      | $732301.28    | 0.12%             | 2030-06-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.625 04/30/29                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12790000 | PA      | $13192685.16  | 2.09%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                       | Guidestone Funds MONEY MKT INSTL                                | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     35658227 | NS      | $35658227.36  | 5.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.375 09/01/26                                              | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        18000 | PA      | $18094.16     | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SOAF 5.75 09/30/49 30Y                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       970000 | PA      | $731309.31    | 0.12%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement S.A.                                                              | VIEFP V2.25 PERP                                                | CUSIP: F9686QXA1<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233692.09    | 0.04%             | 2049-12-31      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                              | IVYCST 4.875 01/30/32 144A                                      | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       101000 | PA      | $106811.14    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Premier Foods Finance plc                                                              | PFDLN 3.5 10/15/26                                              | CUSIP: G72186AH5<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |       920000 | PA      | $1253915.75   | 0.20%             | 2026-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 3.875 04/15/30                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       420000 | PA      | $408039.96    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 1.25 05/25/38 OAT                                          | CUSIP: F26348BA3<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       525000 | PA      | $473565.66    | 0.07%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R08                                           | CAS 2022-R08 1M2                                                | CUSIP: 20755DAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       329000 | PA      | $343539.60    | 0.05%             | 2042-07-25      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                 | FANG 6.25 03/15/53                                              | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        65000 | PA      | $64344.23     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4918                                                       | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       150596 | PA      | $148181.74    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS3642                                                       | CUSIP: 3140XKBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       167825 | PA      | $165358.48    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB (publ)                                                             | VERISR 7.125 02/01/28 REGS                                      | CUSIP: W9821DAS3<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $122805.35    | 0.02%             | 2028-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS2991                                                       | CUSIP: 3140XJKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       170125 | PA      | $147641.21    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2023-3A C                                                 | CUSIP: 05377RGW8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       400000 | PA      | $408881.44    | 0.06%             | 2028-02-22      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.375 05/15/33                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1100000 | PA      | $1048910.16   | 0.17%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                | GUATEM 6.6 06/13/36 REGS                                        | CUSIP: P5015VAQ9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       200000 | PA      | $203350.00    | 0.03%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications PLC                                                         | BRITEL V8.375 12/20/83 EMTN                                     | CUSIP: G15820EJ1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $442561.21    | 0.07%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS4110                                                       | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       183321 | PA      | $152834.39    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                               | WRLDPY 7.5 01/15/31 144A                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       680000 | PA      | $722313.00    | 0.11%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                               | WRLDPY 8.5 01/15/31 144A                                        | CUSIP: 36268NAB6<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       140000 | PA      | $206630.53    | 0.03%             | 2031-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| European Bank For Reconstruction & Development                                         | EBRD 6.3 10/26/27 GMTN                                          | CUSIP: G315GTAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    351800000 | PA      | $4093858.27   | 0.65%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.625 09/30/30                                                | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10210000 | PA      | $10596065.63  | 1.68%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 01/31/29                                                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13770000 | PA      | $13897480.11  | 2.20%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.875 05/15/43                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1590000 | PA      | $1225976.96   | 0.19%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                       | KZOKZ 5.375 04/24/30 144A                                       | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       500000 | PA      | $504585.08    | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                          | PETBRA 6.9 03/19/49                                             | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       880000 | PA      | $836589.07    | 0.13%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 2.2 07/27/25                                                | CUSIP: Y5325PCK8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     29500000 | PA      | $4123620.32   | 0.65%             | 2025-07-27      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                    | PEMEX 7.69 01/23/50                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       260000 | PA      | $204674.65    | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                              | SAPSJ 3.625 03/15/28 REGS                                       | CUSIP: A35868AL1<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $117291.29    | 0.02%             | 2028-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8268                                                       | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       177330 | PA      | $171301.41    | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BV7959                                                       | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       193910 | PA      | $191120.23    | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QF1237                                                       | CUSIP: 3133BNLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       329749 | PA      | $324874.08    | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                    | KTB 4.25 12/10/32 3212                                          | CUSIP: Y7277FV80<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    830110000 | PA      | $676883.53    | 0.11%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4868                                                       | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       484952 | PA      | $477876.25    | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4869                                                       | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       908329 | PA      | $911452.59    | 0.14%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                                  | NBLY 2023-1A A2                                                 | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1212100 | PA      | $1238230.39   | 0.20%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN CB1552                                                       | CUSIP: 3140QLWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       373919 | PA      | $312081.35    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SD2862                                                       | CUSIP: 3132DQFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        67920 | PA      | $69328.29     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.75 11/15/53                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       190000 | PA      | $188337.50    | 0.03%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM1 TRUST                                                                    | OBX 2024-NQM1 A1                                                | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-O            | CORP              | US        |       628707 | PA      | $631358.32    | 0.10%             | 2063-11-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MEX 5.75 10/12/10 GMTN                                          | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        10000 | PA      | $7915.00      | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 6.375 04/11/31 REGS                                       | CUSIP: M1487WCZ6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       100000 | PA      | $109400.03    | 0.02%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sse PLC                                                                                | SSELN 1.75 04/16/30 EMTN                                        | CUSIP: G8842PRU8<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $389122.07    | 0.06%             | 2030-04-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 3.3 08/01/40                                                | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |        95000 | PA      | $68034.31     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                             | OXY 6.05 10/01/54                                               | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        35000 | PA      | $32104.25     | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4078                                                       | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49176 | PA      | $41266.76     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                 | BGARIA 4.375 05/13/31 7Y                                        | CUSIP: X0R483BB7<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        12000 | PA      | $15337.58     | 0.00%             | 2031-05-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                        | FIBCOP 1.625 01/18/29 EMTn                                      | CUSIP: T7S98WAP1<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $108044.17    | 0.02%             | 2029-01-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V5.884 07/26/35                                             | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41259.10     | 0.01%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 5.75 03/24/35 REGS                                       | CUSIP: X7360WDA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        52000 | PA      | $48154.03     | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Elia Transmission Belgium SA/NV                                                        | ELIATB 0.875 04/28/30 EMTN                                      | CUSIP: B35657AA1<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $536308.80    | 0.08%             | 2030-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: —       |
| Pacific Gas and Electric Company                                                       | PCG 4.95 07/01/50                                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       103019 | PA      | $83136.53     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                                         | BESINA 4.5 07/15/31 REGS                                        | CUSIP: N13107AF9<br>LEI: 7245007A1YFLI2GNYX06 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $122212.32    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                              | ELSALV 7.65 06/15/35 REGS                                       | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |        62000 | PA      | $60140.00     | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                                                   | PANAMA 6.7 01/26/36                                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |        50000 | PA      | $49844.35     | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Mexico (United Mexican States)                                                         | MBONO 7.75 05/29/31 M                                           | CUSIP: P9767HEK1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     13790000 | PA      | $700733.36    | 0.11%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 4 07/15/46                                                 | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       185000 | PA      | $142808.47    | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                       | VMED 4.25 01/15/30 REGS                                         | CUSIP: G9372GAZ1<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $251792.06    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 3.65 06/01/51                                                 | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       165000 | PA      | $117330.87    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                                                        | EOANGR 6.375 06/07/32 EMTN                                      | CUSIP: N3033QAD4<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       155000 | PA      | $229546.05    | 0.04%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                                 | SLMA 2003-4 A5E                                                 | CUSIP: 78442GGN0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |        61045 | PA      | $59546.16     | 0.01%             | 2033-03-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                           | BRAZIL 5.625 01/07/41                                           | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       100000 | PA      | $89081.40     | 0.01%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brazil Minas SPE                                                                       | MINASG 5.333 02/15/28 REGS                                      | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |       120000 | PA      | $119565.60    | 0.02%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.805 05/01/50                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       125000 | PA      | $119990.49    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 3.625 05/15/30                                              | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       105000 | PA      | $85543.50     | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| A2A S.p.A.                                                                             | AEMSPA V5 PERP                                                  | CUSIP: T0579BAV7<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $122254.08    | 0.02%             | 2049-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | BKO 2.7 09/17/26 2Y                                             | CUSIP: D2R8H4LG2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       525000 | PA      | $624679.16    | 0.10%             | 2026-09-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                     | PERU 6.55 03/14/37                                              | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |        30000 | PA      | $32634.30     | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                               | SEALTD 2.375 12/01/25                                           | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |        16000 | PA      | $28500.55     | 0.00%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021                                                    | CRVNA 2021-N4 D                                                 | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         9965 | PA      | $9685.06      | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2018-C04 2M2                                                | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       630612 | PA      | $649971.94    | 0.10%             | 2030-12-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                              | IQV 2.875 06/15/28 REGS                                         | CUSIP: U46093AC1<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116434.48    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 5.25 04/01/53                                              | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85016.22     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                   | ELV 4.1 05/15/32                                                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24016.99     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tk Elevator Midco GmbH                                                                 | THYELE 4.375 07/15/27 REGS                                      | CUSIP: D8T73WAB5<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235870.02    | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Germany (Federal Republic Of)                                                          | DBR 2.5 07/04/44 32Y                                            | CUSIP: D206592F0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       452000 | PA      | $495519.30    | 0.08%             | 2044-07-04      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6                                             | EART 2022-6A C                                                  | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        16642 | PA      | $16722.53     | 0.00%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 5.75 03/15/33                                              | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       140000 | PA      | $145968.91    | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Electricite de France SA                                                               | EDF V6 PERP EMTN                                                | CUSIP: F3R92TAK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $412356.27    | 0.07%             | 2049-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                     | SPGB 2.9 10/31/46                                               | CUSIP: E8922ABW9<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       468000 | PA      | $479606.72    | 0.08%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                         | ZFFNGR 6.875 04/14/28 144A                                      | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150592.35    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 5.875 09/15/33                                               | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       315000 | PA      | $329202.78    | 0.05%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 4.279 03/15/32                                              | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       430000 | PA      | $321962.50    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 5.7 05/08/33 144A                                        | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       120000 | PA      | $124308.88    | 0.02%             | 2033-05-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                   | JPM V2.956 05/13/31                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       515000 | PA      | $476352.00    | 0.08%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Swedish Export Credit Corp.                                                            | SEK 3.75 05/08/28                                               | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |       335000 | PA      | $334695.56    | 0.05%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 5.05 03/15/42                                               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |        60000 | PA      | $35664.00     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Gls Auto Receivables Issuer Trust 2023-2                                               | GCAR 2023-2A D                                                  | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        30000 | PA      | $30636.70     | 0.00%             | 2029-03-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BP1372                                                       | CUSIP: 3140K8Q20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        95923 | PA      | $84086.43     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                      | NWG V3.073 05/22/28                                             | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       120000 | PA      | $117051.43    | 0.02%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| Ashtead Capital Inc.                                                                   | AHTLN 5.95 10/15/33 144A                                        | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $207276.29    | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | LHX 5.4 07/31/33                                                | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       160000 | PA      | $164425.51    | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                | JBSSBZ 3.75 12/01/31                                            | CUSIP: 46590XAM8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |        50000 | PA      | $46627.39     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                            | FI 5.625 08/21/33                                               | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       300000 | PA      | $312070.88    | 0.05%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC                                                              | EQS 2025-1M A                                                   | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100727.87    | 0.02%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 3.9 10/19/31 REGS                                         | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       230000 | PA      | $203097.72    | 0.03%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: —       |
| Spotify USA Inc                                                                        | SPOT 0 03/15/26                                                 | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $15174.00     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Applebees's Funding LLC / IHOP Funding LLC                                             | DIN 2023-1A A2                                                  | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $101533.84    | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                        | HERTZ 2025-3A C                                                 | CUSIP: 42806MDD8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |       105000 | PA      | $105761.18    | 0.02%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 2.7 03/15/32                                               | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       260000 | PA      | $229232.02    | 0.04%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 6.125 03/15/33                                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       115000 | PA      | $121251.55    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2                                             | EART 2023-2A D                                                  | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        40000 | PA      | $40730.20     | 0.01%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                             | DTAOT 2023-3A D                                                 | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $52072.47     | 0.01%             | 2029-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.424 07/21/34 MTN                                          | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102477.49    | 0.02%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                    | FYBR 2023-1 A2                                                  | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       190000 | PA      | $193113.44    | 0.03%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                | JBSSBZ 3 02/02/29                                               | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |        45000 | PA      | $42780.03     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Aptiv PLC / Aptiv Corp                                                                 | APTV 3.25 03/01/32                                              | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |        25000 | PA      | $22386.15     | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 8 11/01/27 144A                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |         5000 | PA      | $5026.95      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.015 07/22/33 MTN                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25300.17     | 0.00%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V6.342 10/18/33                                              | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21720.54     | 0.00%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 3.5 03/01/32                                                | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       340000 | PA      | $306408.88    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 6.15 04/01/33                                               | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       265000 | PA      | $275936.44    | 0.04%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6.875 04/15/28 144A                                        | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20408.36     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                             | ACGCAP 6.25 04/15/28 144A                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |        55000 | PA      | $57326.16     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS X ISSUER LLC                                                            | SNVA 2022-C C                                                   | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        86915 | PA      | $36117.86     | 0.01%             | 2049-11-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                                     | PRET 2025-NPL6 A1                                               | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100256.81    | 0.02%             | 2055-06-25      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                     | BPR 2021-NRD B                                                  | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $24533.71     | 0.00%             | 2038-12-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V3.846 03/08/37                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       105000 | PA      | $96115.63     | 0.02%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Block Inc                                                                              | XYZ 3.5 06/01/31                                                | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       285000 | PA      | $261642.34    | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Venture Global Calcasieu Pass LLC                                                      | VENTGL 6.25 01/15/30 144A                                       | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46445.18     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 4.25 04/15/31                                               | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33776.70     | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3                                             | EART 2023-3A D                                                  | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $20431.18     | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                     | IR 5.7 08/14/33                                                 | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       370000 | PA      | $387687.06    | 0.06%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                            | ITRI 1.375 07/15/30                                             | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |        13000 | PA      | $15522.00     | 0.00%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                    | OMAN 6 08/01/29 REGS                                            | CUSIP: M75242BK8<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       580000 | PA      | $608906.30    | 0.10%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 4 01/15/32                                                 | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |        95000 | PA      | $88590.60     | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2022-1                                                             | DTAOT 2022-1A D                                                 | CUSIP: 23345YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        68939 | PA      | $68458.01     | 0.01%             | 2027-12-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 5.4 08/15/32                                                | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       375000 | PA      | $382990.41    | 0.06%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                   | JPM V3.109 04/22/51                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       460000 | PA      | $309803.47    | 0.05%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Apidos Clo L                                                                           | APID 2024-50A D1                                                | CUSIP: 03771MAJ1<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |       950000 | PA      | $957505.81    | 0.15%             | 2038-01-20      | Variable      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.85 12/12/26                                               | CUSIP: Y5325PBX1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     18000000 | PA      | $2602489.24   | 0.41%             | 2026-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2022-STAR                                                                    | BPR 2022-STAR A                                                 | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65000 | PA      | $65017.09     | 0.01%             | 2039-08-15      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 8.375 07/01/28 144A                                        | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        65000 | PA      | $66635.47     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                      | WFC V5.013 04/04/51 MTN                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       840000 | PA      | $765441.66    | 0.12%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco S.A.U.                                                            | LORCAT 4 09/18/27 REGS                                          | CUSIP: E7S1A4AA6<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       680000 | PA      | $801577.11    | 0.13%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                  | URUGUA 9.75 07/20/33                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      9485000 | PA      | $250908.21    | 0.04%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                                  | AMRZ 5.4 04/07/35 144A                                          | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |        70000 | PA      | $71057.54     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 4.29 05/22/29                                               | CUSIP: Y5325PAT1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     16500000 | PA      | $2548828.41   | 0.40%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                          | SCRT 2020-2 M                                                   | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      1074626 | PA      | $1035779.82   | 0.16%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                                                                            | RBRK 0 06/15/30                                                 | CUSIP: 781154AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $26234.38     | 0.00%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LIMITED                                                | TMCL 2025-1H A                                                  | CUSIP: 87257FAA1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |       160000 | PA      | $159997.42    | 0.03%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| MBIA Insurance Corporation                                                             | MBI 0 01/15/33 144A                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |       215000 | PA      | $10212.50     | 0.00%             | 2033-01-15      | Floating      | 15.78%                | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                                                  | WDC 2.85 02/01/29                                               | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        65000 | PA      | $60319.04     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                     | BPR 2021-NRD C                                                  | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $24293.49     | 0.00%             | 2038-12-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2022-A                                                        | BHG 2022-A B                                                    | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        76690 | PA      | $75841.42     | 0.01%             | 2035-02-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                  | ENTG 4.75 04/15/29 144A                                         | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       275000 | PA      | $272203.39    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 8.5 05/01/30 144A                                         | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        25000 | PA      | $24895.82     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| UBS Commercial Mortgage Trust                                                          | UBSCM 2017-C3 C                                                 | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       410000 | PA      | $388410.69    | 0.06%             | 2050-08-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                           | AVOL 4.25 04/15/26 144A                                         | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       680000 | PA      | $676304.55    | 0.11%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                            | CQP 3.25 01/31/32                                               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |        55000 | PA      | $49333.28     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                   | JPM V4.912 07/25/33                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25152.17     | 0.00%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.75 02/15/33                                                | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       225000 | PA      | $233654.93    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                            | TRMB 6.1 03/15/33                                               | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |       280000 | PA      | $297578.18    | 0.05%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                        | BANK 2018-BN15 B                                                | CUSIP: 06036FBG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       260000 | PA      | $248060.70    | 0.04%             | 2061-11-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                   | URI 3.875 02/15/31                                              | CUSIP: 911363AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1290000 | PA      | $1213945.34   | 0.19%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                      | AYR 6.5 07/18/28 144A                                           | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       120000 | PA      | $125341.02    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                                   | DC 2023-DC C                                                    | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $104850.19    | 0.02%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 4 11/13/30                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       630000 | PA      | $575371.06    | 0.09%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tk Elevator Midco GmbH                                                                 | THYELE 4.375 07/15/27 144A                                      | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       350000 | PA      | $412772.54    | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | TPHL 6.75 07/08/25                                              | CUSIP: G8879TAF7<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $7500.00      | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-RPL                                                    | BINOM 2022-RPL1 M1                                              | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $81390.77     | 0.01%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Arbys Funding Llc 2015-1                                                               | ARBYS 2020-1A A2                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1181100 | PA      | $1127863.63   | 0.18%             | 2050-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                    | SUZANO 3.75 01/15/31                                            | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $93740.57     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM 5.85 04/06/30                                                | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5171.09      | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 11.25 05/15/28 144A                                      | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199401.30    | 0.03%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                                     | DOMREP 4.875 09/23/32 144A                                      | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       990000 | PA      | $916591.50    | 0.15%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V1.922 10/24/31 MTN                                         | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       360000 | PA      | $314038.15    | 0.05%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.5 06/01/33                                                | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       210000 | PA      | $215090.67    | 0.03%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                             | ACGCAP 6.375 07/15/30 144A                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       105000 | PA      | $111487.07    | 0.02%             | 2030-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 1.7 08/15/32 10Y                                            | CUSIP: D2R8H4JD2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     16940000 | PA      | $19107746.36  | 3.03%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 2.5 08/15/27                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        34000 | PA      | $38896.00     | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 6.5 09/01/30 144A                                           | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10687.55     | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.        | JBSSBZ 5.5 01/15/36 144A                                        | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       105000 | PA      | $105219.98    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V3.102 02/24/33                                              | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        25000 | PA      | $22507.78     | 0.00%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                     | IDCC 3.5 06/01/27                                               | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |         8000 | PA      | $23320.00     | 0.00%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2024-RTL1                                                                   | ROC 2024-RTL1 A1                                                | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120000 | PA      | $120025.94    | 0.02%             | 2039-10-25      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                   | ELV 5.2 02/15/35                                                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       835000 | PA      | $844158.81    | 0.13%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EchoStar Corp.                                                                         | SATS 6.75 11/30/30                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       273005 | PA      | $249353.31    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| United Air Lines, Inc.                                                                 | UAL 5.8 01/15/36                                                | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |       133744 | PA      | $136896.69    | 0.02%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                               | VST 5.7 12/30/34 144A                                           | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40764.36     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 10.75 11/30/29 .                                           | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      1544286 | PA      | $1591927.22   | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                        | PRPM 2024-7 A1                                                  | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85631 | PA      | $85669.90     | 0.01%             | 2029-12-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021                                                    | CRVNA 2021-P4 C                                                 | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $23965.12     | 0.00%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                     | BPR 2021-NRD D                                                  | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $19249.21     | 0.00%             | 2038-12-15      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                                    | ANTHOL 3.75 07/15/27                                            | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |       505000 | PA      | $485702.30    | 0.08%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                | VENLNG 8.375 06/01/31 144A                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |        35000 | PA      | $36377.27     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Blue Owl Finance Llc                                                                   | OWL 6.25 04/18/34                                               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       170000 | PA      | $175016.62    | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.125 12/01/29                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101330.68    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.5 12/01/34                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       290000 | PA      | $294561.01    | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Philippines (Republic Of)                                                              | PHILIP 5.9 02/04/50                                             | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       200000 | PA      | $204230.58    | 0.03%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                  | BAC V5.518 10/25/35                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30013.91     | 0.00%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                         | APP 5.375 12/01/31                                              | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |        45000 | PA      | $45810.74     | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                         | OTEXCN 6.9 12/01/27 144A                                        | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |        40000 | PA      | $41444.88     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Freshpet Inc                                                                           | FRPT 3 04/01/28                                                 | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |        14000 | PA      | $17423.00     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                   | WSTOP 2024-1A A2                                                | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102081.64    | 0.02%             | 2054-12-05      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| PRET 2024-NPL8 LLC                                                                     | PRET 2024-NPL8 A1                                               | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       110189 | PA      | $110320.14    | 0.02%             | 2054-11-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2025-R1Q & NYMT LOAN TRUST SERIES 2025-R1T                      | NYMT 2025-R1 A                                                  | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        48943 | PA      | $48978.36     | 0.01%             | 2030-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms                          | JPMCC 2025-BMS A                                                | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $99672.53     | 0.02%             | 2042-01-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 6.125 02/15/33 144A                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       265000 | PA      | $271300.91    | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                    | PART 2022-1A D                                                  | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80000 | PA      | $81781.13     | 0.01%             | 2028-08-15      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                                         | VARNO 8 11/15/32 144A                                           | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |       540000 | PA      | $612588.59    | 0.10%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 5.75 06/06/28                                               | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       150000 | PA      | $155229.34    | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NRG Energy                                                                             | NRG Energy Term Loan B 175 2031-04-01                           | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |        44661 | PA      | $44800.35     | 0.01%             | 2031-04-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB (publ)                                                          | VERISR 5.25 02/15/29 REGS                                       | CUSIP: W9821JAH4<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $118533.44    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                                     | TMUS 4.5 04/15/50                                               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       235000 | PA      | $194444.26    | 0.03%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                        | DAVLLO 5.5 06/15/27 REGS                                        | CUSIP: G2736HAA0<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136416.54    | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Energizer Gamma Acquisition B.V.                                                       | ENR 3.5 06/30/29 REGS                                           | CUSIP: N8965NAB6<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $112814.52    | 0.02%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| GOODLEAP HOME IMPT 2024-1                                                              | GDLP 2024-1A A                                                  | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        26790 | PA      | $27122.13     | 0.00%             | 2046-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                    | MLANE 2024-B A                                                  | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100840.89    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 3.875 11/30/30                                             | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       170900 | PA      | $201662.00    | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                                             | Ciena Corp Term Loan B 175 2030-10-01                           | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |        45457 | PA      | $45717.10     | 0.01%             | 2030-10-24      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                       | MMC 5 03/15/35                                                  | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       225000 | PA      | $225054.62    | 0.04%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                              | AMH 2.375 07/15/31                                              | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17426.91     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                        | BANK 2021-BN35 AS                                               | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85000 | PA      | $72887.24     | 0.01%             | 2064-06-15      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                | ARW 2.95 02/15/32                                               | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |        30000 | PA      | $26367.97     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 4.25 07/01/26 144A                                          | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        10000 | PA      | $9955.94      | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                   | SOFTBK 4.625 07/06/28                                           | CUSIP: J75963BR8<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $192703.17    | 0.03%             | 2028-07-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                             | FCAT 2021-3 D                                                   | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $48026.80     | 0.01%             | 2027-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 4 08/01/28 144A                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        95000 | PA      | $93040.63     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                     | AASET 2021-2A A                                                 | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       169063 | PA      | $157610.12    | 0.02%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                             | SHIMAO 6.125 02/21/24                                           | CUSIP: G81043AP9<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $10802.00     | 0.00%             | 2024-02-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                       | WFRBS 2013-C15 B                                                | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        34533 | PA      | $32599.39     | 0.01%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 3.625 05/15/31 144A                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       225000 | PA      | $208740.86    | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                      | EXPE 2.95 03/15/31                                              | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       490000 | PA      | $446827.14    | 0.07%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                            | CQP 4 03/01/31                                                  | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       235000 | PA      | $223734.96    | 0.04%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                           | BMRN 1.25 05/15/27                                              | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |        50000 | PA      | $47252.31     | 0.01%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations                                                                 | Hilton Grand Vacations Term Loan B 300 2028-05-05               | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |         6742 | PA      | $6747.42      | 0.00%             | 2028-05-19      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 4.875 07/01/31 144A                                      | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $18444.03     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Gartner Inc.                                                                           | IT 3.625 06/15/29 144A                                          | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |        65000 | PA      | $61848.08     | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 4.375 05/15/30                                             | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       370000 | PA      | $364737.43    | 0.06%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 2.3 02/15/31                                               | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |        35000 | PA      | $30640.23     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 2.45 07/15/28                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4646.50      | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                      | VENTGL 4.125 08/15/31 144A                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       265000 | PA      | $245474.03    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                         | MVWOT 2021-2A C                                                 | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        36234 | PA      | $34125.12     | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.5 12/01/29 144A                                           | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       110000 | PA      | $106384.75    | 0.02%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                               | STC 3.6 11/15/31                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |       220000 | PA      | $197256.64    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                         | VAC 4.5 06/15/29 144A                                           | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |        45000 | PA      | $43246.42     | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| HCA Inc.                                                                               | HCA 2.375 07/15/31                                              | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        30000 | PA      | $26121.50     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                   | ESA 2021-ESH D                                                  | CUSIP: 30227FAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |        85773 | PA      | $85972.91     | 0.01%             | 2038-07-15      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                             | VMW 2.2 08/15/31                                                | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       140000 | PA      | $121562.35    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDW 3.569 12/01/31                                              | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $193432.79    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 7.7 02/20/25                                             | CUSIP: G9884TAS0<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |       495000 | PA      | $37436.85     | 0.01%             | 2025-02-20      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 2.85 04/27/31 144A                                       | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       420000 | PA      | $378946.81    | 0.06%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: —       |
| FLAGSHIP CREDIT AUTO TRUST 2021-2                                                      | FCAT 2021-2 D                                                   | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        40000 | PA      | $39040.89     | 0.01%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                           | BHCCN 4.875 06/01/28 144A                                       | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       170000 | PA      | $143543.75    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                 | GFLCN 4.375 08/15/29 144A                                       | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |        65000 | PA      | $63170.42     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 5.75 12/01/28 144A                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $99762.50     | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                           | HESM 4.25 02/15/30 144A                                         | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       145000 | PA      | $139529.56    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                              | TPMT 2019-4 A1                                                  | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        39592 | PA      | $38043.75     | 0.01%             | 2059-10-25      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 4.05 02/01/30                                               | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19242.14     | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Viper Energy Inc.                                                                      | VNOM 7.375 11/01/31 144A                                        | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |        40000 | PA      | $42474.01     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 6.65 02/01/34                                              | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        35000 | PA      | $37493.14     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                           | TXT 6.1 11/15/33                                                | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |       595000 | PA      | $633962.67    | 0.10%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                    | HGVLLC 6.625 01/15/32 144A                                      | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45000 | PA      | $45726.89     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                | DTV 8.875 02/01/30 144A                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $39259.59     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 6 02/01/33 144A                                             | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       200000 | PA      | $203980.40    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 4.95 09/10/34                                               | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $293619.46    | 0.05%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Helmerich & Payne Inc                                                                  | HP 5.5 12/01/34 144A                                            | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |       655000 | PA      | $597529.78    | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                  | ROMANI 5.875 07/11/32 144A                                      | CUSIP: X7360WDM1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       890000 | PA      | $1055088.80   | 0.17%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| JH North America Holdings Inc.                                                         | JHXAU 5.875 01/31/31 144A                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       117000 | PA      | $118094.77    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                           | UBS V5.699 02/08/35 144A                                        | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $415637.31    | 0.07%             | 2035-02-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Limited                                                                      | AYR 5.95 02/15/29 144A                                          | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |        35000 | PA      | $36176.23     | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKGB 37 02/18/26 2Y                                           | CUSIP: M8T85VDM6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     26055000 | PA      | $649191.40    | 0.10%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| SANTANDER DR AUTO 2024-3                                                               | SDART 2024-3 D                                                  | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105000 | PA      | $108010.44    | 0.02%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.45 09/15/34                                               | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       190000 | PA      | $191726.50    | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER                                                             | CMDC 2025-1A A2                                                 | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        90000 | PA      | $91062.55     | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 6.9474 05/25/32 144A                                      | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       470000 | PA      | $484425.70    | 0.08%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 03/15/30 144A                                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       230000 | PA      | $234039.95    | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                            | PAYX 5.6 04/15/35                                               | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |        70000 | PA      | $72389.67     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.75 04/30/27                                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5410000 | PA      | $5410000.00   | 0.86%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HERC HLDGS INC TLB                                                                     | HERC HLDGS INC TLB                                              | CUSIP: LX2634009<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        35000 | PA      | $35175.00     | 0.01%             | 2032-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 8.875 02/28/35 2035                                        | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2970000 | PA      | $157060.89    | 0.02%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 9 01/31/40 2040                                            | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     23225000 | PA      | $1135950.52   | 0.18%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                | TYL 0.25 03/15/26                                               | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |        12000 | PA      | $14808.00     | 0.00%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2023-1                                   | BLAST 2023-1 D                                                  | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       125000 | PA      | $131711.57    | 0.02%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                     | STX 9.625 12/01/32                                              | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |         7650 | PA      | $8629.77      | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                          | WMB 5.15 03/15/34                                               | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       115000 | PA      | $114802.36    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                         | ECOPET 8.375 01/19/36                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |        75000 | PA      | $72413.36     | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6.5 04/15/32 144A                                          | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10011.81     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TransDigm                                                                              | TransDigm Term Loan I 275 2028-08-01                            | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |        21834 | PA      | $21935.24     | 0.00%             | 2028-08-24      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 6.75 08/01/29 144A                                           | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        90000 | PA      | $89747.43     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                 | AYR 5.75 10/01/31 144A                                          | CUSIP: 00929JAA4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       225000 | PA      | $231511.64    | 0.04%             | 2031-10-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                            | HST 5.5 04/15/35                                                | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       180000 | PA      | $178264.94    | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKGB 36 08/12/26 2Y                                           | CUSIP: M8T85VGT8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      6755000 | PA      | $165890.09    | 0.03%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                      | MCAIRH 5.15 03/17/30 144A                                       | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |        20000 | PA      | $20002.66     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                                       | AEIS 2.5 09/15/28                                               | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |        12000 | PA      | $14434.80     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                       | ALIANT 6.5 10/01/31 144A                                        | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |        90000 | PA      | $91786.41     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Redwood Funding Trust 2025-1                                                           | RFT 2025-1 A                                                    | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       130393 | PA      | $136031.34    | 0.02%             | 2055-05-27      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                     | BX 2025-VLT6 A                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       415000 | PA      | $415371.88    | 0.07%             | 2030-03-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4 03/31/30                                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8715000 | PA      | $8798064.84   | 1.39%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 0.875 04/15/30                                             | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        39000 | PA      | $41900.63     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 6.05 11/01/35                                                | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       110000 | PA      | $115165.59    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                    | ALA 2025-OANA A                                                 | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        45000 | PA      | $45316.65     | 0.01%             | 2030-06-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                      | BRO 5.55 06/23/35                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40804.73     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 4.125 06/15/29                                              | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68793.90     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 4.8 03/01/50                                               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        55000 | PA      | $44036.85     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                         | BNTNF 10 01/01/31 NTNF                                          | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      4476000 | PA      | $721355.92    | 0.11%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                            | MFF 2023-1A A                                                   | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |        59903 | PA      | $60401.42     | 0.01%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 6.5 03/30/34                                               | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       320000 | PA      | $344037.67    | 0.05%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5                                             | EART 2023-5A D                                                  | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $104043.59    | 0.02%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                              | SBAC L 01/27/31 14                                              | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | STIV             | CORP              | US        |        59389 | PA      | $59530.23     | 0.01%             | 2031-01-31      | Fixed         |  | No            |                  2 | On Loan: No      |
| TransUnion                                                                             | TransUnion Term Loan B-8 175 2031-05-29                         | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |       367895 | PA      | $368774.64    | 0.06%             | 2031-06-11      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                   | STLD 5.375 08/15/34                                             | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30481.83     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                      | DHI 5 10/15/34                                                  | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |        85000 | PA      | $84090.98     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                        | BWA 5.4 08/15/34                                                | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50595.93     | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Royal Caribbean Group                                                                  | RCL 5.625 09/30/31 144A                                         | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       210000 | PA      | $211414.16    | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                        | WHR 6.125 06/15/30                                              | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30282.71     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co                                                           | MUTOMA 6.8 06/15/36 144A                                        | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |       605000 | PA      | $665310.15    | 0.11%             | 2036-06-15      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Altice USA Inc.                                                                        | Altice USA Inc. COM USD0.01 CL A                                | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |        16976 | NS      | $36328.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Netflix, Inc.                                                                          | NFLX 3.625 05/15/27                                             | CUSIP: U74079AK7<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       100000 | PA      | $120419.54    | 0.02%             | 2027-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.25 02/01/50                                               | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        25000 | PA      | $21049.76     | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                              | TransDigm Term Loan J (Incremental) 325 2031-02-01              | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |         9875 | PA      | $9903.93      | 0.00%             | 2031-02-14      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT REC TR 2024-2                                                          | GSAR 2024-2A C                                                  | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        10000 | PA      | $10293.34     | 0.00%             | 2030-06-17      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| TD Synnex Corp                                                                         | SNX 6.1 04/12/34                                                | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |       435000 | PA      | $458093.66    | 0.07%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST 2024-NPL1                                                   | GITST 2024-NPL1 A1                                              | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        23663 | PA      | $23681.34     | 0.00%             | 2054-06-25      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                  | WHISPI 5.7 09/30/31 144A                                        | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30602.60     | 0.00%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2024-RRTL1                                                          | TVC 2024-RRTL1 A1                                               | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       110000 | PA      | $109967.94    | 0.02%             | 2039-07-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 8.375 04/01/32 144A                                      | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10115.72     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Quikrete Holdings Inc                                                                  | QUIKHO 6.375 03/01/32 144A                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       290000 | PA      | $298394.03    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                      | EXPE 5.4 02/15/35                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       395000 | PA      | $397917.09    | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 4.5 03/07/35                                                | CUSIP: G4527HN64<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       860000 | PA      | $1181092.90   | 0.19%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                    | COIN 0.25 04/01/30                                              | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |        11000 | PA      | $14415.50     | 0.00%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                        | BAMCN 5.795 04/24/35                                            | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |        40000 | PA      | $41061.28     | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                       | KMI 6.5 02/01/37                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |        40000 | PA      | $42371.30     | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                          | OC 7 12/01/36                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       523000 | PA      | $589050.81    | 0.09%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                       | KMI 6.95 01/15/38 MTN                                           | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |        50000 | PA      | $55484.41     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                     | GDDY 5.25 12/01/27 144A                                         | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |        85000 | PA      | $84999.74     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.125 06/15/39                                              | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       125000 | PA      | $117642.27    | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 3.875 01/15/28 144A                                       | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        10000 | PA      | $9749.84      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 7 02/01/30                                                  | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        50000 | PA      | $54227.46     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations                                                                 | Hilton Grand Vacations Term Loan B (Incremental) 275 2031-01-01 | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |       245143 | PA      | $245164.25    | 0.04%             | 2031-01-10      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 5.45 07/15/34                                               | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30688.20     | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF V5.935 08/02/30                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92537.28     | 0.01%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-1                                                              | RCO 2025-1 A1                                                   | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       206654 | PA      | $206854.44    | 0.03%             | 2030-01-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER                                                             | CMDC 2025-1A A3                                                 | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35000 | PA      | $35350.57     | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                      | MCAIRH 5.2 03/27/28 144A                                        | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |        95000 | PA      | $96125.56     | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 7.5 05/01/33 144A                                        | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       140000 | PA      | $150012.52    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                            | PNW 4.75 06/15/27                                               | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10855.00     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                   | ENTERP 7 10/15/37 144A                                          | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |       535000 | PA      | $614358.38    | 0.10%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                       | Guidestone Funds MONEY MKT INSTL                                | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      2194814 | NS      | $2194813.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream Operating LP                                                             | DCP 5.125 05/15/29                                              | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20325.23     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.625 03/01/30 144A                                         | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        70000 | PA      | $67156.11     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.5 09/01/30                                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        40000 | PA      | $37837.72     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.468 01/23/35                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       145000 | PA      | $149020.36    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 4.625 02/28/26                                                | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1210000 | PA      | $1213446.67   | 0.19%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                    | PLNT 2024-1A A2I                                                | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       148875 | PA      | $151267.40    | 0.02%             | 2054-06-05      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                      | CHH 5.85 08/01/34                                               | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30252.95     | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                  | WHISPI 5.95 09/30/34 144A                                       | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35501.39     | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                | DTV 10 02/15/31 144A                                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $126297.39    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                      | DHI 5.5 10/15/35                                                | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |        70000 | PA      | $71326.01     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                                                                  | TRGP 5.55 08/15/35                                              | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100553.27    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                          | BGC 6.15 04/02/30 144A                                          | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       110000 | PA      | $111564.87    | 0.02%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-2                                                             | RCO 2025-2 A1                                                   | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       190016 | PA      | $191546.13    | 0.03%             | 2030-04-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 7.75 05/01/35 144A                                       | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       140000 | PA      | $151660.88    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                 | FAIRIC 6 05/15/33 144A                                          | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       140000 | PA      | $141633.21    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RCO VII MORTGAGE LLC 2025-3                                                            | RCO 2025-3 A1                                                   | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $101842.55    | 0.02%             | 2030-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                         | JHXAU 6.125 07/31/32 144A                                       | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       165000 | PA      | $167842.79    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                        | WHR 6.5 06/15/33                                                | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30124.27     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 5.5 12/15/29 144A                                          | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29889.44     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Colombia (Republic Of)                                                                 | COLOM 8 04/20/33                                                | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       400000 | PA      | $414372.00    | 0.07%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide                                                                       | Hilton Worldwide Term Loan B4 (Incremental) 200 2030-10-28      | CUSIP: 43289DAK9<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |       145172 | PA      | $145829.85    | 0.02%             | 2030-11-06      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4                                           | WLAKE 2023-4A D                                                 | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $104186.57    | 0.02%             | 2029-07-16      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                   | ACAFP V6.251 01/10/35 144A                                      | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       540000 | PA      | $561758.13    | 0.09%             | 2035-01-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 5.5 02/15/35                                               | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10039.88     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                  | ROMANI 6.25 09/10/34 144A                                       | CUSIP: X7360WDK5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       310000 | PA      | $369267.00    | 0.06%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| GITSIT MORTGAGE LOAN TRUST 2024-NPL1                                                   | GITST 2025-NPL1 A1                                              | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       248804 | PA      | $249011.60    | 0.04%             | 2055-02-25      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.7 04/01/35                                                 | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       175000 | PA      | $178331.24    | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                           | MAR 5.5 04/15/37                                                | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200161.36    | 0.03%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LL 6.7076%                                                              | PRET 2025-NPL3 LL 6.7076%                                       | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        99285 | PA      | $100156.54    | 0.02%             | 2055-04-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Vertex Inc                                                                             | VERX 0.75 05/01/29                                              | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |        17000 | PA      | $20408.80     | 0.00%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II LLC                                                      | CMPDC 2025-1A A1                                                | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85000 | PA      | $86270.62     | 0.01%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  3 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.55 08/15/35                                               | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       145000 | PA      | $147897.30    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Applebees's Funding LLC / IHOP Funding LLC                                             | DIN 2025-1A A2                                                  | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       310000 | PA      | $308911.89    | 0.05%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  3 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 12/18/25                                                    | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1935000 | PA      | $1897387.76   | 0.30%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                         | BBVASM V5.125 01/18/33 144A                                     | CUSIP: 05533UAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       630000 | PA      | $605890.34    | 0.10%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD L 01/18/28 11                                            | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |        46709 | PA      | $46151.45     | 0.01%             | 2028-01-17      | Fixed         | 9.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Mortgage Asset Trust 2006-1                                                      | BMAT 2006-1A M1                                                 | CUSIP: 105667AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       484427 | PA      | $435430.64    | 0.07%             | 2036-07-25      | Floating      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                             | AALLN 4.75 04/10/27 144A                                        | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $201085.23    | 0.03%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                   | VIKCRU 5.875 09/15/27 144A                                      | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        90000 | PA      | $90106.56     | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 5.75 04/01/48                                              | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       890000 | PA      | $809955.64    | 0.13%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                                              | CSAIL 2016-C7 C                                                 | CUSIP: 12637UBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1060000 | PA      | $988148.38    | 0.16%             | 2049-11-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                          | NGERIA 7.625 11/28/47 144A                                      | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       940000 | PA      | $748505.97    | 0.12%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.875 PERP FF                                              | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       900000 | PA      | $916575.30    | 0.15%             | 2049-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                          | SCRT 2017-2 M1                                                  | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |        65266 | PA      | $64972.77     | 0.01%             | 2056-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 3.815 11/02/27                                                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $386263.33    | 0.06%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Voc Escrow Ltd                                                                         | VIKCRU 5 02/15/28 144A                                          | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       280000 | PA      | $278760.61    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.948 01/19/38                                              | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       360000 | PA      | $370481.27    | 0.06%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 5 03/01/33                                                 | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24665.03     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust 2015-C30                                    | JPMBB 2015-C30 AS                                               | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       970000 | PA      | $954410.45    | 0.15%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                      | PETRPE 5.625 06/19/47 144A                                      | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |       550000 | PA      | $348361.04    | 0.06%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                          | NGERIA 7.143 02/23/30 144A                                      | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       440000 | PA      | $419496.04    | 0.07%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKEY 6 03/25/27 10Y                                           | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1570000 | PA      | $1584715.31   | 0.25%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                     | TIGO 5.125 01/15/28 144A                                        | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       540000 | PA      | $534094.72    | 0.08%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 2.05 08/01/27 10Y                                          | CUSIP: T6052BNC8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4190000 | PA      | $4939905.49   | 0.78%             | 2027-08-01      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Sunrise Holdco IV BV                                                                   | SUNN 5.5 01/15/28 144A                                          | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |       310000 | PA      | $308204.14    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.75 08/15/28 144A                                          | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35783.65     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.6 09/01/34                                                 | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1422563.57   | 0.23%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 2.9 05/15/30                                                | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        65000 | PA      | $59783.42     | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 4.375 04/01/31 144A                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $93512.14     | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Permian Resources Corp                                                                 | PR 3.25 04/01/28                                                | CUSIP: 15136AAA0<br>LEI: 529900NXUJPOKU7OJ511 | Long             | DBT              | CORP              | US        |         6000 | PA      | $14523.00     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.705 05/01/40                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       120000 | PA      | $118634.75    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 3.25 06/01/31                                               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       160000 | PA      | $143679.98    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.469 04/15/34 144A                                        | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       670000 | PA      | $598756.35    | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.93 05/01/60                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9514.41      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                          | CNC 4.625 12/15/29                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       175000 | PA      | $170327.05    | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Yum! Brands Inc.                                                                       | YUM 4.625 01/31/32                                              | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       255000 | PA      | $245774.66    | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 3.95 03/25/51                                              | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       150000 | PA      | $110811.62    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.805 05/01/50                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       330000 | PA      | $316774.91    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 3.625 05/15/30                                              | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4073.50      | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                           | ENOIGA 5.875 03/30/31                                           | CUSIP: M4R2A7AB4<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |        90000 | PA      | $83182.50     | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 5.5 04/01/28 144A                                           | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       375000 | PA      | $379900.50    | 0.06%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                              | PHILIP 2.95 05/05/45                                            | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       455000 | PA      | $312118.67    | 0.05%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                           | MAR 2.85 04/15/31 HH                                            | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        75000 | PA      | $68128.88     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                               | LW 4.875 05/15/28 144A                                          | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34815.26     | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                         | CDP 2.75 04/15/31                                               | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17700.91     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LEGACY MTG ASST TR 2020-RPL1                                                           | LMAT 2020-RPL1 A2                                               | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120000 | PA      | $108644.10    | 0.02%             | 2059-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ncl Finance Limited                                                                    | NCLH 6.125 03/15/28 144A                                        | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        25000 | PA      | $25422.33     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                      | GCAR 2021-1A D                                                  | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         6445 | PA      | $6436.83      | 0.00%             | 2027-01-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| VOLT XCVII LLC 2021-NPL6                                                               | VOLT 2021-NPL6 A1                                               | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        11022 | PA      | $11019.46     | 0.00%             | 2051-04-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| The Kroger Co.                                                                         | KR 5 09/15/34                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       360000 | PA      | $357648.45    | 0.06%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 2.6 08/15/34 10Y                                            | CUSIP: D2R8H4LD9<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       290000 | PA      | $342784.93    | 0.05%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                               | DVN 5.2 09/15/34                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1068900.72   | 0.17%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                             | OXY 5.375 01/01/32                                              | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       800000 | PA      | $794004.88    | 0.13%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                           | GE 4.125 09/19/35 EMTN                                          | CUSIP: U369638J5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       110000 | PA      | $135954.16    | 0.02%             | 2035-09-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                               | VST 6.875 04/15/32 144A                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       170000 | PA      | $177842.44    | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Pan American Energy S L Argentine Branch                                               | PANAME 8.5 04/30/32 144A                                        | CUSIP: 69784DAD0<br>LEI: 529900QG9TOWTXWOBF90 | Long             | DBT              | CORP              | ES        |       960000 | PA      | $1032796.80   | 0.16%             | 2032-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Boels Topholding Bv                                                                    | BOELST 5.75 05/15/30 144A                                       | CUSIP: ZB4936835<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |       610000 | PA      | $746786.40    | 0.12%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ray Financing LLC                                                                      | SUNMED 6.5 07/15/31 144A                                        | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |       580000 | PA      | $714850.56    | 0.11%             | 2031-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Teamsystem Spa                                                                         | TITANL F 07/31/31 144A                                          | CUSIP: YW4172774<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |       710000 | PA      | $838881.20    | 0.13%             | 2031-07-31      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| OBRA CLO LTD                                                                           | OBRAC 2024-1A D1                                                | CUSIP: 67443AAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1080000 | PA      | $1086114.96   | 0.17%             | 2038-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                           | ROCKIE 6.875 04/15/40 144A                                      | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      1340000 | PA      | $1345692.32   | 0.21%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                            | WMB 4.45 08/01/42                                               | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $635887.01    | 0.10%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                             | IPDEBV F 06/15/31 144a                                          | CUSIP: YX6411533<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |       310000 | PA      | $365507.32    | 0.06%             | 2031-06-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Carval Clo VII-C Ltd / LLC                                                             | CARVL 2023-1A D1R                                               | CUSIP: 14686BAW7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | JE        |       920000 | PA      | $924770.66    | 0.15%             | 2037-07-20      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Afflelou S.A.S.                                                                        | AAFFP 6 07/25/29 144A                                           | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |       210000 | PA      | $257882.22    | 0.04%             | 2029-07-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                                      | AZELIS 4.75 09/25/29 144A                                       | CUSIP: 000000000<br>LEI: 699400J0P7A5VXKGK641 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $363459.79    | 0.06%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pampa Energia SA                                                                       | PAMPAR 7.95 09/10/31 144A                                       | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |       610000 | PA      | $621106.88    | 0.10%             | 2031-09-10      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd / Valley Stream Park CLO LLC                                | VYSPK 2022-1A DRR                                               | CUSIP: 92013AAZ2<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |       570000 | PA      | $573389.19    | 0.09%             | 2037-01-20      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2025-DNA1 M2                                              | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       250000 | PA      | $250150.24    | 0.04%             | 2045-01-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 5.673 04/01/35 144A                                      | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       500000 | PA      | $510314.51    | 0.08%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Infopro Digital                                                                        | IPDEBV 5.5 06/15/31 144A                                        | CUSIP: YO0442799<br>LEI: 969500GGQQ55ITPK6K28 | Long             | DBT              | CORP              | FR        |       280000 | PA      | $334902.87    | 0.05%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | KMI 7.75 01/15/32 GMTN                                          | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       560000 | PA      | $646817.95    | 0.10%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                              | NEE 5.3 06/15/34                                                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       270000 | PA      | $278430.96    | 0.04%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER V6.95 03/10/55                                              | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       820000 | PA      | $852615.58    | 0.14%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2024-DNA3 M2                                              | CUSIP: 35564NFA6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       730000 | PA      | $731859.09    | 0.12%             | 2044-10-25      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE CLO 2022-2 LTD                                                                 | OAKCL 2022-2A D1R2                                              | CUSIP: 67402RBQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       910000 | PA      | $914986.85    | 0.14%             | 2037-10-15      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XVI LTD                                                               | OCTR 2024-16A D1                                                | CUSIP: 674913AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $904902.35    | 0.14%             | 2038-01-20      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                             | ACCINV 5.375 05/15/30 144A                                      | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       220000 | PA      | $264680.19    | 0.04%             | 2030-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cbam 2017-3 Ltd                                                                        | CBAM 2017-3A DR                                                 | CUSIP: 12481HAW5<br>LEI: 254900EGQJ2K45U5LM27 | Long             | ABS-CBDO         | CORP              | US        |       440000 | PA      | $442635.93    | 0.07%             | 2034-07-17      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                                   | AERDOS 7 06/30/34 144A                                          | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |       540000 | PA      | $562499.10    | 0.09%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 7 Ltd / Llc                                          | GLM 2020-7A DRR                                                 | CUSIP: 38138LBC1<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |       940000 | PA      | $945122.20    | 0.15%             | 2034-04-20      | Variable      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Currenta Group Holdings S.a.r.l.                                                       | CURGRP 5.5 05/15/30 144A                                        | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |       240000 | PA      | $289279.98    | 0.05%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                             | ACCINV 6.375 10/15/29 144A                                      | CUSIP: YV8378601<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       180000 | PA      | $222675.60    | 0.04%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                            | STYRO 6.75 04/15/30 144A                                        | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $545993.38    | 0.09%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 22 LTD/LLC                                                                     | AGL 2022-22A D1R                                                | CUSIP: 00118XBA3<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |       800000 | PA      | $804473.24    | 0.13%             | 2037-01-20      | Variable      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                                     | ACAFP V5.862 01/09/36 REGs                                      | CUSIP: 22536PAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       810000 | PA      | $840063.00    | 0.13%             | 2036-01-09      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                                                | EOANGR 4 01/16/40 EMTN                                          | CUSIP: D2T8J8DT0<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       210000 | PA      | $247227.87    | 0.04%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energie Baden-Wurttemberg International Finance BV                                     | ENBW 4 01/24/35 EMTN                                            | CUSIP: N2960PMV2<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $121578.56    | 0.02%             | 2035-01-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                           | UBS 0.625 01/18/33 EMTN                                         | CUSIP: H3698DDF8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       350000 | PA      | $336993.56    | 0.05%             | 2033-01-18      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| 1261229 Bc Ltd.                                                                        | BHCCN 10 04/15/32 144A                                          | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $1211387.96   | 0.19%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                                     | CBRSER 6.375 04/15/30 144A                                      | CUSIP: ZD8251252<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |       370000 | PA      | $450780.00    | 0.07%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RJ0954                                                       | CUSIP: 3142GRBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |            0 | PA      | $0.01         | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO XI-C LTD /LLC                                                               | CARVL 2024-3A D1                                                | CUSIP: 14688RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       670000 | PA      | $672731.69    | 0.11%             | 2037-10-20      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                           | BACR V5.785 02/25/36                                            | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $306778.68    | 0.05%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 5.125 05/15/32                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1520000 | PA      | $1550640.31   | 0.25%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                | EOANGR 3.5 04/16/33 EMTN                                        | CUSIP: D2T8J8DS2<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       540000 | PA      | $642984.66    | 0.10%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 2024-22 Ltd/HPS Loan Management 2024-22 LLC                        | HLM 2024-22A D1                                                 | CUSIP: 40444YAJ4<br>LEI: 213800PR973USZFINH57 | Long             | ABS-CBDO         | CORP              | KY        |       910000 | PA      | $915696.05    | 0.15%             | 2037-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 35 LTD                                                                         | AGL 2024-35A D1                                                 | CUSIP: 00852KAE4<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |      1030000 | PA      | $1036969.50   | 0.16%             | 2038-01-21      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| LCM 39 Ltd / LCM 39 LLC                                                                | LCM 39A DR                                                      | CUSIP: 50204NAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       900000 | PA      | $906266.52    | 0.14%             | 2034-10-15      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 8 Ltd.                                               | GLM 2020-8A DRR                                                 | CUSIP: 38136NBE5<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |       860000 | PA      | $856205.47    | 0.14%             | 2034-10-20      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| GALLATIN CLO XI 2024-1 LTD/LLC                                                         | GALL 2024-1A C                                                  | CUSIP: 36362HAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1100000 | PA      | $1107112.71   | 0.18%             | 2037-10-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 3.6 06/01/33                                                  | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       760000 | PA      | $902811.11    | 0.14%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                | FOUR 5.5 05/15/33 144A                                          | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |       250000 | PA      | $305370.31    | 0.05%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty Group                                                                   | Ryan Specialty Group Term Loan B 225 2031-09-04                 | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |        22885 | PA      | $22913.61     | 0.00%             | 2031-09-11      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings                                                              | Truist Insurance Holdings Term Loan B 275 2031-05-01            | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        36370 | PA      | $36430.86     | 0.01%             | 2031-05-06      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                              | INVH 4.875 02/01/35                                             | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |        40000 | PA      | $38771.65     | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                     | CNQCN 5 12/15/29 144A                                           | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       410000 | PA      | $413894.49    | 0.07%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Resideo Technologies                                                                   | Resideo Technologies Term Loan B (Incremental) 175 2031-06-01   | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |       142446 | PA      | $142490.91    | 0.02%             | 2031-06-13      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 6.75 02/01/32 144A                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        95000 | PA      | $97114.08     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                             | EART 2025-1A D                                                  | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       110000 | PA      | $112190.35    | 0.02%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                                    | KAPT 2024-1A 1A                                                 | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100006.75    | 0.02%             | 2031-09-10      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                 | GWRE 1.25 11/01/29                                              | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |        21000 | PA      | $24811.50     | 0.00%             | 2029-11-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: —       |
| Evergy Inc                                                                             | EVRG 4.5 12/15/27                                               | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |        23000 | PA      | $26941.63     | 0.00%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 7.008 05/01/64                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        50000 | PA      | $54970.70     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-4                                                          | MFT 2023-4A B                                                   | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $104532.59    | 0.02%             | 2033-12-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC                                                                 | ZIPLY 2024-1A B                                                 | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65000 | PA      | $68016.54     | 0.01%             | 2054-04-20      | Fixed         | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                           | UZBEK 6.9 02/28/32 144A                                         | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       265000 | PA      | $273187.29    | 0.04%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 5.15 02/15/35                                               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55057.81     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                    | CHILE 5.65 01/13/37                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $206520.00    | 0.03%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                          | Carnival Corp Term Loan B 200 2027-08-01                        | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |          757 | PA      | $758.70       | 0.00%             | 2027-08-08      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND I LLC                                                               | EQS 2024-2M A                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       131882 | PA      | $133975.34    | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 6.858 05/01/54                                               | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       440000 | PA      | $482103.86    | 0.08%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.        | JBSSBZ 5.95 04/20/35 144A                                       | CUSIP: 472140AA0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       135000 | PA      | $139992.30    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                     | CNQCN 5.4 12/15/34 144A                                         | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       125000 | PA      | $124262.52    | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: —       |
| Gallagher Aj &Co                                                                       | AJG 5 02/15/32                                                  | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20287.89     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VACT 2025-NPL1 LLC                                                                     | VCAT 2025-NPL1 A1                                               | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        84700 | PA      | $84927.78     | 0.01%             | 2055-01-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 0.875 12/01/28 2028                                        | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        16000 | PA      | $22904.00     | 0.00%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                | JBSSBZ 6.75 03/15/34                                            | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |        60000 | PA      | $65537.40     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 6.388 05/01/31                                               | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        35000 | PA      | $37629.89     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                          | Carnival Corp Term Loan B 200 2028-10-01                        | CUSIP: P2121YAY4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |        34613 | PA      | $34682.97     | 0.01%             | 2028-10-18      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                          | SNOW 0 10/01/29                                                 | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |        18000 | PA      | $28041.75     | 0.00%             | 2029-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                     | STX 3.5 06/01/28                                                | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |         8000 | PA      | $14403.00     | 0.00%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aaset 2024-2 Ltd.                                                                      | AASET 2024-2A A                                                 | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       237096 | PA      | $241267.80    | 0.04%             | 2049-09-16      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Resideo Technologies                                                                   | Resideo Technologies Term Loan B 175 2028-02-01                 | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |        30132 | PA      | $30169.43     | 0.00%             | 2028-02-11      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                            | DDOG 0 12/01/29                                                 | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |        59000 | PA      | $56669.50     | 0.01%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: —       |
| The Boeing Company                                                                     | BA 6.528 05/01/34                                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       585000 | PA      | $636002.34    | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.511 01/24/36                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       105000 | PA      | $108002.51    | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6167438 | NC      | $540420.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -808067 | NC      | $83180.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4525825 | NC      | $294089.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -300775 | NC      | $19460.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5773423 | NC      | $373637.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2651287 | NC      | $171582.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -551962 | NC      | $34745.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -550285 | NC      | $36422.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1273535 | NC      | $87426.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -547799 | NC      | $35155.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -543031 | NC      | $34919.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -549468 | NC      | $34321.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -520532 | NC      | $21308.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -514607 | NC      | $17653.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2071382 | NC      | $62468.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -256108 | NC      | $6379.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -253985 | NC      | $6535.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -260097 | NC      | $7511.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -236872 | NC      | $4439.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -510769 | NC      | $12274.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -504205 | NC      | $13767.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -504712 | NC      | $13260.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1022669 | NC      | $16303.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -252934 | NC      | $5016.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -500684 | NC      | $13215.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -507818 | NC      | $13593.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -270901 | NC      | $5074.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -278864 | NC      | $5215.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1103585 | NC      | $11816.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -277467 | NC      | $3432.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -287738 | NC      | $1880.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -280686 | NC      | $2606.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -277438 | NC      | $2895.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -281460 | NC      | $3120.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -281762 | NC      | $2818.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -281808 | NC      | $3584.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -273005 | NC      | $2057.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -559008 | NC      | $15895.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -825332 | NC      | $74887.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -261679 | NC      | $13042.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -286010 | NC      | $7964.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -281124 | NC      | $6825.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6788557 | NC      | $274184.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5028062 | NC      | $142344.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -332161 | NC      | $9382.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -200125 | NC      | $5679.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3674918 | NC      | $104296.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1786069 | NC      | $51470.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2320035 | NC      | $67736.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3207177 | NC      | $93456.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -820789 | NC      | $23640.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -322687 | NC      | $8070.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -245869 | NC      | $3896.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -424225 | NC      | $5143.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -518077 | NC      | $6722.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -519074 | NC      | $7349.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1029891 | NC      | $13517.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1082665 | NC      | $15002.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -510282 | NC      | $6920.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -552068 | NC      | $2398.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -551644 | NC      | $2692.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -558811 | NC      | $2823.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1081045 | NC      | $-1023.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -796895 | NC      | $39582.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1091923 | NC      | $53598.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -819400 | NC      | $38819.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5928544 | NC      | $301665.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6177046 | NC      | $320786.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3539303 | NC      | $193097.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14514875 | NC      | $793387.36    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -778528 | NC      | $10978.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -790180 | NC      | $13315.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -209510 | NC      | $5261.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -258174 | NC      | $5360.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -250639 | NC      | $6720.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -505286 | NC      | $15931.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -520681 | NC      | $17145.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -516808 | NC      | $18359.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -435188 | NC      | $21769.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -248765 | NC      | $11174.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -220809 | NC      | $9727.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -531628 | NC      | $18885.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -295002 | NC      | $10980.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -503240 | NC      | $16078.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -466376 | NC      | $17691.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -292379 | NC      | $10153.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -829477 | NC      | $27358.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1130680 | NC      | $26183.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1133255 | NC      | $26238.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -2717 | NC      | $213.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                | CURRENCY CONTRACT - CNH                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3291796 | NC      | $7803.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                | CURRENCY CONTRACT - CNY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -2434 | NC      | $62.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                | CURRENCY CONTRACT - CNY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -80758 | NC      | $2071.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                | CURRENCY CONTRACT - CNY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -116311 | NC      | $373.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                | CURRENCY CONTRACT - CNY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -279978 | NC      | $6184.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                | CURRENCY CONTRACT - CNY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -273951 | NC      | $6095.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                | CURRENCY CONTRACT - CNY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1785057 | NC      | $13830.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -803669 | NC      | $62477.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1110027 | NC      | $86394.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -619592 | NC      | $47736.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2159992 | NC      | $179171.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3018593 | NC      | $250392.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2198630 | NC      | $171369.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6676890 | NC      | $469793.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6661940 | NC      | $478846.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3140000 | NC      | $-11305.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1664409 | NC      | $56220.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6434015 | NC      | $358872.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10689825 | NC      | $57822.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2045678 | NC      | $11057.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -547904 | NC      | $39350.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -338630 | NC      | $24644.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1078017 | NC      | $67973.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1082824 | NC      | $66184.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8924609 | NC      | $517744.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7118317 | NC      | $412956.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3563872 | NC      | $209954.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6515804 | NC      | $383920.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14886837 | NC      | $876728.29    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2104868 | NC      | $123961.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -343727 | NC      | $21361.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4374657 | NC      | $271866.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23923715 | NC      | $1486760.04   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -42238 | NC      | $2624.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7775819 | NC      | $478989.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -185266 | NC      | $9030.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -786894 | NC      | $23283.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1062270 | NC      | $33304.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2221436 | NC      | $137205.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -112475 | NC      | $5456.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -782843 | NC      | $26834.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -255782 | NC      | $9348.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -479497 | NC      | $14109.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -62033 | NC      | $1964.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -114209 | NC      | $3723.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -284789 | NC      | $9276.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -772396 | NC      | $25061.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -210249 | NC      | $4442.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -525799 | NC      | $17444.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -318060 | NC      | $9668.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1022757 | NC      | $30448.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -513203 | NC      | $14626.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -121413 | NC      | $4382.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -513406 | NC      | $16908.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -137755 | NC      | $7028.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -410383 | NC      | $19780.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -235911 | NC      | $10487.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -514931 | NC      | $18664.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -116788 | NC      | $4107.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -95934 | NC      | $3482.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -281857 | NC      | $8858.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -230904 | NC      | $6522.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1089829 | NC      | $33482.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -547948 | NC      | $16834.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -546979 | NC      | $17945.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -147287 | NC      | $4762.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -346230 | NC      | $6288.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -282538 | NC      | $4384.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -286611 | NC      | $4658.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -286722 | NC      | $4547.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -121568 | NC      | $2000.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1105825 | NC      | $19667.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5789485 | NC      | $107118.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -278472 | NC      | $6016.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -565234 | NC      | $8435.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1134304 | NC      | $7143.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -819708 | NC      | $20419.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3823163 | NC      | $3084.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -984141 | NC      | $72175.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -112480 | NC      | $8391.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5142737 | NC      | $317226.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -298172 | NC      | $18412.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -646458 | NC      | $39920.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3195990 | NC      | $199109.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6848925 | NC      | $426686.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -354902 | NC      | $23551.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6888038 | NC      | $458115.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -766980 | NC      | $56674.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -839246 | NC      | $42876.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -198957 | NC      | $6956.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1027241 | NC      | $30762.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1019890 | NC      | $31547.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -544323 | NC      | $13176.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -379599 | NC      | $12553.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -808876 | NC      | $10566.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -276171 | NC      | $3689.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -505962 | NC      | $6758.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -280583 | NC      | $4338.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -273411 | NC      | $3508.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -274694 | NC      | $4641.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -111714 | NC      | $-260.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -296935 | NC      | $-2.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -99554 | NC      | $8434.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -29864 | NC      | $2530.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -345638 | NC      | $28922.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1010488 | NC      | $89109.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -665703 | NC      | $56393.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2440119 | NC      | $210319.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -899732 | NC      | $21578.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                | CURRENCY CONTRACT - ILS                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -812819 | NC      | $92635.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                | CURRENCY CONTRACT - ILS                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1922836 | NC      | $221030.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3376395 | NC      | $-9063.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -320 | NC      | $5.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -33158636 | NC      | $612401.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1052813 | NC      | $-5831.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -178241 | NC      | $-230.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3433804 | NC      | $6770.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2632542 | NC      | $4769.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -283886 | NC      | $514.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4434323 | NC      | $10347.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1877834 | NC      | $4381.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5093296 | NC      | $33176.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5049909 | NC      | $30459.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -104970 | NC      | $-573.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -256384 | NC      | $-3763.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -144424 | NC      | $-1991.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -518741 | NC      | $-9106.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -259428 | NC      | $-4738.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -519886 | NC      | $-16990.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1039561 | NC      | $-33394.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1033802 | NC      | $-33754.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -513027 | NC      | $-9581.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -564992 | NC      | $-9568.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -512745 | NC      | $-9666.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -246040 | NC      | $-3191.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -253221 | NC      | $-2619.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -507482 | NC      | $-5530.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -139657 | NC      | $435.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -264871 | NC      | $6251.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -134198 | NC      | $2619.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -261464 | NC      | $667.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -246375 | NC      | $-1603.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -109085 | NC      | $-696.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -501598 | NC      | $-4075.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -262418 | NC      | $-2324.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -113002 | NC      | $-250.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -275589 | NC      | $-228.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -280769 | NC      | $-143.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -277729 | NC      | $1010.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -566567 | NC      | $5091.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2339987 | NC      | $194861.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -994225 | NC      | $86961.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -81968 | NC      | $7169.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -721027 | NC      | $9871.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3238559 | NC      | $20693.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4404587 | NC      | $27613.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -273177 | NC      | $30350.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -546807 | NC      | $61295.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1189757 | NC      | $114006.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -52012 | NC      | $4994.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -104864 | NC      | $10070.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -103783 | NC      | $10091.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -435222 | NC      | $43532.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2614594 | NC      | $257749.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4505094 | NC      | $443638.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -808480 | NC      | $78586.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -258712 | NC      | $9288.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -292892 | NC      | $3778.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -544700 | NC      | $46996.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -543997 | NC      | $47699.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3864784 | NC      | $280303.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3238731 | NC      | $236267.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6760486 | NC      | $542746.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -263741 | NC      | $13082.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1031086 | NC      | $52578.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -265044 | NC      | $11721.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -248173 | NC      | $6892.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -521865 | NC      | $17177.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -521080 | NC      | $17963.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -492936 | NC      | $13810.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -252176 | NC      | $6824.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -259076 | NC      | $7411.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1021990 | NC      | $21959.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -253920 | NC      | $6844.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -243087 | NC      | $7603.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -265864 | NC      | $2742.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1029510 | NC      | $10764.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -550721 | NC      | $1180.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -272704 | NC      | $1248.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -275165 | NC      | $445.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -546445 | NC      | $131.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -281185 | NC      | $-5019.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -279867 | NC      | $-5406.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -278280 | NC      | $-5359.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -280315 | NC      | $-4907.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -289543 | NC      | $-760.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1655023 | NC      | $113220.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6512339 | NC      | $444536.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -550062 | NC      | $35866.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -547820 | NC      | $38108.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3687669 | NC      | $261683.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7718359 | NC      | $547708.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1408524 | NC      | $100218.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -544970 | NC      | $32213.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -557394 | NC      | $25619.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1040214 | NC      | $38532.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -262888 | NC      | $6501.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -258780 | NC      | $3621.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -505948 | NC      | $6491.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1003946 | NC      | $28003.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -504726 | NC      | $14008.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -503712 | NC      | $14959.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -224633 | NC      | $6775.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -261430 | NC      | $7726.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -780798 | NC      | $19490.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -230090 | NC      | $4601.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -267641 | NC      | $6049.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1079501 | NC      | $20695.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -274973 | NC      | $4019.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -275059 | NC      | $2496.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -271146 | NC      | $2545.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -298683 | NC      | $2824.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -277588 | NC      | $4391.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -278054 | NC      | $3925.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -276678 | NC      | $876.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -279918 | NC      | $1108.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -278845 | NC      | $2171.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4260612 | NC      | $340535.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -961696 | NC      | $66093.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -103796 | NC      | $7133.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -260081 | NC      | $18960.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3087315 | NC      | $224142.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -390552 | NC      | $28354.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -413686 | NC      | $30034.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -258366 | NC      | $9215.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -399384 | NC      | $20496.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1101331 | NC      | $61000.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -991242 | NC      | $43650.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6948009 | NC      | $308834.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14036618 | NC      | $712741.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1085638 | NC      | $50287.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -479778 | NC      | $8541.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -259511 | NC      | $5368.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -260011 | NC      | $305.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1007427 | NC      | $1642.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1031817 | NC      | $24904.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -505664 | NC      | $10467.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -502979 | NC      | $12934.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1015556 | NC      | $33691.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -524469 | NC      | $11734.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -269123 | NC      | $5374.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -249365 | NC      | $4793.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -245295 | NC      | $3051.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1537413 | NC      | $23581.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1101537 | NC      | $19671.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -274816 | NC      | $3185.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -281284 | NC      | $16.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -567792 | NC      | $-1007.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -281907 | NC      | $-615.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -567476 | NC      | $-691.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -278684 | NC      | $1082.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -551106 | NC      | $8220.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -277361 | NC      | $4082.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -289755 | NC      | $3.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |          -48 | NC      | $2.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1287003 | NC      | $63651.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                | CURRENCY CONTRACT - TRY                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -972678 | NC      | $38253.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3822568 | NC      | $-27138.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -84000 | NC      | $-3032.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -25357422 | NC      | $-2010474.30  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -61916000 | NC      | $-339969.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9049000 | NC      | $-213781.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2787273 | NC      | $-264826.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -110204629 | NC      | $-438499.81   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -97060000 | NC      | $-527288.23   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -288908000 | NC      | $-34194.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23588000 | NC      | $-79087.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3090000 | NC      | $-207569.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1210000 | NC      | $-67989.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1160000 | NC      | $-12739.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -737780000 | NC      | $96390.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6430000 | NC      | $-212066.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -534000 | NC      | $-30534.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -61270000 | NC      | $-105850.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -3422044000 | NC      | $-19564.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3758572 | NC      | $-20378.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -612000 | NC      | $-693.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4402181 | NC      | $-5200.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8448964 | NC      | $-19407.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -728805 | NC      | $-4640.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -4115848465 | NC      | $-183227.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -158186392 | NC      | $-13060.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -116484 | NC      | $-11661.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -32856855 | NC      | $-4139.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2329720 | NC      | $-12913.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -699055 | NC      | $-62738.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -910579 | NC      | $-69990.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -909148 | NC      | $-47521.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -642588 | NC      | $-60998.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -14907551701 | NC      | $-49508.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11855883 | NC      | $-93658.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -993588 | NC      | $-77126.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -699063 | NC      | $-49537.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1305876 | NC      | $-74882.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1959266 | NC      | $-104635.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1772234 | NC      | $-101826.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11563871 | NC      | $-71103.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -1956 | NC      | $-42.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -714 | NC      | $-15.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -4965898179 | NC      | $-16286.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -674019 | NC      | $-2.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -592233 | NC      | $-2071.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |          -64 | NC      | $-2.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -17850 | NC      | $-62.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4919505 | NC      | $-106859.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14738298 | NC      | $-23768.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -110648 | NC      | $-7716.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -488886 | NC      | $-36632.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -174576 | NC      | $-13923.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4651431 | NC      | $-300783.57   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4640629 | NC      | $-11245.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3768745 | NC      | $-76262.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8750000 | NC      | $-40701.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13183519 | NC      | $-180.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -119253949 | NC      | $-554718.63   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -17850 | NC      | $-43.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1715189 | NC      | $-60721.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -649181 | NC      | $-42593.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4705019 | NC      | $-308699.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3669073 | NC      | $-143282.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -370000 | NC      | $-6598.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1107820 | NC      | $-22369.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -30677652 | NC      | $-53333.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9071066 | NC      | $-49217.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -805979 | NC      | $-64350.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3965000 | NC      | $-6893.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6208553 | NC      | $-376931.28   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5250000 | NC      | $-18050.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -541 | NC      | $-0.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9218832 | NC      | $-369258.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3309047 | NC      | $-217142.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5575131 | NC      | $-447442.13   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -34311792 | NC      | $-229127.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -757238368 | NC      | $-14928.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1895883 | NC      | $-33875.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4596597 | NC      | $-180979.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -121403 | NC      | $-4876.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6338340 | NC      | $-391037.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5040735 | NC      | $-150350.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9807911 | NC      | $-392393.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -42255859 | NC      | $-195953.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2639871 | NC      | $-102879.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3486765 | NC      | $-70727.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -488280 | NC      | $-31099.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2608882 | NC      | $-8895.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -30183723 | NC      | $-102918.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -32900893 | NC      | $-7481.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -528841 | NC      | $-9348.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9534441 | NC      | $-168548.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -885375 | NC      | $-52379.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4000000 | NC      | $-262362.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2350000 | NC      | $-154138.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5538529 | NC      | $-37276.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -117489556 | NC      | $1082.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7701633 | NC      | $-301075.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13251864 | NC      | $-518047.28   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -146576 | NC      | $-11800.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -162507 | NC      | $-13082.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5572283 | NC      | $-27082.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -504329 | NC      | $-34799.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -83724877 | NC      | $-619357.66   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15086494 | NC      | $-315522.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3400000 | NC      | $-290457.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7450984 | NC      | $-636528.57   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4308235 | NC      | $-23563.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -20189017 | NC      | $-96371.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4458227 | NC      | $-93240.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -400000 | NC      | $-34242.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -122435870 | NC      | $-5107.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -212977 | NC      | $-18194.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -791126731 | NC      | $-35623.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2148118 | NC      | $-90381.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -33000000 | NC      | $-1376.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4710151 | NC      | $-402382.51   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -200275000 | NC      | $-47796.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -36564160 | NC      | $-198602.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -55203705 | NC      | $-3809151.55  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1621307 | NC      | $-33805.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -49460516 | NC      | $-176302.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2678787 | NC      | $-229322.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4028602 | NC      | $-277980.54   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -696583 | NC      | $-29308.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23075074 | NC      | $-117319.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -450000 | NC      | $-1604.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -21000581 | NC      | $-74856.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -41370885 | NC      | $-197287.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4316138 | NC      | $-297821.06   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10459825 | NC      | $-676858.13   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6327809 | NC      | $-255880.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14426676 | NC      | $-987228.09   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -904831 | NC      | $-38267.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -873622 | NC      | $-16462.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -695263156 | NC      | $-165360.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -30216436 | NC      | $-38170.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -45500000 | NC      | $-10821.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -703117 | NC      | $-28432.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -93510918 | NC      | $-469741.67   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -300000 | NC      | $-20529.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1747293 | NC      | $-149653.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -1746601282 | NC      | $-74155.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4594029 | NC      | $-194009.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3077053 | NC      | $-57610.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12025432 | NC      | $-87392.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -7509 | NC      | $-513.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13031450 | NC      | $-899831.26   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -87191903 | NC      | $-20756.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23589027 | NC      | $-112697.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4223054 | NC      | $-127855.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -79959523 | NC      | $-288155.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -75116361 | NC      | $-336735.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -463143 | NC      | $-25691.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -480992 | NC      | $-28884.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -643000000 | NC      | $-147884.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -265635 | NC      | $-4705.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3781650 | NC      | $-66982.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8488154 | NC      | $-40001.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7500000 | NC      | $-492155.53   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -485851 | NC      | $-27680.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -116905031 | NC      | $3278.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -456231 | NC      | $-22992.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -115735981 | NC      | $3533.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -460839 | NC      | $-18471.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -463143 | NC      | $-19353.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -117489556 | NC      | $4867.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -488280 | NC      | $-26388.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -161635124 | NC      | $-8027.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -31900000 | NC      | $-109948.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1620000 | NC      | $-5583.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11288305 | NC      | $-76703.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10606879 | NC      | $-14017.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1434710 | NC      | $-17959.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -321643 | NC      | $-13512.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -98575 | NC      | $-141.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -73044147 | NC      | $4209.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8558761 | NC      | $-39009.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1405805 | NC      | $-12955.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1064919 | NC      | $-13036.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -417634 | NC      | $-10598.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611109 | NC      | $-14006.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -153768 | NC      | $-6995.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -835287 | NC      | $-22154.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -898304 | NC      | $-14820.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -570759 | NC      | $-28304.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -611563 | NC      | $-16660.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5489079 | NC      | $-21149.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14721094 | NC      | $1926.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -159392 | NC      | $-5914.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -604141 | NC      | $-5468.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -430503 | NC      | $-15194.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -214110 | NC      | $-4166.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1412983 | NC      | $-13915.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -749983 | NC      | $-26400.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -763326 | NC      | $-26965.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -189249 | NC      | $-5403.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2166646 | NC      | $-5666.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -810967 | NC      | $-12916.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -862708 | NC      | $-7260.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1622005 | NC      | $-27713.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -856762 | NC      | $-7955.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -820462 | NC      | $-13682.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -2562281611 | NC      | $-87852.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -33988675 | NC      | $-87990.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -72243051 | NC      | $8546.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -224647 | NC      | $-8580.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1728666 | NC      | $-19244.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4972296 | NC      | $-5354.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5423184 | NC      | $-16730.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -854654 | NC      | $-34906.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4723725 | NC      | $-7031.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5354268 | NC      | $-17799.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1619174 | NC      | $-32099.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -113420 | NC      | $-4164.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1455641 | NC      | $-15375.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -84266 | NC      | $-3415.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -175449 | NC      | $-6472.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -431318 | NC      | $-19559.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -431318 | NC      | $-20020.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5243808 | NC      | $-7099.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -414050 | NC      | $-4704.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -385177 | NC      | $-15700.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -529318 | NC      | $-17859.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -417477 | NC      | $-15394.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -424721 | NC      | $-5217.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -79760498 | NC      | $9214.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2554132 | NC      | $-3586.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -893052 | NC      | $-31801.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -410849 | NC      | $-16337.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -417482 | NC      | $-16167.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2396506 | NC      | $-4079.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -208853 | NC      | $-8558.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -444243 | NC      | $-7024.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -393970 | NC      | $-4258.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -195593 | NC      | $-7059.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -415920 | NC      | $-14469.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5001446 | NC      | $-5795.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1567310 | NC      | $-24285.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5249172 | NC      | $-14588.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -145038612 | NC      | $-1069.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2392866 | NC      | $-5701.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -787840 | NC      | $-12758.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2826961 | NC      | $-8591.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -223902 | NC      | $-11153.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -132932 | NC      | $-6724.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -893646 | NC      | $-45766.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -787683 | NC      | $-13581.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5249845 | NC      | $-17197.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -72519363 | NC      | $-1649.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1586968 | NC      | $-28111.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1006301 | NC      | $-14671.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -227046 | NC      | $-15154.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -436114 | NC      | $-27186.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4834398 | NC      | $-14028.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4834398 | NC      | $-14518.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -339051 | NC      | $-21817.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -69051180 | NC      | $-10343.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -421941 | NC      | $-8501.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -487929 | NC      | $-8056.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1707224 | NC      | $-23258.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9951625 | NC      | $-19880.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -141312172 | NC      | $-9998.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -424651 | NC      | $-8830.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2445384 | NC      | $-6484.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2445386 | NC      | $-6279.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -72274473 | NC      | $-4183.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -800000 | NC      | $-45164.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2100000 | NC      | $-37815.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1983637 | NC      | $-4514.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -37347997 | NC      | $-557.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -368067 | NC      | $-18111.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -737890 | NC      | $-10186.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1128474 | NC      | $-17625.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -476471 | NC      | $-23878.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -105611 | NC      | $-3774.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -191082 | NC      | $-10074.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2870285 | NC      | $-5888.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -867482 | NC      | $-15519.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10724308 | NC      | $-7363.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5337311 | NC      | $-3577.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5048864 | NC      | $-3878.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1013281 | NC      | $-10334.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5337672 | NC      | $-3390.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1293437 | NC      | $-24865.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1031111 | NC      | $-12938.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -377278 | NC      | $-12491.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1153452 | NC      | $-34787.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -818610 | NC      | $-11140.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4737438 | NC      | $-3461.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1200000 | NC      | $-47664.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -855452 | NC      | $-5566.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -67293 | NC      | $-1267.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5128063 | NC      | $-2657.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -500000 | NC      | $-9272.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -235884 | NC      | $-10166.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4547705 | NC      | $-6657.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5450061 | NC      | $-2810.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -246427 | NC      | $-11512.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -21248853 | NC      | $-565.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -457357 | NC      | $-22981.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -455382 | NC      | $-22190.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -800000 | NC      | $-33280.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -143966 | NC      | $-5915.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -781293 | NC      | $-7650.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -72392796 | NC      | $5702.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -829457 | NC      | $-7873.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -445460 | NC      | $-15152.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2809641 | NC      | $-106.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2189157 | NC      | $-993.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -478274 | NC      | $-16567.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -39436692 | NC      | $3195.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -241305 | NC      | $-7700.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10533701 | NC      | $-7207.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -950000 | NC      | $-9198.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4500000 | NC      | $325.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -853819 | NC      | $-7407.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -481662 | NC      | $-1492.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -850000 | NC      | $-29026.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -424599 | NC      | $-3429.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -457125 | NC      | $-2721.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2765790 | NC      | $-367.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -240527 | NC      | $-8008.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -42466200 | NC      | $1421.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -253272 | NC      | $-9065.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -449038 | NC      | $-3341.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -426724 | NC      | $-3907.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -244001 | NC      | $-9806.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -37327172 | NC      | $1621.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -240537 | NC      | $-8191.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -39317945 | NC      | $2166.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -245936 | NC      | $-8321.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2643426 | NC      | $-3574.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100000 | NC      | $-1527.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -350000 | NC      | $-679.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -369155 | NC      | $-1441.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -977912 | NC      | $-9218.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -36530679 | NC      | $-677.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1300000 | NC      | $-44778.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -1178553325 | NC      | $-7758.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -197285 | NC      | $-5395.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -16049991 | NC      | $10930.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2675555 | NC      | $1585.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -491657 | NC      | $-14915.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2615459 | NC      | $222.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2615459 | NC      | $481.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -244978 | NC      | $-4607.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -244978 | NC      | $-4646.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2576422 | NC      | $272.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -241322 | NC      | $-4569.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -1177419430 | NC      | $-7351.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2742868 | NC      | $3500.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2742868 | NC      | $3820.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -210993 | NC      | $-2782.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -224396 | NC      | $-5568.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -484709 | NC      | $-8196.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -859479 | NC      | $-4089.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -924031 | NC      | $-2722.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -510038 | NC      | $-9799.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -40313279 | NC      | $5.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -694896 | NC      | $-996.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -430997 | NC      | $-1534.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -464331 | NC      | $-545.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -242238 | NC      | $-3969.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -641583 | NC      | $-2509.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10586297 | NC      | $658.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -230382 | NC      | $-1076.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -410394 | NC      | $-8733.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -214080 | NC      | $-1566.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -1000000000 | NC      | $-52056.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -371687 | NC      | $-1297.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -430561 | NC      | $-2757.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -453107 | NC      | $-2393.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -420918 | NC      | $-2649.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -218861 | NC      | $-6641.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -456480 | NC      | $-11510.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5348436 | NC      | $-16048.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -691660 | NC      | $-25287.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -445836 | NC      | $-3102.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -119826911 | NC      | $-5413.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2722506 | NC      | $-2299.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -867172 | NC      | $-7394.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -488660 | NC      | $-9195.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -83713 | NC      | $-708.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -115433 | NC      | $-1638.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5245340 | NC      | $-2511.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -241888 | NC      | $-1647.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -82282047 | NC      | $-979.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5348276 | NC      | $40.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -498704 | NC      | $-2476.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3469408 | NC      | $23379.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1575450 | NC      | $165491.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -202697 | NC      | $21609.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -691744 | NC      | $73420.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Monetary Market                                                          | FUT. C$ CCY. CME SEP25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |            6 | NC      | $442080.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                                                          | FUT. EURO FX CU CME SEP25                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           24 | NC      | $3550800.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                                                          | FUT. JPN YEN CU CME SEP25                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           15 | NC      | $1311468.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                                                          | FUT. BRITISH POUND SEP25                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |            8 | NC      | $686250.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED                                        | FUT. SGX MINI JGB SEP25                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |            7 | NC      | $676157.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                             | FUT. ME 5Y CDN BOND SEP25                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           29 | NC      | $2430100.97   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                             | SEP 25 ME 10Y CDN SEP 25                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           22 | NC      | $1970993.21   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                             | FUT. ME 2Y GVT BOND SEP25                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           75 | NC      | $5819625.48   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                                                         | FUT SEP 25 OSE 10Y JGB                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |            3 | NC      | $2896149.44   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. YR T-NOTES SEP25                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           37 | NC      | $4148625.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. YR T-NOTES SEP25                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           20 | NC      | $2242500.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. YR T-NOTES SEP25                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           70 | NC      | $7848750.00   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. U.S. T-BONDS SEP25                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -12 | NC      | $-1385625.00  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. U.S. T-BONDS SEP25                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            4 | NC      | $461875.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. U.S. T-BONDS SEP25                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           14 | NC      | $1616562.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT ULT TNOTE SEP25                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            2 | NC      | $228531.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT ULT TNOTE SEP25                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -225 | NC      | $-25709765.63 | -4.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT UL T-BONDS SEP25                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -19 | NC      | $-2263375.00  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT UL T-BONDS SEP25                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            4 | NC      | $476500.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | SEP 25 5 YR T NOTESEP 25                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           36 | NC      | $3924000.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | SEP 25 5 YR T NOTESEP 25                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           10 | NC      | $1090000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | SEP 25 5 YR T NOTESEP 25                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          442 | NC      | $48178000.00  | 7.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                       | FUT SEP 25 LIF LONG GILT                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |            3 | NC      | $383092.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                       | FUT SEP 25 LIF LONG GILT                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           14 | NC      | $1787766.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | SEP 25 US 2YR SEP 25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            4 | NC      | $832093.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | SEP 25 US 2YR SEP 25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           10 | NC      | $2080234.37   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | SEP 25 US 2YR SEP 25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          113 | NC      | $23506648.43  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                                                          | FUT. SFE 10Y T-BOND SEP25                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |            1 | NC      | $75436.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | FUT. EURX EUR-BOBL SEP25                                        | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |            9 | NC      | $1247590.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | FUT. EURX EUR-BOBL SEP25                                        | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |          -22 | NC      | $-3049665.67  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | FUT. EURO-BUND EUX SEP25                                        | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |            4 | NC      | $613240.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | FUT. EURO-BUND EUX SEP25                                        | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           15 | NC      | $2299653.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | FUT. EUX EURO-BTP SEP25                                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           -1 | NC      | $-142531.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | FUT. EUR FOAT SEP25                                             | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |            4 | NC      | $583509.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | FUT. EURX E-SCHATZ SEP25                                        | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           15 | NC      | $1895027.21   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | FUT. EURX E-SCHATZ SEP25                                        | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |            5 | NC      | $631675.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds LIQ ASET PORTF                     | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      4664898 | NS      | $4664897.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds LIQ ASET PORTF                     | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      4548579 | NS      | $4548578.60   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| IRS_CCP KRW RCV 2.355% PAY KWCDC3M 09-JUN-2028                                         | IRS_CCP KRW RCV 2.355% PAY KWCDC3M 09-JUN-2028                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   4360403000 | OU      | $-4576.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 3.2297% PAY KWCDC3M 26-MAR-2029                                        | IRS_CCP KRW RCV 3.2297% PAY KWCDC3M 26-MAR-2029                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |   2932597000 | OU      | $62166.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 3.3595% PAY KWCDC3M 16-FEB-2029                                        | IRS_CCP KRW RCV 3.3595% PAY KWCDC3M 16-FEB-2029                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |   2051137000 | OU      | $49232.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 2.0547% PAY CNRR07D 17-AUG-2026                                        | IRS_CCP CNY RCV 2.0547% PAY CNRR07D 17-AUG-2026                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |     33632000 | OU      | $30026.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20300620                                           | CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20300620                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     12230000 | OU      | $1341266.75   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.44 5% 20300620                                                    | CDS_IX_CCP CDX.NA.HY.44 5% 20300620                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      7042000 | OU      | $528018.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20300620                                            | CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20300620                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       405000 | OU      | $10170.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.44 1% 20300620                                                    | CDS_IX_CCP CDX.NA.IG.44 1% 20300620                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      2071000 | OU      | $45675.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.EM.43 1% 20300620                                                       | CDS_IX_CCP CDX.EM.43 1% 20300620                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      2615000 | OU      | $-64981.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.44 5% 20300620                                                    | CDS_IX_CCP CDX.NA.HY.44 5% 20300620                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      1395000 | OU      | $104598.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** GuideStone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer