# EDGAR Filing Document

**Accession Number:** 0000792858
**File Stem:** 0001145549-23-004239
**Filing Date:** 2023-1
**Character Count:** 287382
**Document Hash:** 5349856a328929811234ccf745c35df4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004239.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004239

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK STRATEGIC SERIES
- **CENTRAL INDEX KEY:** 0000792858
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04651
- **FILM NUMBER:** 23562164

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN STRATEGIC SERIES
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN HIGH INCOME TRUST
- **DATE OF NAME CHANGE:** 19911118

## Series and Classes Contracts Data

### John Hancock Income Fund (Series ID: S000000648)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001863 | Class A      | JHFIX           |
| C000001865 | Class C      | JSTCX           |
| C000001866 | Class I      | JSTIX           |
| C000078712 | Class R4     | JSNFX           |
| C000078713 | Class R5     | JSNVX           |
| C000106430 | Class R6     | JSNWX           |
| C000113489 | Class R2     | JSNSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Strategic Series

- **b. Investment Company Act file number:** 811-04651

- **c. CIK number of Registrant:** 0000792858

- **d. LEI of Registrant:** 549300EHS8HZVU6EA108

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

- **b. EDGAR series identifier (if any):** S000000648

- **c. LEI of Series:** 8FGUWOHBQWO4DNF5PW03

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $1912143318.81

**Total Liabilities:** $61387085.18

**Net Assets:** $1850756233.63

**Delayed Delivery Securities:** $46958620.12

**Cash Not Reported:** $15435487.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1704.672945000000 | **1-Year:** -48706.616588000000 | **5-Year:** -156738.448593000000 | **10-Year:** -126236.935671000000 | **30-Year:** -46184.690291000000

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

- **3-Month:** -853.039363000000 | **1-Year:** -25895.916026000000 | **5-Year:** -114759.465955000000 | **10-Year:** -87225.858434000000 | **30-Year:** -10954.375834000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001863 | -3.87%               | 0.45%                | 2.97%                |
| Class ID C000001865 | -3.76%               | 0.21%                | 2.91%                |
| Class ID C000001866 | -3.85%               | 0.48%                | 3.00%                |
| Class ID C000078712 | -3.86%               | 0.47%                | 2.98%                |
| Class ID C000078713 | -3.68%               | 0.48%                | 2.82%                |
| Class ID C000106430 | -3.84%               | 0.49%                | 3.00%                |
| Class ID C000113489 | -3.88%               | 0.44%                | 2.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13638558.90            | $-78613805.42                              |
| Month 2  | $-13211928.67            | $19763049.40                               |
| Month 3  | $-12774554.32            | $78586534.60                               |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CSN Inova Ventures                                                              | CSN INOVA VENTURES COMPANY GUAR 144A 01/28 6.75               | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      4110000 | PA      | $3905210.62   | 0.21%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1                   | ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1 | CUSIP: BI0195932<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      4010000 | PA      | $4066084.77   | 0.22%             | 2025-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 12/30 1           | CUSIP: BJ3916126<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      4435000 | PA      | $2491394.63   | 0.13%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE SR UNSECURED REGS 06/30 1.625                       | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | FR        |      1135000 | PA      | $1074630.47   | 0.06%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5                                     | NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5                   | CUSIP: BK0089494<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     12820000 | PA      | $7608450.64   | 0.41%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                            | CELLNEX TELECOM SA SR UNSECURED 06/29 1.875                   | CUSIP: BK0950067<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1222269.15   | 0.07%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 11/23 2.88                                          | CHINA GOVERNMENT BOND BONDS 11/23 2.88                        | CUSIP: BM1605906<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     66520000 | PA      | $9380128.25   | 0.51%             | 2023-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-49397.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-98741.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-101514.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-59582.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-57722.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-95859.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-23280.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $12657.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-19689.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-396204.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-357586.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-406241.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $86504.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-38277.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-619458.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-442493.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-1080422.27  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-359359.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-354550.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-51789.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-275313.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-2770.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-9574.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75                            | SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75          | CUSIP: 82883AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     11993000 | PA      | $1721984.01   | 0.09%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      4245000 | PA      | $3582015.90   | 0.19%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $516151.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-482737.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5                        | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       880000 | PA      | $857298.59    | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18658000 | PA      | $17685940.22  | 0.96%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25                 | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      4210000 | PA      | $5464580.00   | 0.30%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/27 4.375     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      1685000 | PA      | $1507502.30   | 0.08%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-89110.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-23524.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-38984.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $62054.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7                      | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7    | CUSIP: 29135LAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      2865000 | PA      | $2367320.85   | 0.13%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | ENCANA CORP COMPANY GUAR 08/34 6.5                            | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3015000 | PA      | $3112231.19   | 0.17%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Swiss Insured Brazil Power Finance S.a r.l.                                     | SWISS INSURED BRAZIL POWER FIN SR SECURED 144A 07/32 9.85     | CUSIP: 870880AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30934263 | PA      | $5186161.81   | 0.28%             | 2032-07-16      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/28 4.75                      | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       740000 | PA      | $719336.68    | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 02/38 6.5                            | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2715521.52   | 0.15%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 11/29 3.125                         | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5030000 | PA      | $4437017.63   | 0.24%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $4652625.00   | 0.25%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 07/29 3.125        | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      6165000 | PA      | $5484199.30   | 0.30%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 02/28 3.875     | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |      3075000 | PA      | $2838541.60   | 0.15%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Limited                                         | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/31 4.375   | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      2030000 | PA      | $1710275.00   | 0.09%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                          | FS LUXEMBOURG SARL SR SECURED 144A 12/25 10                   | CUSIP: 30315XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3975000 | PA      | $4009701.75   | 0.22%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875              | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10610000 | PA      | $9795602.29   | 0.53%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125              | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4325000 | PA      | $3610755.70   | 0.20%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6713309 | PA      | $6544988.63   | 0.35%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10426599 | PA      | $10223826.30  | 0.55%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| St. Marys Cement Inc. Canada                                                    | ST MARYS CEMENT INC CANADA COMPANY GUAR 144A 01/27 5.75       | CUSIP: 78478EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4145000 | PA      | $4135566.68   | 0.22%             | 2027-01-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 04/30 3.875                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $4959549.92   | 0.27%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/29 2.625                     | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1672733.56   | 0.09%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1815000 | PA      | $1516431.59   | 0.08%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T MOBILE USA INC 04/29 3.375                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2160000 | PA      | $1908513.14   | 0.10%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                                     | FIDELITY NATIONAL INFORMATION SR UNSECURED 05/27 1.5          | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2980000 | PA      | $2836520.10   | 0.15%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1520496 | PA      | $1340385.02   | 0.07%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/31 3.5                       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3134810.52   | 0.17%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                                   | T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                 | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3520000 | PA      | $3506871.81   | 0.19%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST FKH 2022 SFR3 A 144A                             | FIRSTKEY HOMES 2022-SFR3 TRUST FKH 2022 SFR3 A 144A           | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2235000 | PA      | $2103742.92   | 0.11%             | 2026-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 11/31 7.375                     | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      7070000 | PA      | $7960899.54   | 0.43%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                       | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      4060000 | PA      | $3828661.20   | 0.21%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      5100000 | PA      | $4216476.00   | 0.23%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 09/30 2.25                      | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      3545000 | PA      | $2817654.63   | 0.15%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corporation                               | STATE BOARD OF ADMINISTRATION FLSGEN 07/30 FIXED 2.154        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |       820000 | PA      | $661700.64    | 0.04%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      2915000 | PA      | $2303796.82   | 0.12%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       740000 | PA      | $675153.80    | 0.04%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3145000 | PA      | $2660198.25   | 0.14%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1340778.64   | 0.07%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2016 1A A23 144A                   | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6331500 | PA      | $6077663.83   | 0.33%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2375000 | PA      | $2036772.59   | 0.11%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/31 3.625             | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5870000 | PA      | $4814255.85   | 0.26%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3315000 | PA      | $3137216.55   | 0.17%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 09/24 0.75          | CUSIP: 883556BP6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      1699000 | PA      | $1703897.85   | 0.09%             | 2024-09-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 09/28 1.375         | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1513413.35   | 0.08%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2085000 | PA      | $1962172.65   | 0.11%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY STACR 2022 HQA2 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 HQA2 M1B 144A        | CUSIP: 35564KB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1550000 | PA      | $1520924.79   | 0.08%             | 2042-07-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 01/26 1.4           | CUSIP: 883556BU5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      2566000 | PA      | $2544693.83   | 0.14%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000              | CUSIP: 90353TAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4555000 | PA      | $3862465.45   | 0.21%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2940000 | PA      | $2617238.10   | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 03/28 6.875                            | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      5495000 | PA      | $5683093.85   | 0.31%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                             | TWIN RIVER WORLDWIDE HLDGS INC 2021 TERM LOAN B               | CUSIP: 05875CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         1894 | PA      | $1798.45      | 0.00%             | 2028-10-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL COVERED 02/24 VAR                            | CUSIP: 06368BPS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5825000 | PA      | $4332104.23   | 0.23%             | 2023-02-01      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Becle S.A.B. de C.V.                                                            | BECLE SAB DE CV SR UNSECURED 144A 10/31 2.5                   | CUSIP: 07586PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      3855000 | PA      | $2996838.45   | 0.16%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                                                    | BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6               | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |        44500 | NS      | $2197410.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON EURO FINANCE COMPANY GUAR 06/26 1.208        | CUSIP: 07589LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2800000 | PA      | $2702082.87   | 0.15%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 08/48 4.2         | CUSIP: 084664CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2315000 | PA      | $2080564.90   | 0.11%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375       | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2015891.83   | 0.11%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc.                                                               | BERRY GLOBAL INC SECURED 144A 07/27 5.625                     | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      3790000 | PA      | $3714200.00   | 0.20%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA SR UNSECURED 144A 06/26 VAR                    | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4860000 | PA      | $4463273.29   | 0.24%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/27 5.04                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4165000 | PA      | $4124589.55   | 0.22%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-256475.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $8278.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $116012.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-63276.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/24 0.55                | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1940000 | PA      | $1827991.95   | 0.10%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                       | VTR COMUNICACIONES SPA SR SECURED 144A 01/28 5.125            | CUSIP: 918367AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      1908000 | PA      | $1087560.00   | 0.06%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $111544.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $119033.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $63332.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $64989.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $83960.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 03/25 1.25    | CUSIP: ZQ2795008<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      3440000 | PA      | $2222958.51   | 0.12%             | 2025-03-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                   | BOSTON SCIENTIFIC CORP SR UNSECURED 12/27 0.625               | CUSIP: ZQ4919481<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      4250000 | PA      | $3892602.93   | 0.21%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 11/25 0.00000                          | CUSIP: ZQ5126201<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2275077.09   | 0.12%             | 2025-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                 | KREDITANSTALT FUER WIEDERAUFBA GOVT GUARANT 08/23 1.25        | CUSIP: ZR2368408<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     21200000 | PA      | $2115687.54   | 0.11%             | 2023-08-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV SR UNSECURED REGS 09/26 0.375                  | CUSIP: ZR5456655<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       545000 | PA      | $508186.65    | 0.03%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 03/28 0.5           | CUSIP: ZR7668885<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      2130000 | PA      | $1955326.07   | 0.11%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0                            | SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0          | CUSIP: ZS0772682<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      3615000 | PA      | $3638893.78   | 0.20%             | 2024-07-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 05/27 0.875       | CUSIP: ZS5626230<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |      5500000 | PA      | $5025555.00   | 0.27%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                         | BERKSHIRE HATHAWAY INC SR UNSECURED 03/25 0.00000             | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      3780000 | PA      | $3668616.10   | 0.20%             | 2025-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10540000 | PA      | $10283150.53  | 0.56%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                          | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                 | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2345000 | PA      | $1662018.75   | 0.09%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5    | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2328000 | PA      | $1984998.65   | 0.11%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       990000 | PA      | $774600.75    | 0.04%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                    | PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 06/25 2.85        | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3408000 | PA      | $2469194.36   | 0.13%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC SR UNSECURED 144A 04/25 2.25            | CUSIP: 122017AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2820000 | PA      | $3204225.00   | 0.17%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A             | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2270000 | PA      | $2181826.39   | 0.12%             | 2038-12-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A          | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1761400 | PA      | $1723833.21   | 0.09%             | 2037-12-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7910000 | PA      | $7486735.90   | 0.40%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                       | VTR COMUNICACIONES SPA SR SECURED 144A 04/29 4.375            | CUSIP: 918367AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      2025000 | PA      | $1069114.65   | 0.06%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VTR Finance NV                                                                  | VTR FINANCE NV SR UNSECURED 144A 07/28 6.375                  | CUSIP: 918374AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      2435000 | PA      | $1059225.00   | 0.06%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                    | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      2570000 | PA      | $2626143.17   | 0.14%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/24 0.75            | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1164000 | PA      | $1106571.00   | 0.06%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 8 A2 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2022 8 A2 144A           | CUSIP: 924922AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1201397 | PA      | $1177017.36   | 0.06%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A1 144A           | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5649457 | PA      | $5404216.12   | 0.29%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A                          | VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A        | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1750413 | PA      | $1701282.32   | 0.09%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC PREFERRED STOCK 04/24 5.75                      | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |        50300 | NS      | $1573887.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1395000 | PA      | $1265785.73   | 0.07%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3450000 | PA      | $2989280.07   | 0.16%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE PREFERRED STOCK 02/24 6.875                      | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |        61100 | NS      | $6273137.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE SR UNSECURED 144A 07/30 3.95                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       725000 | PA      | $634737.50    | 0.03%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                         | AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1             | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       254250 | PA      | $225011.25    | 0.01%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                         | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2               | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1030000 | PA      | $910695.10    | 0.05%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 03/24 0.9                             | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1552000 | PA      | $1473236.16   | 0.08%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                                  | APX GROUP INC. 2021 TERM LOAN B                               | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |         2922 | PA      | $2783.21      | 0.00%             | 2028-07-10      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20440000 | PA      | $20350564.78  | 1.10%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27590000 | PA      | $27904697.06  | 1.51%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN                      | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      2925000 | PA      | $2904642.00   | 0.16%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1703267.04  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1703776.27  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |            1 | NC      | $553182.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-299298.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-287778.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-300425.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-473601.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-495732.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-455334.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-41091.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-942886.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5                        | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4460000 | PA      | $4325389.17   | 0.23%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/30 4.75   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6615000 | PA      | $5687067.38   | 0.31%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4915000 | PA      | $4140887.50   | 0.22%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75                       | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3630000 | PA      | $3379346.61   | 0.18%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM COMPANY GUAR 03/27 5.125                                | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      5058000 | PA      | $4920827.04   | 0.27%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       745000 | PA      | $604791.00    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2340000 | PA      | $1857047.40   | 0.10%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAP/GLOBA 10/23 1.15                           | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      6255000 | PA      | $5977424.93   | 0.32%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA SR UNSECURED 07/25 4                               | CUSIP: 008911BF5<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $2823250.00   | 0.15%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      3615000 | PA      | $3203742.74   | 0.17%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                             | PROVINCE OF ALBERTA CANADA UNSECURED 12/23 3.4                | CUSIP: 013051DL8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      9000000 | PA      | $6629216.07   | 0.36%             | 2023-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                             | PROVINCE OF ALBERTA CANADA UNSECURED 06/27 2.55               | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      6595000 | PA      | $4691537.34   | 0.25%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 06/24 1.25                  | CUSIP: 018489AB0<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      1870000 | PA      | $1871571.63   | 0.10%             | 2024-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25            | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2416728.75   | 0.13%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc.                                                              | CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25                | CUSIP: 12593CAR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3210000 | PA      | $2109749.02   | 0.11%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625                 | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      1145000 | PA      | $1115763.88   | 0.06%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                                    | AMERICAN AIRLINES GROUP INC COMPANY GUAR 07/25 6.5            | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6240000 | PA      | $7054320.00   | 0.38%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 A 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 A 144A          | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5010000 | PA      | $4945314.89   | 0.27%             | 2036-05-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CENTURY PLAZA TOWERS 2019-CPT CPTS 2019 CPT A 144A                              | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019 CPT A 144A            | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5760000 | PA      | $4770945.79   | 0.26%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER 08/25 6.125                           | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |        77550 | NS      | $4096191.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR         | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      7990000 | PA      | $8872540.56   | 0.48%             | 2058-05-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/26 1.95                   | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1420339.75   | 0.08%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      3725000 | PA      | $3490120.13   | 0.19%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SVCS INC TERM LOAN B 1                                | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       375000 | PA      | $368748.75    | 0.02%             | 2025-03-11      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25                       | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4345000 | PA      | $3664060.90   | 0.20%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                                | ARROYO MORTGAGE TRUST 01/49 1                                 | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1134715 | PA      | $1042721.88   | 0.06%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                      | AVERY DENNISON CORP SR UNSECURED 03/25 1.25                   | CUSIP: 053611AH2<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2058131.31   | 0.11%             | 2025-03-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2018 DSNY A 144A                           | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2018 DSNY A 144A         | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5940000 | PA      | $5811065.77   | 0.31%             | 2034-09-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A          | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2300000 | PA      | $2226604.47   | 0.12%             | 2039-05-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-435856.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-367709.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-319077.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-297654.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-262866.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                                    | CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                  | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       334703 | PA      | $316402.96    | 0.02%             | 2059-10-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 03/24 2.25                                       | CANADIAN GOVERNMENT BOND BONDS 03/24 2.25                     | CUSIP: 135087J54<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     12840000 | PA      | $9337123.15   | 0.50%             | 2024-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                      | CANADA HOUSING TRUST NO 1 GOVT GUARANT 144A 12/25 1.95        | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      2565000 | PA      | $1806473.92   | 0.10%             | 2025-12-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                      | CANADA HOUSING TRUST NO 1 GOVT GUARANT 144A 06/26 1.25        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      7400000 | PA      | $5063676.17   | 0.27%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/24 1.35           | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1545000 | PA      | $1438712.76   | 0.08%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/24 0.8             | CUSIP: 14040HCB9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       580000 | PA      | $575606.83    | 0.03%             | 2024-06-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP SR UNSECURED 144A 03/27 5.75                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      7525000 | PA      | $5595477.13   | 0.30%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      5755000 | PA      | $4677079.29   | 0.25%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/37 5.25                    | CUSIP: 15135UAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       886000 | PA      | $820550.44    | 0.04%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/32 3.55        | CUSIP: 455780DJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      3440000 | PA      | $3104910.60   | 0.17%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/25 1.9         | CUSIP: 459058HS5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      5120000 | PA      | $3636507.45   | 0.20%             | 2025-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTL BK RECON + DEVELOP 01/27 1.8                             | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      3150000 | PA      | $2171899.42   | 0.12%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A                              | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A            | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       415004 | PA      | $403232.43    | 0.02%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A                              | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A            | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       169024 | PA      | $166451.26    | 0.01%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      3444000 | PA      | $2540176.27   | 0.14%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022 STAY TOWN 2022 STAY A                                               | INTOWN 2022 STAY TOWN 2022 STAY A                             | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3215000 | PA      | $3182771.88   | 0.17%             | 2039-08-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 04/30 4.1              | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      6900000 | PA      | $6438954.21   | 0.35%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 10/24 1                | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3110000 | PA      | $2884956.70   | 0.16%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY C 144A                            | INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY C 144A          | CUSIP: 46117NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       980000 | PA      | $956364.36    | 0.05%             | 2039-08-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | ISRAEL ELECTRIC CORP LTD SR SECURED 144A 06/23 6.875          | CUSIP: 46507MAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      1415000 | PA      | $1423410.86   | 0.08%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company LLC                                      | TRANSCONTINENTAL GAS PIPE LINE SR UNSECURED 05/30 3.25        | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       585000 | PA      | $513851.93    | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5                 | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      4124000 | PA      | $3342328.17   | 0.18%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL SR UNSECURED 01/30 2.5                                          | STATE OF ISRAEL SR UNSECURED 01/30 2.5                        | CUSIP: 46513JXM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |      1985000 | PA      | $1767654.41   | 0.10%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25                          | REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25        | CUSIP: 465410CA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      3387000 | PA      | $2921673.62   | 0.16%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8                        | BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8      | CUSIP: 89835RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       775000 | PA      | $445625.00    | 0.02%             | 2032-12-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                          | 2020 CASH MANDATORY EXCHANGEAB PREFERRED STOCK 06/23 5.25     | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         3685 | NS      | $4526727.70   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A                                | BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A              | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5802427 | PA      | $5700193.91   | 0.31%             | 2036-10-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-PSB BX 2022 GPA A                                                 | BX TRUST BX 2022 GPA A                                        | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3935000 | PA      | $3917740.70   | 0.21%             | 2039-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP PREFERRED STOCK 5.5                                | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |       135700 | NS      | $3243230.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP PREFERRED STOCK VAR                                | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |         7174 | NS      | $6090008.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75                      | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75    | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3575000 | PA      | $3463209.75   | 0.19%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625                     | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4805000 | PA      | $3964125.00   | 0.21%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 09/24 VAR                  | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4680000 | PA      | $4496432.52   | 0.24%             | 2024-09-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 12/34 5.3                      | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      2695000 | PA      | $2560908.87   | 0.14%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5790000 | PA      | $6406989.58   | 0.35%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1180000 | PA      | $994577.25    | 0.05%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3                     | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      2718000 | PA      | $2558541.19   | 0.14%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 10/39 4.625                 | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3460000 | PA      | $3098038.99   | 0.17%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 05/27 3.875                 | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       445000 | PA      | $429140.27    | 0.02%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company                       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125     | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3535000 | PA      | $2921814.30   | 0.16%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                   | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75           | CUSIP: 530307AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4005000 | PA      | $3875480.62   | 0.21%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                   | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 1.25           | CUSIP: 530307AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5530000 | PA      | $5274237.50   | 0.28%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-PSB BX 2022 GPA B                                                 | BX TRUST BX 2022 GPA B                                        | CUSIP: 05608UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2360000 | PA      | $2342256.58   | 0.13%             | 2039-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2595000 | PA      | $2483604.69   | 0.13%             | 2036-09-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                                   | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                 | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5555000 | PA      | $5387918.93   | 0.29%             | 2039-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 B 144A                                    | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 B 144A                  | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5255000 | PA      | $5057436.70   | 0.27%             | 2039-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4570000 | PA      | $3785120.87   | 0.20%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       470000 | PA      | $415846.60    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/24 0.85                            | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      9600000 | PA      | $9665998.25   | 0.52%             | 2024-06-07      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      3952000 | PA      | $3328216.32   | 0.18%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1473058.43   | 0.08%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC MVWOT 2022 2A A 144A                                             | MVW 2022-2 LLC MVWOT 2022 2A A 144A                           | CUSIP: 55400VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4485000 | PA      | $4533208.82   | 0.24%             | 2041-10-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6410000 | PA      | $4965827.00   | 0.27%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP INC SR UNSECURED 144A 08/30 4.125                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2690000 | PA      | $2246150.00   | 0.12%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Medco Oak Tree Pte. Ltd.                                                        | MEDCO OAK TREE PTE LTD SR SECURED 144A 05/26 7.375            | CUSIP: 58405FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      2275000 | PA      | $2181270.00   | 0.12%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2920000 | PA      | $2888923.90   | 0.16%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 03/26 4.875                            | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      5925000 | PA      | $5747250.00   | 0.31%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte. Ltd.                                                            | MEDCO BELL PTE LTD SR SECURED 144A 01/27 6.375                | CUSIP: 58406LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       760000 | PA      | $675099.43    | 0.04%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/26 2.375                     | CUSIP: 58733RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |      1125000 | PA      | $992728.13    | 0.05%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/31 3.125                     | CUSIP: 58733RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |      3665000 | PA      | $2743509.05   | 0.15%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A                             | METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A           | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3265000 | PA      | $3114191.61   | 0.17%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B                    | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4617000 | PA      | $4743967.50   | 0.26%             | 2027-06-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3630000 | PA      | $3404976.30   | 0.18%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vertis Holdings Inc.                                                            | VERTIS HLDGS INC COM                                          | CUSIP: 92599V931<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300118 | NS      | $0.30         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5      | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3814000 | PA      | $3523602.04   | 0.19%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      3620000 | PA      | $2942842.80   | 0.16%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $2632476.00   | 0.14%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5      | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2250000 | PA      | $1879043.99   | 0.10%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     13165000 | PA      | $10568203.75  | 0.57%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8               | CUSIP: 90353TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2427322.58   | 0.13%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875       | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      6810000 | PA      | $5858711.10   | 0.32%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                | QNB FINANCE LTD COMPANY GUAR REGS 03/24 3.5                   | CUSIP: AX8006402<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1285000 | PA      | $1256993.66   | 0.07%             | 2024-03-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 05/27 5.5         | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1608000 | PA      | $1586653.80   | 0.09%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875       | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      5175000 | PA      | $4963135.50   | 0.27%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4           | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      2620000 | PA      | $2272850.00   | 0.12%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 07/30 1.375                           | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      2090000 | PA      | $1628983.47   | 0.09%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 2.75                     | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      6190000 | PA      | $5083295.72   | 0.27%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                        | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     22685000 | PA      | $19245918.61  | 1.04%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     15390000 | PA      | $10512692.62  | 0.57%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/42 2.375                    | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     17275000 | PA      | $13438735.39  | 0.73%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5490000 | PA      | $4700812.50   | 0.25%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/27 1.5                      | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     16290000 | PA      | $14783175.00  | 0.80%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/26 0.5                      | CUSIP: 91282CBQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1535000 | PA      | $1370527.14   | 0.07%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                    | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     59568000 | PA      | $51293632.50  | 2.77%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/29 2.375                    | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5865000 | PA      | $5397403.73   | 0.29%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                    | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     53795000 | PA      | $50424407.03  | 2.72%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 2.625                    | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4895000 | PA      | $4645852.14   | 0.25%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                     | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     20690000 | PA      | $19164112.50  | 1.04%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX                                                                  | USB CAPITAL IX LIMITD GUARA 10/49 VAR                         | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4135000 | PA      | $3343276.93   | 0.18%             | 2023-01-03      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      2895000 | PA      | $2523061.98   | 0.14%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      6876445 | NS      | $68721129.92  | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/47 5.4                     | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3483000 | PA      | $3217260.58   | 0.17%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 02/28 3.5                     | CUSIP: 15135UAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2280000 | PA      | $1617110.95   | 0.09%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3205000 | PA      | $3019325.89   | 0.16%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5180000 | PA      | $4456316.55   | 0.24%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125         | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9195000 | PA      | $7281187.64   | 0.39%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2985000 | PA      | $2361920.20   | 0.13%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      1805000 | PA      | $1656990.00   | 0.09%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 05/39 1                                           | LIFE FINANCIAL SERVICES TRUST 05/39 1                         | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2425000 | PA      | $2327755.56   | 0.13%             | 2039-05-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $7388709.68   | 0.40%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 02/31 3.875                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      4820000 | PA      | $4187519.60   | 0.23%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 02/31 3                  | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1280503.73   | 0.07%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC SR UNSECURED 03/24 0.8                   | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      1547000 | PA      | $1462703.23   | 0.08%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 12/49 VAR                  | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       165630 | NS      | $3845928.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      3855000 | PA      | $3435151.95   | 0.19%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                            | WESTLAKE CORP SR UNSECURED 08/24 0.875                        | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      2330000 | PA      | $2161998.43   | 0.12%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5                   | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      8945000 | PA      | $7915576.39   | 0.43%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 144A 07/26 6.625          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      1723000 | PA      | $1688273.64   | 0.09%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      4630000 | PA      | $4236450.00   | 0.23%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $7753875.00   | 0.42%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 01/32 4.625                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      4030000 | PA      | $3566550.00   | 0.19%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                                     | ZIMMER BIOMET HOLDINGS INC SR UNSECURED 11/24 1.45            | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      3105000 | PA      | $2881583.26   | 0.16%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC SR UNSECURED 07/27 1.125                                             | FISERV INC SR UNSECURED 07/27 1.125                           | CUSIP: ACI1CPRP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1034261.15   | 0.06%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE 1222                                                           | EURO-BUND FUTURE 1222                                         | CUSIP: ADI248726<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           31 | NC      | $111242.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0323                                                            | US LONG BONDCBT 0323                                          | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           12 | NC      | $-15206.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 04/26 7.27                                          | INDIA GOVERNMENT BOND BONDS 04/26 7.27                        | CUSIP: AX9926871<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     69990000 | PA      | $863216.71    | 0.05%             | 2026-04-08      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE SA SR UNSECURED REGS 06/27 0.375                        | CUSIP: AZ1702994<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1288915.14   | 0.07%             | 2027-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-377939.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-383104.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-415914.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-424939.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817  | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |      2795000 | PA      | $2711150.00   | 0.15%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                    | QATAR PETROLEUM SR UNSECURED 144A 07/31 2.25                  | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      1775000 | PA      | $1485603.27   | 0.08%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                    | QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3                   | CUSIP: 74730DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      1405000 | PA      | $1022699.50   | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA UNSECURED 09/24 3.75                | CUSIP: 74814ZES8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3530000 | PA      | $2610045.50   | 0.14%             | 2024-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-42334.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                          | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1336000 | PA      | $1149628.00   | 0.06%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                          | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95           | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2126000 | PA      | $1933364.03   | 0.10%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-15363.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-17717.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR                   | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3040000 | PA      | $1747138.39   | 0.09%             | 2027-02-24      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                   | SK HYNIX INC SR UNSECURED 144A 01/26 1.5                      | CUSIP: 78392BAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |      2185000 | PA      | $1892076.56   | 0.10%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $3405.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125            | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3520000 | PA      | $3571374.40   | 0.19%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875    | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1833000 | PA      | $1635929.55   | 0.09%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     12599000 | PA      | $10610373.84  | 0.57%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II LLC TERM LOAN B                                 | CUSIP: 78404XAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       952218 | PA      | $945552.44    | 0.05%             | 2025-04-11      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 01/25 6.45                | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |        75000 | PA      | $74250.00     | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 08/31 0                   | ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 08/31 0 | CUSIP: BO0961645<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      2105000 | PA      | $1695313.30   | 0.09%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 3                        | ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 3      | CUSIP: BO2884290<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1161612.28   | 0.06%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                  | CUSIP: BQ4051935<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    166260000 | PA      | $1888093.95   | 0.10%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 08/26 2.69                                          | CHINA GOVERNMENT BOND BONDS 08/26 2.69                        | CUSIP: BQ8787179<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     21230000 | PA      | $2981283.52   | 0.16%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/25 5                                                     | MEXICAN BONOS BONDS 03/25 5                                   | CUSIP: BS4948482<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    153690000 | PA      | $7135345.41   | 0.39%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 11/26 2.875       | CUSIP: BS5174880<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      3585000 | PA      | $2093456.21   | 0.11%             | 2026-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 03/27 2.375                         | CUSIP: BT2695174<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  19564180000 | PA      | $14139828.08  | 0.76%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                        | IRELAND GOVERNMENT BOND UNSECURED REGS 10/32 0.35             | CUSIP: BT4945924<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |      2025000 | PA      | $1738088.08   | 0.09%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5      | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4854000 | PA      | $4138728.01   | 0.22%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3895000 | PA      | $2626471.92   | 0.14%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/28 2.9                | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4350000 | PA      | $3125506.45   | 0.17%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 12/30 1.35               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     14635000 | PA      | $9138293.54   | 0.49%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR         | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1039969.68   | 0.06%             | 2023-02-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                          | PERTAMINA PERSERO PT SR UNSECURED 144A 01/30 3.1              | CUSIP: 69370PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $872994.73    | 0.05%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                            | PATAGONIA HOLDCO LLC TERM LOAN B1                             | CUSIP: 70289FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1410000 | PA      | $1124475.00   | 0.06%             | 2029-08-01      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                     | PERUSAHAAN LISTRIK NEGARA PT SR UNSECURED 144A 05/27 4.125    | CUSIP: 71568PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      1414000 | PA      | $1334646.32   | 0.07%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                     | PERUSAHAAN LISTRIK NEGARA PT SR UNSECURED 144A 05/28 5.45     | CUSIP: 71568PAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      3805000 | PA      | $3750550.45   | 0.20%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Trading S.a. r.l.                                           | PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125          | CUSIP: 71677WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2400000 | PA      | $2277720.65   | 0.12%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25        | CUSIP: 718286BM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    202000000 | PA      | $3225309.75   | 0.17%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                               | PINNACLE WEST CAPITAL CORP SR UNSECURED 06/25 1.3             | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1574489.16   | 0.09%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                 | YUM  BRANDS TERM LOAN B 03/15/ 2021 TERM LOAN B               | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5653371 | PA      | $5566535.58   | 0.30%             | 2028-03-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625               | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      6520000 | PA      | $6220275.60   | 0.34%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $964388.25    | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 04/30 4.625               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      4235000 | PA      | $3715577.25   | 0.20%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      3295000 | PA      | $2808064.90   | 0.15%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                          | STIFEL FINANCIAL CORP PREFERRED STOCK 4.5                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |       158600 | NS      | $2845284.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 06/25 1.15                          | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      3105000 | PA      | $2841134.40   | 0.15%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 12/23 0.6                           | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       988000 | PA      | $943624.48    | 0.05%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $85320.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $87905.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $151345.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $51343.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $51646.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $51809.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $105656.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $114026.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $58336.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $131930.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $79680.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/25 0.875                            | CUSIP: 037833CV0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3215000 | PA      | $3216253.27   | 0.17%             | 2025-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $144288.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $7986.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $220387.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125  | CUSIP: 29135LAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      2940000 | PA      | $2729901.72   | 0.15%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875  | CUSIP: 29135LAJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      1625000 | PA      | $1354892.50   | 0.07%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $774857.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $560663.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $130038.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 11/28 2         | CUSIP: AT7436534<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1688000 | PA      | $1594722.15   | 0.09%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/28 0                          | FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/28 0        | CUSIP: AU2568502<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |      3180000 | PA      | $2989489.54   | 0.16%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $187805.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $218475.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $185276.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $164434.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                        | IRELAND GOVERNMENT BOND UNSECURED REGS 05/29 1.1              | CUSIP: AW5784847<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |      3130000 | PA      | $3036755.62   | 0.16%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/24 2.5         | CUSIP: AW7114183<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      3951000 | PA      | $2409611.29   | 0.13%             | 2024-01-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-24326.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-6331.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT FIVE YEAR BON BONDS 12/23 0.1                                  | JAPAN GOVERNMENT FIVE YEAR BON SR UNSECURED 12/23 0.1         | CUSIP: AW7449555<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1945000000 | PA      | $14111714.60  | 0.76%             | 2023-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 02/24 6.75        | CUSIP: AW8986951<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      3200000 | PA      | $580419.51    | 0.03%             | 2024-02-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                             | DANAHER CORP PREFERRED STOCK 04/23 5                          | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |         3290 | NS      | $4610441.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 10/24 2.9                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      3380000 | PA      | $3204240.00   | 0.17%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-2389.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A2 144A                             | OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A2 144A           | CUSIP: 67115YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4970000 | PA      | $4958940.76   | 0.27%             | 2026-03-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 04/26 3.4              | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3255000 | PA      | $3027150.00   | 0.16%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 08/26 3.2              | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       698000 | PA      | $638670.00    | 0.03%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1676325.00   | 0.09%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5275000 | PA      | $5503064.63   | 0.30%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0                   | REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0 | CUSIP: AW9459495<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |      1550000 | PA      | $1447591.10   | 0.08%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 04/24 2.25   | CUSIP: AX4963606<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      3100000 | PA      | $1874780.44   | 0.10%             | 2024-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                     | ECOLAB INC SR UNSECURED 01/24 1                               | CUSIP: 278865AX8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      2705000 | PA      | $2759601.51   | 0.15%             | 2024-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 05/45 5.875                         | CUSIP: 279158AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      1130000 | PA      | $778072.80    | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 06/35 7.5                | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  19373000000 | PA      | $1271501.29   | 0.07%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 07/34 3.828             | CUSIP: AZ4602308<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     16630000 | PA      | $3564768.14   | 0.19%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 06/26 5.375                         | CUSIP: 279158AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      1115000 | PA      | $1041365.40   | 0.06%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 04/30 6.875                         | CUSIP: 279158AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      2250000 | PA      | $2014627.50   | 0.11%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 11/31 4.625                         | CUSIP: 279158AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      2125000 | PA      | $1599062.50   | 0.09%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-60374.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-103973.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-107649.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-63666.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-79366.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-110804.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $532520.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $911471.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      5805000 | PA      | $5072118.75   | 0.27%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/31 4.875            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      3640000 | PA      | $3157700.00   | 0.17%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $481223.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-26297.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-71.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $3098.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $15435.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $8245.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/44 5.625       | CUSIP: 195325BR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      1120000 | PA      | $797137.60    | 0.04%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 03/29 4.5         | CUSIP: 195325DP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      1120000 | PA      | $953999.70    | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $11443.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/24 2.748             | CUSIP: BM9458266<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1692563.48   | 0.09%             | 2024-06-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1         | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      1191000 | PA      | $901093.49    | 0.05%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5                                     | NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5                   | CUSIP: BN7879297<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     13985000 | PA      | $7713432.81   | 0.42%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/25 0.25                     | CUSIP: BQ2520402<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      3330000 | PA      | $3751961.29   | 0.20%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/27 5.125                     | CUSIP: BQ3771400<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  30632000000 | PA      | $1851063.44   | 0.10%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/32 3.25        | CUSIP: 195325DZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      4315000 | PA      | $3073073.87   | 0.17%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A                              | COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A            | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1753030 | PA      | $1660882.77   | 0.09%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/32 6.375                     | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 111122000000 | PA      | $6782735.86   | 0.37%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A           | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3671627 | PA      | $3639500.32   | 0.20%             | 2042-09-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       489958 | PA      | $484142.39    | 0.03%             | 2042-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1407124 | PA      | $1389571.28   | 0.08%             | 2042-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M1 144A           | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2646541 | PA      | $2615126.22   | 0.14%             | 2042-04-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/26 2.625                     | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $981300.75    | 0.05%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/27 2       | CUSIP: AL0115470<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      4645000 | PA      | $3026661.39   | 0.16%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 02/27 1                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 02/27 1.75             | CUSIP: AM5012761<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     43210000 | PA      | $4128951.19   | 0.22%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 06/27 2.125                         | CUSIP: AM6598552<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   6326000000 | PA      | $4502934.82   | 0.24%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED REGS 09/27 3.4            | CUSIP: AM7335541<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      3215000 | PA      | $2117125.92   | 0.11%             | 2027-09-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 05/27 3       | CUSIP: AM9619967<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     11090000 | PA      | $7331148.66   | 0.40%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 09/24 4.059             | CUSIP: AN0398643<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     15500000 | PA      | $3515524.11   | 0.19%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 05/24 1.375     | CUSIP: AN5498158<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2552000 | PA      | $2591847.26   | 0.14%             | 2024-05-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $402852.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $391242.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $436670.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2         | CUSIP: BU3225572<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     53915000 | PA      | $5019708.28   | 0.27%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 11/27 3.899             | CUSIP: AN5746564<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     16709000 | PA      | $3750624.24   | 0.20%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 05/24 3.5                 | CUSIP: AN7075277<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      3050000 | PA      | $1870423.87   | 0.10%             | 2024-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 07/24 2.15   | CUSIP: AO3129357<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      3335000 | PA      | $3388294.63   | 0.18%             | 2024-07-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/26 2.7         | CUSIP: BV4039590<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      2852000 | PA      | $1864047.26   | 0.10%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005                                | JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005              | CUSIP: BV8940330<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    645000000 | PA      | $4657431.87   | 0.25%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CT TRUST SR SECURED 144A 02/32 5.125                                            | CT TRUST SR SECURED 144A 02/32 5.125                          | CUSIP: 12659BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GT        |      1835000 | PA      | $1589560.44   | 0.09%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 12/27 5.75                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4472250.00   | 0.24%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1087906.95   | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-103607.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 07/27 4.25        | CUSIP: BX9713484<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      5182000 | PA      | $3180807.83   | 0.17%             | 2027-07-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 08/25 3.75                | CUSIP: BY2445256<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      3120000 | PA      | $1897418.13   | 0.10%             | 2025-08-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-99710.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-20809.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 02/26 3.6             | CUSIP: BY4490649<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |      4035000 | PA      | $2715285.01   | 0.15%             | 2026-02-24      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 10/42 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 10/42 3         | CUSIP: BZ3005569<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     11817000 | PA      | $1260664.04   | 0.07%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-92895.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-171714.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                        | 1011778 BC UNLIMITED LBLTY CO TERM LOAN B4                    | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      1451900 | PA      | $1422861.99   | 0.08%             | 2026-11-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 06/27 7.5                                                   | MEXICAN BONOS BONDS 06/27 7.5                                 | CUSIP: EG1116375<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    202360000 | PA      | $9758987.73   | 0.53%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/24 10                                                    | COLOMBIAN TES BONDS 07/24 10                                  | CUSIP: EH7652033<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  23096400000 | PA      | $4649314.65   | 0.25%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 09/26 8.375              | CUSIP: EI4133860<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  49203000000 | PA      | $3324833.89   | 0.18%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/23 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/23 10                 | CUSIP: EJ0602940<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     15845000 | PA      | $3161125.36   | 0.17%             | 2023-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/23 2                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 05/23 2                | CUSIP: EJ2026312<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     38825000 | PA      | $3922374.09   | 0.21%             | 2023-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/28 6.125              | CUSIP: EJ3146325<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  53219000000 | PA      | $3276915.40   | 0.18%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/33 6.625              | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  30647000000 | PA      | $1889269.39   | 0.10%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-171531.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-116360.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-107339.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-139729.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-133573.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-85539.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED 07/25 4.25                     | CUSIP: EK3777555<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      4830000 | PA      | $3300786.83   | 0.18%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/27 4.5         | CUSIP: EK7947402<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      1425000 | PA      | $883989.90    | 0.05%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 03/25 1                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 03/25 1.75             | CUSIP: EK7957005<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     54605000 | PA      | $5343061.07   | 0.29%             | 2025-03-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 10/25 2.75   | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      2380000 | PA      | $1567782.81   | 0.08%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 04/33 3.844             | CUSIP: EJ6316693<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     14961000 | PA      | $3233815.79   | 0.17%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 06/28 3.733             | CUSIP: EJ7152766<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     11880000 | PA      | $2632409.61   | 0.14%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT BOND BONDS 06/25 2.375                                     | SINGAPORE GOVERNMENT BOND BONDS 06/25 2.375                   | CUSIP: EK9375735<br>LEI: N/A                  | Long             | DBT              | NUSS              | SG        |     21100000 | PA      | $15273518.65  | 0.83%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5                                | NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5              | CUSIP: JK1115662<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     37580000 | PA      | $3606066.08   | 0.19%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                 | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     13815000 | PA      | $2547602.76   | 0.14%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.a r.l.                                                        | ICON LUXEMBOURG SARL TERM LOAN B                              | CUSIP: L5000DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |         4439 | PA      | $4414.06      | 0.00%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc.                                                        | ICON LUXEMBOURG SARL US TERM LOAN                             | CUSIP: L5000DAD9<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |         1045 | PA      | $1039.18      | 0.00%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 11/26 3.9                      | CUSIP: LW1697165<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      8610000 | PA      | $1932581.51   | 0.10%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                   | BNG BANK NV SR UNSECURED REGS 06/24 0.25                      | CUSIP: LW2835434<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1950000 | PA      | $1957976.61   | 0.11%             | 2024-06-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/26 5.75                                                  | MEXICAN BONOS BONDS 03/26 5.75                                | CUSIP: QJ1649335<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    113380000 | PA      | $5240431.36   | 0.28%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/31 8.75               | CUSIP: UV4168299<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  48811000000 | PA      | $3462148.98   | 0.19%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND BONDS REGS 11/31 1                  | CUSIP: ZO1145564<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      4555000 | PA      | $2498252.39   | 0.13%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 01/28 0.5                    | CUSIP: ZO2933323<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $1780467.20   | 0.10%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375                         | JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375       | CUSIP: ZO4141503<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1080000 | PA      | $977793.79    | 0.05%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25         | CUSIP: ZO4153599<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3235000 | PA      | $2727425.77   | 0.15%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 09/23 2.55            | CUSIP: ZO4248043<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     15030000 | PA      | $2104735.74   | 0.11%             | 2023-09-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 09/26 0.5         | CUSIP: ZO5418629<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      3560000 | PA      | $2185807.77   | 0.12%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/24 0.125                    | CUSIP: ZO7166713<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     15110000 | PA      | $17571537.95  | 0.95%             | 2024-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 10/25 0.5             | CUSIP: ZO7497126<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     38660000 | PA      | $3604525.88   | 0.19%             | 2025-10-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5                        | BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5      | CUSIP: ZP0440690<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     32080000 | PA      | $836883.30    | 0.05%             | 2032-12-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE SR UNSECURED REGS 09/27 0.375                         | CUSIP: ZP3887491<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      1360000 | PA      | $1266991.59   | 0.07%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT BOND BONDS 09/33 3.375                                     | SINGAPORE GOVERNMENT BOND SR UNSECURED 09/33 3.375            | CUSIP: EJ8015756<br>LEI: N/A                  | Long             | DBT              | NUSS              | SG        |      5470000 | PA      | $4126769.80   | 0.22%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 03/29 9                  | CUSIP: EJ8243903<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  26967000000 | PA      | $1898896.56   | 0.10%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      8940000 | PA      | $7615208.76   | 0.41%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      7975000 | PA      | $6580172.50   | 0.36%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      4160000 | PA      | $3288563.20   | 0.18%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 11/39 6.75                    | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8785000 | PA      | $9242746.91   | 0.50%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1287760.84  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $78345.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $201642.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-460425.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-93901.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-166090.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-310759.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-493738.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-485268.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-61230.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-98344.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-487226.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-487003.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-387259.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-305061.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-314478.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-304782.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-297306.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $512665.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED REGS 07/24 5.25                | CUSIP: EK0109117<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      3660000 | PA      | $2537272.68   | 0.14%             | 2024-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                 | CUSIP: EK0169285<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     43110000 | PA      | $8203805.54   | 0.44%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT BOND BONDS 144A REGS 07/24 2                             | NETHERLANDS GOVERNMENT BOND BONDS 144A REGS 07/24 2           | CUSIP: EK1418137<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |      3076000 | PA      | $3196440.43   | 0.17%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5                         | NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5       | CUSIP: EK3508679<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     13590000 | PA      | $8615633.39   | 0.47%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-348347.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-147807.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $301585.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $339283.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-37902.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-52851.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $404285.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $2823.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $140656.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $143243.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-24885.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-11950.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $184943.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $2477.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-2195.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $595.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $321926.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $151955.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-28478.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-30713.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A           | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1266804 | PA      | $1243919.21   | 0.07%             | 2041-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R07 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R07 1M1 144A           | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3132474 | PA      | $3153769.26   | 0.17%             | 2042-06-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A           | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1866455 | PA      | $1866454.86   | 0.10%             | 2042-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      6796000 | PA      | $6363143.05   | 0.34%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      5519000 | PA      | $4161236.92   | 0.22%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC SR UNSECURED 07/25 1.35                      | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       773000 | PA      | $703468.93    | 0.04%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 01/31 2.25        | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       660000 | PA      | $533784.59    | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $163047.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $213093.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $199325.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $66597.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1876425 | PA      | $1697926.32   | 0.09%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2019 1A A2II 144A                  | CUSIP: 233046AK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1760850 | PA      | $1626840.51   | 0.09%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DBCG 2017-BBG MORTGAGE TRUST DBCG 2017 BBG A 144A                               | DBCG 2017-BBG MORTGAGE TRUST DBCG 2017 BBG A 144A             | CUSIP: 233062AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3585000 | PA      | $3513530.16   | 0.19%             | 2034-06-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| DPL Inc.                                                                        | DPL INC                                                       | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5515000 | PA      | $5195975.45   | 0.28%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                              | DTE ENERGY CO SR UNSECURED 06/25 1.05                         | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      1660000 | PA      | $1504073.88   | 0.08%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                        | DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      2820000 | PA      | $2750035.80   | 0.15%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35                          | DELL INTERNATIONAL LLC / EMC C SR SECURED 07/46 8.35          | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3112000 | PA      | $3637035.23   | 0.20%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      4580000 | PA      | $4185410.10   | 0.23%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5                           | DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5         | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700011 | PA      | $1441335.72   | 0.08%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 01/26 7.375                  | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      2535000 | PA      | $2618857.80   | 0.14%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2015 1A A2II 144A        | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3633100 | PA      | $3451811.94   | 0.19%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/27 3.9                               | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1464000 | PA      | $1355241.87   | 0.07%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/26 3.125                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       890000 | PA      | $821586.00    | 0.04%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/31 3.625                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     10385000 | PA      | $8983351.19   | 0.49%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/38 7.5                | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  15237000000 | PA      | $998254.49    | 0.05%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 11/25 6.25                                                  | COLOMBIAN TES BONDS 11/25 6.25                                | CUSIP: AQ7338124<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   8551840000 | PA      | $1506527.70   | 0.08%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government International Bond                                            | SWEDEN GOVERNMENT INTERNATIONA SR UNSECURED 144A 04/23 0.125  | CUSIP: AQ7883210<br>LEI: N/A                  | Long             | DBT              | NUSS              | SE        |      5710000 | PA      | $5892114.60   | 0.32%             | 2023-04-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 03/25 3.882             | CUSIP: AR6908263<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      9635000 | PA      | $2169776.70   | 0.12%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nordea Eiendomskreditt AS                                                       | NORDEA EIENDOMSKREDITT AS COVERED 06/23 VAR                   | CUSIP: AR7595333<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     28000000 | PA      | $2846032.15   | 0.15%             | 2023-06-21      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 04/24 1.875               | CUSIP: AS0407740<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |     14710000 | PA      | $1458544.02   | 0.08%             | 2024-04-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/23 VAR          | CUSIP: AT1557434<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |      2080000 | PA      | $2510305.49   | 0.14%             | 2023-06-29      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 12/23 1.5         | CUSIP: AT4771354<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2037000 | PA      | $2391017.46   | 0.13%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/24 8.125                     | CUSIP: AU6526555<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  33251000000 | PA      | $2173896.55   | 0.12%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV COMPANY GUAR REGS 11/24 1                      | CUSIP: AV5771762<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1495000 | PA      | $1507551.07   | 0.08%             | 2024-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nordea Eiendomskreditt AS                                                       | NORDEA EIENDOMSKREDITT AS COVERED 06/24 VAR                   | CUSIP: AX3200455<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     31000000 | PA      | $3152569.58   | 0.17%             | 2024-06-19      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $68413.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $136944.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $99950.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $160457.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $2430.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $7684.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A        | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3087442 | PA      | $3072961.87   | 0.17%             | 2052-03-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       365000 | PA      | $354910.67    | 0.02%             | 2042-03-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4071544 | PA      | $4018882.17   | 0.22%             | 2042-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3895034 | PA      | $3868330.87   | 0.21%             | 2042-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5635000 | PA      | $5522300.00   | 0.30%             | 2042-05-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8690000 | PA      | $7791106.40   | 0.42%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/28 4.125                 | CUSIP: 35671DCE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       635000 | PA      | $579996.30    | 0.03%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4475000 | PA      | $4087596.52   | 0.22%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                                     | GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                   | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1982351 | PA      | $1930918.04   | 0.10%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 10/30 3.75                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      6885000 | PA      | $5955525.00   | 0.32%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 11/24 3.5         | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2026831.38   | 0.11%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/24 1.2         | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5380000 | PA      | $4965336.66   | 0.27%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875  | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      3410000 | PA      | $2799081.45   | 0.15%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/32 5.5    | CUSIP: 37959DAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      2790000 | PA      | $2290424.00   | 0.12%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch B.V.                                                              | GREENKO DUTCH BV COMPANY GUAR 144A 03/26 3.85                 | CUSIP: 39530LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2731300 | PA      | $2348918.00   | 0.13%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Greenko Solar (Mauritius) Limited                                               | GREENKO SOLAR MAURITIUS LTD SR SECURED 144A 01/25 5.55        | CUSIP: 39530VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |      1660000 | PA      | $1548780.00   | 0.08%             | 2025-01-29      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects (Mauritius) Ltd                                           | GREENKO WIND PROJECTS MAURITIU COMPANY GUAR 144A 04/25 5.5    | CUSIP: 39531JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |      3690000 | PA      | $3452239.83   | 0.19%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 02/25 5.375                              | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      6133000 | PA      | $6122963.16   | 0.33%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/29 4.125                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10315000 | PA      | $9426460.12   | 0.51%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 09/30 3.5                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     19495000 | PA      | $16755367.65  | 0.91%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10176334 | PA      | $119012.23    | 0.01%             | 2047-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10559173 | PA      | $121810.62    | 0.01%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10869497 | PA      | $109227.57    | 0.01%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       750000 | PA      | $837437.09    | 0.05%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORP/THE COMPANY GUAR 144A 12/29 5                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      3955000 | PA      | $3138608.90   | 0.17%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORPORATION 2021 TERM LOAN B                            | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       330752 | PA      | $322343.95    | 0.02%             | 2028-06-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORPORATION 2021 TERM LOAN C                            | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |        79890 | PA      | $77859.20     | 0.00%             | 2028-06-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1203020.00   | 0.07%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 05/25 5.375  | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1704041.15   | 0.09%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      2185000 | PA      | $1798932.35   | 0.10%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       970000 | PA      | $820428.57    | 0.04%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       975000 | PA      | $813810.37    | 0.04%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      3416000 | PA      | $3390094.22   | 0.18%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corporation Limited                                      | INDIAN RAILWAY FINANCE CORP LT SR UNSECURED 144A 02/30 3.249  | CUSIP: 45434L2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      2545000 | PA      | $2206548.52   | 0.12%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/30 3.85        | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      1650000 | PA      | $1545992.51   | 0.08%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05        | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      4315000 | PA      | $3061939.19   | 0.17%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 03/31 4.25                  | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      6490000 | PA      | $6142754.50   | 0.33%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                                       | LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5                | CUSIP: 531229AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2275000 | PA      | $2323457.50   | 0.13%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 06/25 6.5                | CUSIP: AZ8693832<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 154471000000 | PA      | $9846934.99   | 0.53%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1         | CUSIP: BG0207897<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     31485000 | PA      | $2819279.00   | 0.15%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0                            | SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0          | CUSIP: BH2918028<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      3585000 | PA      | $3461252.39   | 0.19%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 03/25 3.375     | CUSIP: BH3422129<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       550000 | PA      | $573466.86    | 0.03%             | 2025-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 04/25 0.2         | CUSIP: BH4726221<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2695000 | PA      | $2640274.60   | 0.14%             | 2025-04-07      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7                    | PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7  | CUSIP: BH4959673<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |      3290000 | PA      | $3179067.50   | 0.17%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 04/25 1.99                                          | CHINA GOVERNMENT BOND BONDS 04/25 1.99                        | CUSIP: BH5574455<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     34810000 | PA      | $4816880.60   | 0.26%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                        | IRELAND GOVERNMENT BOND UNSECURED REGS 05/27 0.2              | CUSIP: BH6216411<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |      3850000 | PA      | $3674364.96   | 0.20%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 04/26 1.5    | CUSIP: BH6763701<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      3340000 | PA      | $1877257.60   | 0.10%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/24 0.25        | CUSIP: BH7282321<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     16225000 | PA      | $10421384.09  | 0.56%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/31 7.75                                                  | MEXICAN BONOS BONDS 05/31 7.75                                | CUSIP: EI8047355<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    172250000 | PA      | $8114069.53   | 0.44%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      1575000 | PA      | $1490836.27   | 0.08%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/31 4.5    | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      1895000 | PA      | $1554077.50   | 0.08%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A.                                                              | MOVIDA EUROPE SA COMPANY GUAR 144A 02/31 5.25                 | CUSIP: 62459LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1085000 | PA      | $819164.15    | 0.04%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                                     | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                   | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       518898 | PA      | $501579.40    | 0.03%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7                 | CUSIP: 62877VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3158000 | PA      | $3127913.39   | 0.17%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S.A.                                                          | NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      3645000 | PA      | $2901183.08   | 0.16%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Natura andCo Luxembourg Holdings S.a r.l.                                       | NATURA andCO LUXEMBOURG HOLDINGS COMPANY GUAR 144A 04/29 6    | CUSIP: 63884WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1860000 | PA      | $1555539.00   | 0.08%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A                              | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A            | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       459235 | PA      | $448042.26    | 0.02%             | 2057-06-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      7765000 | PA      | $6901143.75   | 0.37%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926                | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       255000 | NS      | $12474600.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219                | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        95900 | NS      | $4828565.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING SR UNSECURED 08/29 3.95                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      1980000 | PA      | $1818677.20   | 0.10%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                          | PERTAMINA PERSERO PT SR UNSECURED 144A 07/29 3.65             | CUSIP: 69370PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      1085000 | PA      | $989659.64    | 0.05%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC 2021 TERM LOAN B                          | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5925390 | PA      | $5842849.14   | 0.32%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** John Hancock Strategic Series

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer