# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056591
**Filing Date:** 2025-8
**Character Count:** 439360
**Document Hash:** 835ea7a3f98b0506d36e7170bd76a169
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056591.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056591

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275419

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $186484509.96

**Total Liabilities:** $45816023.84

**Net Assets:** $140668486.12

**Delayed Delivery Securities:** $44516490.37

**Cash Not Reported:** $3377993.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -135.552946000000 | **1-Year:** -3249.949482000000 | **5-Year:** -10388.591733000000 | **10-Year:** -15595.282491000000 | **30-Year:** -5701.492154000000

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

- **3-Month:** -40.048484000000 | **1-Year:** -1378.885325000000 | **5-Year:** -3100.979855000000 | **10-Year:** -797.333879000000 | **30-Year:** -81.919208000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022418 | 1.00%                | 0.09%                | 1.81%                |
| Class ID C000022419 | 1.00%                | 0.09%                | 1.80%                |
| Class ID C000022420 | 0.93%                | 0.09%                | 1.74%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-148628.58              | $1639592.66                                |
| Month 2  | $-3787775.49             | $3955411.59                                |
| Month 3  | $-98480.31               | $3048936.83                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $4121.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1355.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                    | BOUGHT NGN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $981.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                    | SOLD UYU/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-696.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1916.54      | 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      | $-65005.21    | -0.05%            |  |  |  | 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      | $1291.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $1069.99      | 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      | $-160.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $8712.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1162.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                    | SOLD EGP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-374.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-16478.10    | -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      | $-7024.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $36773.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-19164.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                    | BOUGHT GBP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $34434.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $2960.11      | 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      | $417.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-63.19       | -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      | $-15153.18    | -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      | $-144141.07   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $936.31       | 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      | $-105356.48   | -0.07%            |  |  |  | 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      | $108052.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $56.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-971.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                    | BOUGHT JPY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $5881.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-289.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                    | BOUGHT KRW/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $469.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-81.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $507.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $175.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-7164.54     | -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      | $28.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $18.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-86.81       | -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      | $535.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                    | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $15.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-932.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                          | INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                          | CUSIP: YU1897757<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    8130000 | PA      | $97432.11     | 0.07%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                         | OTP BANK NYRT REGS 10/30 VAR                                           | CUSIP: YU3409890<br>LEI: N/A                  | Long             | DBT              | CORP              | HU        |     100000 | PA      | $120042.36    | 0.09%             | 2030-10-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                               | TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                               | CUSIP: YU3595706<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    3303000 | PA      | $79284.15     | 0.06%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 07/30 6.5                                | CUSIP: YV1931588<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  310000000 | PA      | $19223.83     | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                               | ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                               | CUSIP: YV4876673<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     315000 | PA      | $69514.42     | 0.05%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                 | ASIAN DEVELOPMENT BANK SR UNSECURED 07/30 0.00000                      | CUSIP: YW4606490<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $41742.93     | 0.03%             | 2030-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                       | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 07/31 6.875                | CUSIP: YW6048055<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    4600000 | PA      | $54318.73     | 0.04%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 07/35 6.75                               | CUSIP: YW8260831<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1741000000 | PA      | $107978.44    | 0.08%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                     | UBS SWITZERLAND AG COVERED REGS 06/31 3.146                            | CUSIP: YX0680265<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     100000 | PA      | $119695.33    | 0.09%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                             | BERTRAND FRANCHISE FINANCE SAS SR SECURED REGS 07/30 6.5               | CUSIP: YX3582567<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     110000 | PA      | $131250.81    | 0.09%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/39 7                    | CUSIP: YX8593908<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     409000 | PA      | $122658.00    | 0.09%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                  | SCHNEIDER ELECTRIC SE SR UNSECURED REGS 06/31 1.625                    | CUSIP: YX9823841<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $125774.94    | 0.09%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                            | REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                            | CUSIP: ZB2921763<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     795000 | PA      | $213886.86    | 0.15%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                    | AFFIRM HOLDINGS INC SR UNSECURED 144A 12/29 0.75                       | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15817.50     | 0.01%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                  | AIR LEASE CORP JR SUBORDINA 12/99 VAR                                  | CUSIP: 00912XBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $37812.75     | 0.03%             | 2026-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                      | AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65326.86     | 0.05%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc.                                               | AKAMAI TECHNOLOGIES INC SR UNSECURED 02/29 1.125                       | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18930.00     | 0.01%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                           | BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $29524.08     | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 AM                        | BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 AM                        | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $82406.46     | 0.06%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                         | BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                         | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20559.38     | 0.01%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                           | BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125                           | CUSIP: 08265TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99200.00     | 0.07%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging L.L.C.                                                | BERLIN PACKAGING LLC 2024 TERM LOAN B7                                 | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     164509 | PA      | $165045.24    | 0.12%             | 2031-06-07      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                   | BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                   | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $55068.75     | 0.04%             | 2041-11-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                       | BEYOND MEAT INC SR UNSECURED 03/27 0.00000                             | CUSIP: 08862EAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $10335.02     | 0.01%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc.                                                     | BILL HOLDINGS INC SR UNSECURED 144A 04/30 0.0000                       | CUSIP: 090043AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $96743.75     | 0.07%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                           | BIOMARIN PHARMACEUTICAL INC SR SUBORDINA 05/27 1.25                    | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      70000 | PA      | $65890.73     | 0.05%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A                       | BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A                       | CUSIP: 09629VAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249146.50    | 0.18%             | 2031-08-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 MORTGAGE TRUST BMO 2024 C10 C                             | BMO 2024-C10 MORTGAGE TRUST BMO 2024 C10 C                             | CUSIP: 096920AK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $14933.28     | 0.01%             | 2057-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                     | BOEING CO/THE PREFERRED STOCK 10/27 6                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1600 | NS      | $108800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                 | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                 | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $173147.69    | 0.12%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                          | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      90000 | PA      | $86125.46     | 0.06%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                            | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $16937.84     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                            | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/32 4.75            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $37941.08     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                         | CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                         | CUSIP: 12532ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $56752.16     | 0.04%             | 2049-11-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                      | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 02/31 4.75              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      51000 | PA      | $43599.01     | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                 | CMS ENERGY CORP JR SUBORDINA 06/50 VAR                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      78000 | PA      | $75801.19     | 0.05%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Csmc 2021-Nqm6 Trust                                                   | CSMC 2021-NQM6 TRUST CSMC 2021 NQM6 A2 144A                            | CUSIP: 12662KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55057 | PA      | $46068.36     | 0.03%             | 2066-07-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| The Chemours Company                                                   | CHEMOURS CO/THE COMPANY GUAR 144A 11/29 4.625                          | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      75000 | PA      | $65282.61     | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                    | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 04/28 7.75            | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $17010.00     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                    | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 09/28 9                 | CUSIP: 18453HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26195.57     | 0.02%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                  | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 05/33 7.375                     | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70421.76     | 0.05%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                              | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                          | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31095.76     | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LL SR SECURED 144A 07/32 6.5               | COGENT COMMUNICATIONS GROUP LL SR SECURED 144A 07/32 6.5               | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $68929.66     | 0.05%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                 | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/42 4.125                | CUSIP: 195325EA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1485000 | PA      | $937439.22    | 0.67%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $3926.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $84.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $1992.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                    | BOUGHT RON/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $2409.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                    | SOLD NOK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $23470.29     | 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      | $26.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                            | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/42 4.75                      | CUSIP: 76720AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      95000 | PA      | $86092.82     | 0.06%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc.                                                 | RIVIAN AUTOMOTIVE INC SR UNSECURED 10/30 3.625                         | CUSIP: 76954AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $44825.00     | 0.03%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                  | ROCKET COS INC SR UNSECURED 144A 08/33 6.375                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30696.02     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                   | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5                        | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29108.60     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/54 2.125                             | UNITED STATES TREASURY INFLATI 02/54 2.125                             | CUSIP: 912810TY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1954430 | PA      | $1787333.44   | 1.27%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 02/55 4.625                             | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     870000 | PA      | $846890.63    | 0.60%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 05/55 4.75                              | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     136300 | PA      | $135533.31    | 0.10%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 05/35 4.25                              | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     214300 | PA      | $214634.84    | 0.15%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WW International Inc.                                                  | WW INTERNATIONAL INC. 2021 TERM LOAN B                                 | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |      94500 | PA      | $30948.75     | 0.02%             | 2028-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI WSTN 2023 MAUI B 144A                             | WSTN TRUST 2023-MAUI WSTN 2023 MAUI B 144A                             | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30415.25     | 0.02%             | 2037-07-05      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| WBHT COMMERCIAL MORTGAGE TRUST WBHT 2025 WBM A 144A                    | WBHT COMMERCIAL MORTGAGE TRUST WBHT 2025 WBM A 144A                    | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99789.02     | 0.07%             | 2042-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                | WELLS FARGO and CO PREFERRED STOCK 7.5                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        105 | NS      | $123283.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0925                                                  | EURO-BUND FUTURE 0925                                                  | CUSIP: ADI2VGSY5<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          7 | NC      | $-5578.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0925                                                 | AUST 10Y BOND FUT 0925                                                 | CUSIP: ADI2VT1T7<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         39 | NC      | $25992.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0925                                                   | US 5YR NOTE CBT 0925                                                   | CUSIP: ADI2VWND1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         81 | NC      | $32568.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US ULTRA BOND CBT 0925                                                 | US ULTRA BOND CBT 0925                                                 | CUSIP: ADI2VWY56<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         26 | NC      | $92219.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 02/50 1                    | CUSIP: AU5557122<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    3630000 | PA      | $2069664.54   | 1.47%             | 2050-02-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/34 7.25                                         | COLOMBIAN TES BONDS 10/34 7.25                                         | CUSIP: AW6274582<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  492700000 | PA      | $87912.91     | 0.06%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885                             | CUSIP: AX1841680<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     820000 | PA      | $199174.95    | 0.14%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                   | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                            | CUSIP: AX2612635<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-3997.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $260.27       | 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      | $-245.25      | -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      | $6139.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $5768.83      | 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      | $-269.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-945.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $-797.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $1950.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $450.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-541.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-51244.01    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HKD/SOLD USD                                                    | BOUGHT HKD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |          1 | NC      | $-8.12        | -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      | $19118.65     | 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      | $118.26       | 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      | $6975.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-479.38      | -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      | $16684.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-3605.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $16852.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-890.74      | -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      | $-367.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $6374.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-269.74      | -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      | $6630.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $99.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-522.80      | -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      | $2286.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $14.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $69.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corporation                                                        | FMC CORP SUBORDINATED 11/55 VAR                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     409000 | PA      | $418559.86    | 0.30%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                 | FS LUXEMBOURG SARL COMPANY GUAR 144A 06/33 8.625                       | CUSIP: 30315XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $197250.00    | 0.14%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C03 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C03 1B                          | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29667 | PA      | $31903.96     | 0.02%             | 2028-10-25      | Floating      | 16.17%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C04 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C04 1B                          | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29501 | PA      | $31917.89     | 0.02%             | 2029-01-25      | Floating      | 14.67%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C06 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C06 1B                          | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34471 | PA      | $37423.17     | 0.03%             | 2029-04-25      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                     | FREDDIE MAC STRIPS FHS 324 C18                                         | CUSIP: 31325VBN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143080 | PA      | $12399.73     | 0.01%             | 2033-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5.5                                    | FREDDIE MAC POOL FR 11/54 FIXED 5.5                                    | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     224999 | PA      | $224997.64    | 0.16%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 67 IG                                       | FANNIE MAE REMICS FNR 2021 67 IG                                       | CUSIP: 3136BJDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114294 | PA      | $18774.49     | 0.01%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 2 CI                                        | FANNIE MAE REMICS FNR 2023 2 CI                                        | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85313 | PA      | $11034.93     | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2024 86 SA                                       | FANNIE MAE REMICS FNR 2024 86 SA                                       | CUSIP: 3136BTZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188498 | PA      | $6781.61      | 0.00%             | 2054-12-25      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 7 BZ                                        | FANNIE MAE REMICS FNR 2025 7 BZ                                        | CUSIP: 3136BUVS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194394 | PA      | $185593.00    | 0.13%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 7 EZ                                        | FANNIE MAE REMICS FNR 2025 7 EZ                                        | CUSIP: 3136BUWH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276244 | PA      | $262570.82    | 0.19%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X3                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X3                            | CUSIP: 3137F72E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135000 | PA      | $6735.51      | 0.00%             | 2047-11-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                             | FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                             | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146548 | PA      | $21367.47     | 0.02%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                            | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98093 | PA      | $3715.38      | 0.00%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                            | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1003429 | PA      | $23989.39     | 0.02%             | 2029-11-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                            | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     428901 | PA      | $2841.81      | 0.00%             | 2026-10-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3                            | CUSIP: 3137FRUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     490000 | PA      | $35473.21     | 0.03%             | 2048-03-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4975 EI                                         | FREDDIE MAC REMICS FHR 4975 EI                                         | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105416 | PA      | $21350.70     | 0.02%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3                            | CUSIP: 3137H0GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $6583.54      | 0.00%             | 2028-04-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3                            | CUSIP: 3137H13S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165000 | PA      | $24927.49     | 0.02%             | 2031-05-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5462 S                                          | FREDDIE MAC REMICS FHR 5462 S                                          | CUSIP: 3137HFQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116209 | PA      | $9085.55      | 0.01%             | 2054-10-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5510 Z                                          | FREDDIE MAC REMICS FHR 5510 Z                                          | CUSIP: 3137HJP43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     306938 | PA      | $294505.80    | 0.21%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5548 CZ                                         | FREDDIE MAC REMICS FHR 5548 CZ                                         | CUSIP: 3137HLJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165718 | PA      | $153095.53    | 0.11%             | 2055-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5543 DZ                                         | FREDDIE MAC REMICS FHR 5543 DZ                                         | CUSIP: 3137HLL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     190792 | PA      | $171268.80    | 0.12%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                              | FANNIE MAE INTEREST STRIP FNS 410 C8                                   | CUSIP: 31395QCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79079 | PA      | $6382.01      | 0.00%             | 2032-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                        | FANNIE MAE POOL FN 07/38 FIXED VAR                                     | CUSIP: 3140XQNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134350 | PA      | $138595.76    | 0.10%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                        | FANNIE MAE POOL FN 09/38 FIXED 6                                       | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141397 | PA      | $145733.23    | 0.10%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                              | FANNIE MAE INTEREST STRIP FNS 437 C8                                   | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110269 | PA      | $17309.10     | 0.01%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                              | FANNIE MAE INTEREST STRIP FNS 441 C5                                   | CUSIP: 31424VEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93454 | PA      | $11345.98     | 0.01%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                      | FEDEX CORP COMPANY GUAR 144A 02/48 4.05                                | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     125000 | PA      | $92507.70     | 0.07%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                                | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA5 B1 144A                  | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90000 | PA      | $96075.00     | 0.07%             | 2034-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA3                                | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A                  | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190000 | PA      | $191534.61    | 0.14%             | 2041-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A                  | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172701 | PA      | $173354.52    | 0.12%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA1 M2 144A                  | CUSIP: 35564KP94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $38367.68     | 0.03%             | 2043-03-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A                  | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175000 | PA      | $180105.85    | 0.13%             | 2042-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A                  | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     470000 | PA      | $498763.81    | 0.35%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA2 B1 144A                  | CUSIP: 35564KW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20000 | PA      | $22655.86     | 0.02%             | 2043-04-25      | Floating      | 11.91%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-Dna5                                | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M2 144A                  | CUSIP: 35564KYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $82471.59     | 0.06%             | 2042-06-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA1 M2 144A                  | CUSIP: 35564NBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $101423.29    | 0.07%             | 2044-02-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Dna3                                | FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA3 M2 144A                  | CUSIP: 35564NFA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70000 | PA      | $70100.84     | 0.05%             | 2044-10-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA1 M2 144A                  | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $34956.54     | 0.02%             | 2045-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M2 144A                  | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30000 | PA      | $29943.90     | 0.02%             | 2045-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GameStop Corp.                                                         | GAMESTOP CORP SR UNSECURED 144A 04/30 0.0000                           | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      18000 | PA      | $19440.00     | 0.01%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                          | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR                     | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $29150.18     | 0.02%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                            | GOEASY LTD SR UNSECURED 144A 07/29 7.625                               | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       2000 | PA      | $2061.71      | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75                  | CUSIP: EJ2359143<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1746000 | PA      | $79262.34     | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3                      | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3                      | CUSIP: EJ7263811<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    1280000 | PA      | $1100090.40   | 0.78%             | 2030-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75                  | CUSIP: EJ7498649<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2718000 | PA      | $124997.09    | 0.09%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8                     | CUSIP: EJ7500048<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     234000 | PA      | $13000.72     | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25                  | CUSIP: EJ7500097<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    4040000 | PA      | $217784.69    | 0.15%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                   | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                   | CUSIP: EJ7500196<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     669000 | PA      | $32869.06     | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                   | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/14 5.625                | CUSIP: EK1245878<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     210000 | PA      | $198276.14    | 0.14%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5                    | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5                    | CUSIP: EK5782140<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    4220000 | PA      | $3338963.97   | 2.37%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 09/30 7.75                                         | COLOMBIAN TES BONDS 09/30 7.75                                         | CUSIP: EK6999263<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  528900000 | PA      | $111808.81    | 0.08%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875                 | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875                 | CUSIP: EK7732887<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1937000 | PA      | $102309.93    | 0.07%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                     | CUSIP: EK7733067<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    4272000 | PA      | $208733.47    | 0.15%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 05/35 4.254                             | CUSIP: EK9244469<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     714000 | PA      | $179625.14    | 0.13%             | 2035-05-31      | Fixed         | 4.25%                 | 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        |    1230000 | PA      | $214788.96    | 0.15%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARGENTINA TREASURY BOND BONTE BONTE                                    | ARGENTINA TREASURY BOND BONTE BONTE                                    | CUSIP: YO9219487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   99594000 | PA      | $90333.09     | 0.06%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                         | JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                         | CUSIP: YP2851598<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   95900000 | PA      | $611840.97    | 0.43%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Luminor Holding AS                                                     | LUMINOR HOLDING AS JR SUBORDINA REGS 12/99 VAR                         | CUSIP: YR2435067<br>LEI: N/A                  | Long             | DBT              | CORP              | EE        |     200000 | PA      | $241987.72    | 0.17%             | 2031-02-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                          | EUROBANK SA REGS 02/36 VAR                                             | CUSIP: YR2519878<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     100000 | PA      | $115482.30    | 0.08%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 02/38 6.5                                      | ICELAND RIKISBREF BONDS 02/38 6.5                                      | CUSIP: YR6906709<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   97335000 | PA      | $768592.93    | 0.55%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 01/35 6.96            | CUSIP: YS4731933<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    6400000 | PA      | $75487.34     | 0.05%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                   | TITULOS DE TESORERIA                                                   | CUSIP: YS5453008<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 2280249906 | PA      | $474532.16    | 0.34%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 12/34 6.79                          | INDIA GOVERNMENT BOND SR UNSECURED 12/34 6.79                          | CUSIP: YT5275847<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    1090000 | PA      | $13011.17     | 0.01%             | 2034-12-02      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                       | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 10/36 0.00000              | CUSIP: YU1503736<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    7200000 | PA      | $125465.05    | 0.09%             | 2036-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 06/33 6.65            | CUSIP: ZJ0682832<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |   14100000 | PA      | $164051.65    | 0.12%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                        | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 08/33 7                    | CUSIP: ZJ9931339<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   14000000 | PA      | $166881.76    | 0.12%             | 2033-08-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9                  | CUSIP: ZK1433224<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1290000 | PA      | $64829.71     | 0.05%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                           | INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                           | CUSIP: ZK9672989<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   10520000 | PA      | $126348.76    | 0.09%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/28 8.75                               | ROMANIA GOVERNMENT BOND BONDS 10/28 8.75                               | CUSIP: ZN0438632<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     415000 | PA      | $100216.18    | 0.07%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/33 7.5                                          | MEXICAN BONOS BONDS 05/33 7.5                                          | CUSIP: ZN7935812<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2532300 | PA      | $123174.41    | 0.09%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| House of HR Group B.V.                                                 | HOUSE OF HR GROUP BV SR SECURED REGS 11/29 9                           | CUSIP: ZN8820971<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116366.41    | 0.08%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/29 0.05                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/29 0.05                 | CUSIP: ZO1409101<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1020000 | PA      | $41453.92     | 0.03%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375           | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375           | CUSIP: ZO4964284<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |     168000 | PA      | $117631.16    | 0.08%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 06/42 2                                 | CUSIP: ZO8401234<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     315000 | PA      | $9685.14      | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632                             | CUSIP: ZO9018995<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    1118000 | PA      | $255008.26    | 0.18%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/30 3.875             | CUSIP: ZO9642588<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |     290000 | PA      | $21190.30     | 0.02%             | 2030-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                          | CUSIP: ZP2084801<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    4168000 | PA      | $673041.74    | 0.48%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                  | YUZHOU GROUP HOLDINGS CO LTD SR SECURED REGS 01/26 7.375               | CUSIP: ZP2920954<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $14298.00     | 0.01%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 05/40 3.757                             | CUSIP: ZQ6789759<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     270000 | PA      | $64294.55     | 0.05%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco S.A.                                                     | LIBERBANK SA COVERED REGS 09/29 0.25                                   | CUSIP: ZR6731395<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     100000 | PA      | $106388.39    | 0.08%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                               | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                               | CUSIP: ZR8870548<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     130000 | PA      | $24828.37     | 0.02%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                   | NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1                         | CUSIP: ZS9944027<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.12         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                | ALARM.COM HOLDINGS INC SR UNSECURED 01/26 0.00000                      | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29100.00     | 0.02%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corporation                                                  | ALBEMARLE CORP PREFERRED STOCK 03/27 7.25                              | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       3644 | NS      | $116972.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Limited                                          | ALIBABA GROUP HOLDING LTD SR UNSECURED 144A 06/31 0.5                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |      44000 | PA      | $56048.27     | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp            | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875              | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10135.64     | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     525000 | PA      | $415406.15    | 0.30%             | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | CUSIP: 01F022477<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     650000 | PA      | $-606836.23   | -0.43%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275000 | PA      | $227981.33    | 0.16%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F022675<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     760000 | PA      | $-630057.48   | -0.45%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F030678<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     706000 | PA      | $-610469.73   | -0.43%            | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F040677<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $-1394360.25  | -0.99%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | CUSIP: 01F042475<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    1525000 | PA      | $-1515409.89  | -1.08%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     871000 | PA      | $832825.64    | 0.59%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | CUSIP: 01F050478<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      25000 | PA      | $-25174.79    | -0.02%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13854000 | PA      | $13575833.85  | 9.65%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18196000 | PA      | $18188883.54  | 12.93%            | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8102000 | PA      | $8232710.38   | 5.85%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275000 | PA      | $283851.59    | 0.20%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F062671<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    1220000 | PA      | $-1259268.87  | -0.90%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                           | ALNYLAM PHARMACEUTICALS INC SR UNSECURED 09/27 1                       | CUSIP: 02043QAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $58455.00     | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                           | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                                | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      93000 | PA      | $93020.55     | 0.07%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375           | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375           | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $216538.98    | 0.15%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                     | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                     | CUSIP: 03465LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $170118.29    | 0.12%             | 2065-04-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                       | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR                   | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     220000 | PA      | $147998.07    | 0.11%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Arrival                                                                | ARRIVAL SA SR UNSECURED 144A 12/26 3.5                                 | CUSIP: 04271QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     515000 | PA      | $51.50        | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED 144A 10/34 6.9             | CUSIP: 04522KAN6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    7300000 | PA      | $86185.28     | 0.06%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURION LLC 2020 TERM LOAN B8                                          | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     108129 | PA      | $104938.88    | 0.07%             | 2026-12-23      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURION LLC 2021 2ND LIEN TERM LOAN B3                                 | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     145000 | PA      | $138293.75    | 0.10%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                    | ATHENE HOLDING LTD JR SUBORDINA 06/55 VAR                              | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48759.90     | 0.03%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                | ATHENAHEALTH INC 2022 TERM LOAN B                                      | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42409 | PA      | $42342.59     | 0.03%             | 2029-02-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                             | AVIS BUDGET CAR RENTAL LLC / A SR UNSECURED 144A 06/32 8.375           | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21970.60     | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                   | AXON ENTERPRISE INC SR UNSECURED 12/27 0.5                             | CUSIP: 05464CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $25392.50     | 0.02%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                 | AZORRA FINANCE LTD COMPANY GUAR 144A 01/31 7.25                        | CUSIP: 05480AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      22000 | PA      | $22460.29     | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-5C23 BBCMS 2023 5C23 C                       | BBCMS MORTGAGE TRUST 2023-5C23 BBCMS 2023 5C23 C                       | CUSIP: 05493QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $78096.55     | 0.06%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR C 144A                               | BAHA TRUST 2024-MAR BAHA 2024 MAR C 144A                               | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $104343.60    | 0.07%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| BandG Foods Inc.                                                       | BandG FOODS INC SR SECURED 144A 09/28 8                                | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67395.09     | 0.05%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                    | LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25                       | CUSIP: 05552BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      92000 | PA      | $79810.00     | 0.06%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate Inc.                                         | BCPE ULYSSES INTERMEDIATE INC SR UNSECURED 144A 04/27 7.75             | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $18363.96     | 0.01%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                       | BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                       | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20509.26     | 0.01%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                         | BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                         | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $90435.47     | 0.06%             | 2057-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                       | BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                       | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20678.76     | 0.01%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                               | BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                               | CUSIP: 05592VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9980.97      | 0.01%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                            | BNP PARIBAS SA BNP PARIBAS                                             | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $201200.00    | 0.14%             | 2035-06-27      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 BX 2021 MFM1 D 144A                                       | BX 2021-MFM1 BX 2021 MFM1 D 144A                                       | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38500 | PA      | $38487.97     | 0.03%             | 2034-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BX 2024-BRVE BX 2024 BRVE B 144A                                       | BX 2024-BRVE BX 2024 BRVE B 144A                                       | CUSIP: 05612KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99968.75     | 0.07%             | 2026-04-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                     | BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                     | CUSIP: 05683NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100081.30    | 0.07%             | 2034-07-24      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                | BANK OF NEW YORK MELLON CORP/T PREFERRED STOCK VAR                     | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |       2073 | NS      | $53151.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2020-BNK25 BANK 2020 BN25 AS                                      | BANK 2020-BNK25 BANK 2020 BN25 AS                                      | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $54356.29     | 0.04%             | 2063-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37 BANK 2021 BN37 XA                                      | BANK 2021-BNK37 BANK 2021 BN37 XA                                      | CUSIP: 06540LBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     984754 | PA      | $23715.54     | 0.02%             | 2064-11-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42 BANK 2022 BNK42 AS                                     | BANK 2022-BNK42 BANK 2022 BNK42 AS                                     | CUSIP: 06541MBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $57709.14     | 0.04%             | 2055-06-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                 | CVS HEALTH CORP JR SUBORDINA 12/54 VAR                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38082.75     | 0.03%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                         | CABLE ONE INC COMPANY GUAR 03/28 1.125                                 | CUSIP: 12685JAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      16000 | PA      | $12200.05     | 0.01%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                             | CAESARS ENTERTAINMENT CORP TERM LOAN B                                 | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85838 | PA      | $85665.83     | 0.06%             | 2030-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                             | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7                      | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25889.55     | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $680.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $1157.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $4052.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $41796.59     | 0.03%             |  |  |  | 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      | $18665.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $183.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $60.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $2514.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $6.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $296.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $16402.95     | 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      | $319.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RSD/SOLD USD                                                    | BOUGHT RSD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $2069.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $313.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $849.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-5555.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $2804.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $1509.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $394.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                    | SOLD EGP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-530.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                    | SOLD EGP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-184.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                    | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-645.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $21637.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-21500.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                    | SOLD RSD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-178.41      | -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      | $4865.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                    | BOUGHT KRW/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $16757.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-1799.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $14323.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-59064.67    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                    | BOUGHT PHP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $9512.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                    | BOUGHT NOK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $-2701.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                    | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-73293.81    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HKD/BOUGHT USD                                                    | SOLD HKD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |          1 | NC      | $15.83        | 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      | $-103129.36   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $922.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-43.68       | -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      | $-14855.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                    | SOLD UYU/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-99.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $11730.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CHF/BOUGHT USD                                                    | SOLD CHF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-42085.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CHF/SOLD USD                                                    | BOUGHT CHF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $519.15       | 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      | $2267.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-583.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-162.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-829.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-381.56      | -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      | $-294.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $114.02       | 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      | $-5938.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                        | ABG INTERMEDIATE HOLDS 2 LLC 2024 1ST LIEN TERM LOAN B                 | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57896 | PA      | $57818.51     | 0.04%             | 2028-12-21      | Floating      | 6.58%                 | 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      | $-5130.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-781.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                  | AGNC INVESTMENT CORP PREFERRED STOCK VAR                               | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $248500.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                                                  | AGNC INVESTMENT CORP PREFERRED STOCK VAR                               | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $251100.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                    | AES CORP/THE JR SUBORDINA 07/55 VAR                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87795.75     | 0.06%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                   | AST SPACEMOBILE INC SR UNSECURED 144A 03/32 4.25                       | CUSIP: 00217DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $3964.19      | 0.00%             | 2032-03-01      | Fixed         | 4.25%                 | 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      | $2418.42      | 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      | $-2046.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                         | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14550.94     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                         | ACADIA HEALTHCARE CO INC SR UNSECURED 144A 03/33 7.375                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15453.48     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $107.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                     | FREDDIE MAC STRIPS FHS 405 C17                                         | CUSIP: 3142G5QB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109839 | PA      | $16963.04     | 0.01%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                           | ACRISURE LLC 2024 1ST LIEN TERM LOAN B6                                | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99251 | PA      | $98896.91     | 0.07%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd.                                                  | ADVANTAGE ENERGY LTD SUB DEBENTUR 144A 06/29 5                         | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $70541.36     | 0.05%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 23 LLC                                                    | FLATIRON CLO LTD FLAT 2023 1A CR                                       | CUSIP: 33883DAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $249999.50    | 0.18%             | 2036-04-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD FLAT 2020 1A CR 144A                               | FLATIRON CLO 20 LTD FLAT 2020 1A CR 144A                               | CUSIP: 33883MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $150159.30    | 0.11%             | 2036-05-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                         | CAIXABANK SA 144A 07/31 VAR                                            | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $200787.21    | 0.14%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Cardlytics Inc.                                                        | CARDLYTICS INC SR UNSECURED 09/25 1                                    | CUSIP: 14161WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $67200.00     | 0.05%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Fluor Corporation                                                      | FLUOR CORP SR UNSECURED 08/29 1.125                                    | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      62000 | PA      | $81344.00     | 0.06%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                  | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375                    | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21972.90     | 0.02%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                   | CARNIVAL CORP COMPANY GUAR 12/27 5.75                                  | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      26000 | PA      | $57187.00     | 0.04%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                        | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                             | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $143175.36    | 0.10%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                  | HUNGARY GOVERNMENT INTERNATION SR UNSECURED 144A 09/55 6.75            | CUSIP: 445545AX4<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $201519.66    | 0.14%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                      | INEOS FINANCE PLC SR SECURED 144A 04/29 7.5                            | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200414.40    | 0.14%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                      | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                             | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20763.30     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                      | CINEMARK USA INC 2024 TERM LOAN B                                      | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     122516 | PA      | $122859.85    | 0.09%             | 2030-05-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                      | IRB HOLDING CORP 2024 1ST LIEN TERM LOAN B                             | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      96290 | PA      | $96256.15     | 0.07%             | 2027-12-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Immunocore Holdings plc                                                | IMMUNOCORE HOLDINGS PLC SR UNSECURED 02/30 2.5                         | CUSIP: 45258DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     305000 | PA      | $263010.05    | 0.19%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | CITIGROUP INC JR SUBORDINA 12/99 VAR                                   | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      85000 | PA      | $89453.32     | 0.06%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | CITIGROUP INC JR SUBORDINA 12/99 VAR                                   | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      51000 | PA      | $53609.47     | 0.04%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corporation                                           | INTEGER HOLDINGS CORP SR UNSECURED 144A 03/30 1.875                    | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51950.00     | 0.04%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                         | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 09/28 3.625                 | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26429.95     | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc.                                                        | CLOUDFLARE INC SR UNSECURED 08/26 0.00000                              | CUSIP: 18915MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $23662.00     | 0.02%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc.                                                        | CLOUDFLARE INC SR UNSECURED 144A 06/30 0.0000                          | CUSIP: 18915MAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $55029.00     | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                                             | IONIS PHARMACEUTICALS INC SR UNSECURED 06/28 1.75                      | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62962.50     | 0.04%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                             | IRON MOUNTAIN INC COMPANY GUAR 144A 02/31 4.5                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57167.42     | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc.                                                   | COINBASE GLOBAL INC SR UNSECURED 04/30 0.25                            | CUSIP: 19260QAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $22193.50     | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | 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      | $-1217.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP             | ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP             | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |        520 | NS      | $41938.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES PREFERRED AND INCOME S ISHARES PREFERRED and INCOME S          | ISHARES PREFERRED AND INCOME S ISHARES PREFERRED and INCOME S          | CUSIP: 464288687<br>LEI: N/A                  | Long             | EC               | RF                | US        |      72800 | NS      | $2233504.00   | 1.59%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLD EUR/BOUGHT USD                                                    | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-327.51      | -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      | $-2628.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Itron Inc.                                                             | ITRON INC SR UNSECURED 07/30 1.375                                     | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      20000 | PA      | $23780.00     | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B                        | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B                        | CUSIP: 46590MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $64141.04     | 0.05%             | 2049-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA2 A1 144A                  | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19250 | PA      | $19257.14     | 0.01%             | 2045-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA6                                | FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B1 144A                  | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $37354.40     | 0.03%             | 2050-12-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT MSCR 2024 MN9 M1 144A                   | FREDDIE MAC MULTIFAMILY STRUCT MSCR 2024 MN9 M1 144A                   | CUSIP: 355917AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24884 | PA      | $24922.85     | 0.02%             | 2044-10-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                          | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 02/29 9.25             | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25967.00     | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B                        | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B                        | CUSIP: 46642NBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $38148.00     | 0.03%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                            | JD.COM INC SR UNSECURED 144A 06/29 0.25                                | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | CN        |      50000 | PA      | $52025.00     | 0.04%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875             | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      93000 | PA      | $90477.96     | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corporation                                                  | JBT MAREL CORP SR UNSECURED 05/26 0.25                                 | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36707.70     | 0.03%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                          | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 9.125            | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30923.47     | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS6 C                         | GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS6 C                         | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $19821.58     | 0.01%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                                  | GS MORTGAGE SECURITIES CORP II GSMS 2024 70P A 144A                    | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100480.75    | 0.07%             | 2041-03-10      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                              | GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6                    | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $14640.81     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                  | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79243.77     | 0.06%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000          | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000          | CUSIP: 374422AL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |       6000 | PA      | $5815.27      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR and Co. Inc.                                                       | KKR and CO INC PREFERRED STOCK 03/28 6.25                              | CUSIP: 48251W500<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1031 | NS      | $55261.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED 144A 07/37 5.5             | KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED 144A 07/37 5.5             | CUSIP: 486661BP5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     270000 | PA      | $271626.60    | 0.19%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR             | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR             | CUSIP: 374422AM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      60500 | PA      | $56638.68     | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR             | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR             | CUSIP: 374422AP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      87000 | PA      | $67576.95     | 0.05%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                     | KOHL'S CORP SR SECURED 144A 06/30 10                                   | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31095.58     | 0.02%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LABL Inc.                                                              | LABL INC SR SECURED 144A 11/28 5.875                                   | CUSIP: 50168QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $7870.15      | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                   | GLOBAL PAYMENTS INC SR UNSECURED 03/31 1.5                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     314000 | PA      | $280402.00    | 0.20%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Global Atlantic (Fin) Company                                          | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR                     | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     112000 | PA      | $109945.36    | 0.08%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| LABL Inc.                                                              | LABL INC SR SECURED 144A 10/31 8.625                                   | CUSIP: 50168QAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $119751.55    | 0.09%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                    | LBM ACQUISITION LLC 2024 INCREMENTAL TERM LOAN B                       | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99032 | PA      | $92223.69     | 0.07%             | 2031-06-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                            | GOEASY LTD COMPANY GUAR 144A 05/30 6.875                               | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5026.83      | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                            | GOEASY LTD SR UNSECURED 144A 10/30 7.375                               | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $35763.28     | 0.03%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc.                                                 | LANTHEUS HOLDINGS INC COMPANY GUAR 12/27 2.625                         | CUSIP: 516544AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $15228.00     | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc.                                                      | VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875                         | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     220000 | PA      | $188104.55    | 0.13%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| The Goldman Sachs Group Inc.                                           | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      59000 | PA      | $57759.71     | 0.04%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 62 CI                          | CUSIP: 38379LS49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109434 | PA      | $24703.60     | 0.02%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                 | LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5                           | CUSIP: 527298CD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      33000 | PA      | $29865.00     | 0.02%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                 | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875                      | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25438.08     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 130 IO                         | CUSIP: 38380GAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     110787 | PA      | $19520.71     | 0.01%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AI                         | CUSIP: 38381BEZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92386 | PA      | $19210.78     | 0.01%             | 2048-12-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                              | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR                   | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37004.35     | 0.03%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                           | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                           | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     142000 | PA      | $154691.68    | 0.11%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 146 IA                         | CUSIP: 38382KVL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     163094 | PA      | $26606.55     | 0.02%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite Construction Incorporated                                      | GRANITE CONSTRUCTION INC SR UNSECURED 06/30 3.25                       | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |      15000 | PA      | $20467.50     | 0.01%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                         | LIVE NATION ENTERTAINMENT INC SR UNSECURED 144A 01/30 2.875            | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      50000 | PA      | $54375.00     | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                 | LUMENTUM HOLDINGS INC SR UNSECURED 06/28 0.5                           | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22704.00     | 0.02%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75              | GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75              | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      37000 | PA      | $36216.31     | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                      | HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207924.09    | 0.15%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                 | LUMENTUM HOLDINGS INC SR UNSECURED 12/29 1.5                           | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      35000 | PA      | $53672.50     | 0.04%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 TRUST MAPSL 2021 1A A 144A                                 | MAPS 2021-1 TRUST MAPSL 2021 1A A 144A                                 | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      57332 | PA      | $54012.02     | 0.04%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corporation                                                | HAEMONETICS CORP SR UNSECURED 06/29 2.5                                | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19845.13     | 0.01%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                       | HANESBRAND INC 2025 TERM LOAN B                                        | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |      39597 | PA      | $39662.85     | 0.03%             | 2032-03-07      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                                               | MKS INC SR UNSECURED 06/30 1.25                                        | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19710.00     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                     | MP MATERIALS CORP SR UNSECURED 144A 04/26 0.25                         | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $268287.50    | 0.19%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75            | HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75            | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27000 | PA      | $31158.00     | 0.02%             | 2028-08-15      | Fixed         | 3.75%                 | 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        |       3000 | PA      | $2105.90      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                             | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 01/42 5.125                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $16485.77     | 0.01%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                             | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125               | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14300.61     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                              | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05                       | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $45815.00     | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnite Inc.                                                           | MAGNITE INC COMPANY GUAR 03/26 0.25                                    | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67313.14     | 0.05%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                  | HERTZ CORP/THE SR SECURED 144A 07/29 12.625                            | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3137.28      | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A                    | HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A                    | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $95875.83     | 0.07%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                             | MAJORDRIVE HOLDINGS IV LLC SR UNSECURED 144A 06/29 6.375               | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $58915.44     | 0.04%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Limited                                                     | MAKEMYTRIP LTD SR UNSECURED 144A 07/30 0.0000                          | CUSIP: 56087FAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      69000 | PA      | $73536.45     | 0.05%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                            | HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A C 144A                       | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94800.16     | 0.07%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                  | HIGHTOWER HOLDING LLC COMPANY GUAR 144A 04/29 6.75                     | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $84712.37     | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                              | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5                       | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15007.81     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc.                                              | MERCER INTERNATIONAL INC SR UNSECURED 02/29 5.125                      | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $65256.27     | 0.05%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                    | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 3A B 144A                     | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      78050 | PA      | $78758.43     | 0.06%             | 2040-08-27      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Hobbs and Associates LLC                                               | HOBBS + ASSOCIATES LLC TERM LOAN B                                     | CUSIP: 43385CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99977 | PA      | $99821.31     | 0.07%             | 2031-07-23      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                      | MICROCHIP TECHNOLOGY INC SR UNSECURED 144A 06/30 0.75                  | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      57000 | PA      | $55974.00     | 0.04%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                         | MORGAN STANLEY PREFERRED STOCK 6.625                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       2850 | NS      | $73672.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                     | HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                     | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100313 | PA      | $95796.15     | 0.07%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A                     | HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A                     | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      72711 | PA      | $70236.82     | 0.05%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                         | MORGAN STANLEY PREFERRED STOCK 4.25                                    | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       1475 | NS      | $25399.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                    | MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25                       | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39688.19     | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                   | NCL CORP LTD COMPANY GUAR 02/27 2.5                                    | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78881.50     | 0.06%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| JH COLLATERAL                                                          | JH COLLATERAL                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     329017 | NS      | $3290963.46   | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd                                                  | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                             | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      88361 | PA      | $88606.08     | 0.06%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| H World Group Limited                                                  | H WORLD GROUP LTD SR UNSECURED 05/26 3                                 | CUSIP: 44332NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      30000 | PA      | $31665.00     | 0.02%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                 | CVS HEALTH CORP JR SUBORDINA 03/55 VAR                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      87000 | PA      | $89732.69     | 0.06%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69000 | PA      | $74691.11     | 0.05%             | 2042-03-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                  | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625                    | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18002.43     | 0.01%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                             | MERITAGE HOMES CORP COMPANY GUAR 05/28 1.75                            | CUSIP: 59001ABF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $48411.25     | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 03/29 7               | CUSIP: ZD2723355<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    9100000 | PA      | $107479.73    | 0.08%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                   | UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                   | CUSIP: ZD3395385<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     456565 | PA      | $501478.34    | 0.36%             | 2054-11-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165000 | PA      | $175661.36    | 0.12%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                           | CONNECTICUT AVENUE SECURITIES CAS 2021 R03 1B2 144A                    | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $78138.44     | 0.06%             | 2041-12-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                       | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 03/31 6.75                 | CUSIP: ZD4889477<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    6000000 | PA      | $70227.85     | 0.05%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AES Andes S.A.                                                         | AES ANDES SA SR UNSECURED REGS 03/29 6.3                               | CUSIP: ZD4939157<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $205521.47    | 0.15%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                    | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175000 | PA      | $182618.42    | 0.13%             | 2042-01-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A                    | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70000 | PA      | $73485.24     | 0.05%             | 2042-04-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                         | CUSIP: ZD5986595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    1010000 | PA      | $280011.84    | 0.20%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3                    | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3                    | CUSIP: ZD6507176<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1600000 | PA      | $70977.79     | 0.05%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A                    | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110000 | PA      | $113540.90    | 0.08%             | 2043-07-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                    | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20000 | PA      | $21120.81     | 0.02%             | 2043-07-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/47 8                                            | MEXICAN BONOS BONDS 11/47 8                                            | CUSIP: AM7523740<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1039900 | PA      | $45954.11     | 0.03%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15                           | CUSIP: AO4008642<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      78000 | PA      | $22719.12     | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/34 2.8                        | CUSIP: ZF0235696<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    1260000 | PA      | $42534.84     | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                     | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                     | CUSIP: ZF1597342<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1146000 | PA      | $154544.32    | 0.11%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                    | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $61009.40     | 0.04%             | 2044-02-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                    | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $35108.15     | 0.02%             | 2044-07-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Nxera Pharma Co. Ltd.                                                  | NXERA PHARMA CO LTD SR UNSECURED REGS 12/28 0.25                       | CUSIP: ZG4009236<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $196472.34    | 0.14%             | 2028-12-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                               | TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                               | CUSIP: ZH5408328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    6355840 | PA      | $147332.29    | 0.10%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/38 7.5                                | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  186000000 | PA      | $12003.84     | 0.01%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45                       | CUSIP: BY4967448<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3416000 | PA      | $126354.30    | 0.09%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 04/29 6.875                              | CUSIP: ZH8062890<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1179000000 | PA      | $74081.80     | 0.05%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                  | CUSIP: ZI2447426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1970000 | PA      | $96643.93     | 0.07%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R02 1M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R02 1M2 144A                    | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40000 | PA      | $41704.92     | 0.03%             | 2043-01-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                    | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $36849.35     | 0.03%             | 2043-10-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/38 7.125                              | CUSIP: BY9716295<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 4320000000 | PA      | $271080.75    | 0.19%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                               | ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                               | CUSIP: BZ4404662<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     340000 | PA      | $82307.18     | 0.06%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/34 6.625                              | CUSIP: ZI4194448<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 2401000000 | PA      | $147409.82    | 0.10%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/29 8.5                                          | MEXICAN BONOS BONDS 03/29 8.5                                          | CUSIP: ZI4289875<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3315800 | PA      | $176205.94    | 0.13%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                    | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $59962.74     | 0.04%             | 2045-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A                    | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30000 | PA      | $30014.32     | 0.02%             | 2045-05-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/33 3.35                       | CUSIP: BZ5011797<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    7153000 | PA      | $248679.47    | 0.18%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 05/34 7                 | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 05/34 7                 | CUSIP: BZ8640485<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   10000000 | PA      | $11886.76     | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                       | DAIFUKU CO LTD SR UNSECURED REGS 09/30 0.0000                          | CUSIP: ZI6411188<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $87844.17     | 0.06%             | 2030-09-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/35 7                                  | HUNGARY GOVERNMENT BOND BONDS 10/35 7                                  | CUSIP: ZI7193496<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   41890000 | PA      | $123177.26    | 0.09%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                    | CUSIP: 207932AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20000 | PA      | $21570.34     | 0.02%             | 2042-12-25      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A                    | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36000 | PA      | $37560.15     | 0.03%             | 2043-06-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                           | BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                           | CUSIP: EF3237759<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    2341000 | PA      | $1804314.62   | 1.28%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25                  | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3691000 | PA      | $155608.00    | 0.11%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                              | COREBRIDGE FINANCIAL INC PREFERRED STOCK 12/64 6.375                   | CUSIP: 21871X208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1597 | NS      | $36731.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     275000 | PA      | $-233714.72   | -0.17%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                | ENI SPA SR UNSECURED REGS 09/30 2.95                                   | CUSIP: ZI8002910<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $605867.14    | 0.43%             | 2030-09-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 05/35 8                                     | MEXICAN BONOS SR UNSECURED 05/35 8                                     | CUSIP: ZJ8065048<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1309200 | PA      | $63953.57     | 0.05%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    1125000 | PA      | $-1045485.90  | -0.74%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     500000 | PA      | $-478384.00   | -0.34%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 03/53 4.457                             | CUSIP: ZL8877116<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     108000 | PA      | $27471.83     | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/30 8                                  | ROMANIA GOVERNMENT BOND BONDS 04/30 8                                  | CUSIP: ZM1054521<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     150000 | PA      | $35626.79     | 0.03%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND BONDS 08/37 6.9                                   | CUSIP: EG6650006<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      25000 | PA      | $7160.60      | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND BONDS 08/31 6.95                                  | CUSIP: EH3330816<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     150000 | PA      | $45923.51     | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 02/33 13.25                                        | COLOMBIAN TES BONDS 02/33 13.25                                        | CUSIP: ZM3975335<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  188300000 | PA      | $48242.32     | 0.03%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation                                            | REWORLD HOLDING CORP COMPANY GUAR 09/30 5                              | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56708.42     | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation                                            | REWORLD HOLDING CORP COMPANY GUAR 144A 12/29 4.875                     | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23783.60     | 0.02%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/29 5.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 04/29 5.75                         | CUSIP: EH5337827<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     284000 | PA      | $81617.35     | 0.06%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 05/29 8.5                                   | MEXICAN BONOS SR UNSECURED 05/29 8.5                                   | CUSIP: EH6834517<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     568900 | PA      | $30215.41     | 0.02%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/38 8.5                                   | MEXICAN BONOS SR UNSECURED 11/38 8.5                                   | CUSIP: EH6944449<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2305500 | PA      | $112872.38    | 0.08%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A.         | MITSUBISHI UFJ INVESTOR SERVIC JR SUBORDINA 12/50 VAR                  | CUSIP: EH7636226<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     100000 | PA      | $69047.21     | 0.05%             | 2050-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                    | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                    | CUSIP: EH9657204<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     631023 | PA      | $591577.94    | 0.42%             | 2050-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/33 6.625                              | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  926000000 | PA      | $55778.17     | 0.04%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Incorporated                                              | CYTOKINETICS INC SR UNSECURED 07/27 3.5                                | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     273000 | PA      | $290335.50    | 0.21%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DATABANK ISSUER COLO 2021 2A A2 144A                                   | DATABANK ISSUER COLO 2021 2A A2 144A                                   | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55000 | PA      | $52903.59     | 0.04%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Datadog Inc.                                                           | DATADOG INC SR UNSECURED 144A 12/29 0.0000                             | CUSIP: 23804LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173000 | PA      | $165301.50    | 0.12%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                     | DELUXE CORP SR SECURED 144A 09/29 8.125                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25801.70     | 0.02%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                                   | DENTSPLY SIRONA INC JR SUBORDINA 09/55 VAR                             | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135744.81    | 0.10%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| DexCom Inc.                                                            | DEXCOM INC SR UNSECURED 05/28 0.375                                    | CUSIP: 252131AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $281400.00    | 0.20%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5                  | DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5                  | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       7000 | PA      | $7288.66      | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust L.P.                                              | DIGITAL REALTY TRUST LP COMPANY GUAR 144A 11/29 1.875                  | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52570.00     | 0.04%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                   | DISH DBS CORP SR SECURED 144A 12/28 5.75                               | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6059.38      | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                   | DOMINION ENERGY INC JR SUBORDINA 12/99 VAR                             | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73645.04     | 0.05%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                   | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                             | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36819.44     | 0.03%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                       | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      48000 | PA      | $45728.86     | 0.03%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                       | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A                  | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97250 | PA      | $90738.10     | 0.06%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $958.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-8.50        | -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      | $-850.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-6359.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SEK/BOUGHT USD                                                    | SOLD SEK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-4888.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Holdings Inc.                                               | DRAFTKINGS HOLDINGS INC COMPANY GUAR 03/28 0.00000                     | CUSIP: 26142RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72000 | PA      | $64404.00     | 0.05%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                   | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                            | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $131813.02    | 0.09%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                                   | EDISON INTERNATIONAL SR UNSECURED 03/32 5.25                           | CUSIP: 281020BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $123318.38    | 0.09%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                     | EMERA INC JR SUBORDINA 06/76 VAR                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     126000 | PA      | $126790.44    | 0.09%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                          | ENBRIDGE INC SUBORDINATED 07/80 VAR                                    | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     154000 | PA      | $153569.00    | 0.11%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                          | ENBRIDGE INC SUBORDINATED 01/84 VAR                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $61235.24     | 0.04%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                     | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      81000 | PA      | $86174.60     | 0.06%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc.                                                    | ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000                          | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     320000 | PA      | $259520.00    | 0.18%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Limited                                                   | ENSTAR GROUP LTD PREFERRED STOCK VAR                                   | CUSIP: 29359U109<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       2337 | NS      | $46997.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                                              | ETSY INC SR UNSECURED 09/27 0.125                                      | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     365000 | PA      | $324850.00    | 0.23%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| EUSHI Finance Inc.                                                     | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                               | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      71000 | PA      | $73499.98     | 0.05%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc.                                                    | EVOLENT HEALTH INC SR UNSECURED 12/29 3.5                              | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |     320000 | PA      | $271569.10    | 0.19%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                             | EXACT SCIENCES CORP SR UNSECURED 03/27 0.375                           | CUSIP: 30063PAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $57090.00     | 0.04%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                             | EXACT SCIENCES CORP SR UNSECURED 144A 03/30 2                          | CUSIP: 30063PAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18180.00     | 0.01%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                             | EXACT SCIENCES CORP SR UNSECURED 144A 04/31 1.75                       | CUSIP: 30063PAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $246993.94    | 0.18%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                            | EZCORP INC SR UNSECURED 144A 04/32 7.375                               | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73682.63     | 0.05%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                   | NCL CORP LTD COMPANY GUAR 144A 04/30 0.875                             | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      19000 | PA      | $20318.13     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                     | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5251.06      | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                  | NISSAN MOTOR CO LTD SR UNSECURED 144A 09/30 4.81                       | CUSIP: 654744AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     200000 | PA      | $183484.14    | 0.13%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                   | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $213826.81    | 0.15%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                              | NORTHERN OIL and GAS INC SR UNSECURED 04/29 3.625                      | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36487.50     | 0.03%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                    | NOVELIS CORP COMPANY GUAR 144A 11/26 3.25                              | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19679.51     | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                           | NUTANIX INC SR UNSECURED 144A 12/29 0.5                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      60000 | PA      | $67991.68     | 0.05%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2015-9 Ltd.                                                    | OCP CLO 2015-9 LTD OCP 2015 9A D1R3 144A                               | CUSIP: 67091YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250281.50    | 0.18%             | 2037-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                           | ON SEMICONDUCTOR CORP COMPANY GUAR 03/29 0.5                           | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     140000 | PA      | $129388.00    | 0.09%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLE ODART 2025 1A D 144A                    | ONEMAIN DIRECT AUTO RECEIVABLE ODART 2025 1A D 144A                    | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101517.82    | 0.07%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8                 | ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8                 | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      70000 | PA      | $70232.96     | 0.05%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                 | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR 144A 05/35 7.5               | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $207104.00    | 0.15%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                              | ORYX MDSTRM SER PER BASIN LLC 2025 TERM LOAN B                         | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      95593 | PA      | $95510.03     | 0.07%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                     | PGandE CORP SR SECURED 12/27 4.25                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59538.00     | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                     | PGandE CORP JR SUBORDINA 03/55 VAR                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     120000 | PA      | $113642.42    | 0.08%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PRET 2021-RN4 LLC PRET 2021 RN4 A1 144A                                | PRET 2021-RN4 LLC PRET 2021 RN4 A1 144A                                | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      53513 | PA      | $53470.43     | 0.04%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A                            | PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A                            | CUSIP: 69377EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76172 | PA      | $75977.39     | 0.05%             | 2067-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                    | PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97263 | PA      | $97153.32     | 0.07%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                    | PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                    | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250797.00    | 0.18%             | 2033-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                    | PARSONS CORP SR UNSECURED 03/29 2.625                                  | CUSIP: 70202LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $122245.00    | 0.09%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                | PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75                        | CUSIP: 70509VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $66155.77     | 0.05%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                       | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875           | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14000 | PA      | $14314.58     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                        | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7               | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15550.23     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                             | PLANET FINANCIAL GROUP LLC COMPANY GUAR 144A 12/29 10.5                | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $150142.50    | 0.11%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A                  | PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A                  | CUSIP: 74331VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $93747.61     | 0.07%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                   | PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                   | CUSIP: 74332XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98949.27     | 0.07%             | 2041-05-17      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 D 144A                   | PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 D 144A                   | CUSIP: 74333CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99600.38     | 0.07%             | 2039-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                   | PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                   | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $95575.82     | 0.07%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 PROG 2022 SFR1 E1 144A                  | PROGRESS RESIDENTIAL 2022-SFR1 PROG 2022 SFR1 E1 144A                  | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $141101.16    | 0.10%             | 2041-02-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                 | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                                 | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      99750 | PA      | $99575.44     | 0.07%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                 | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20566.40     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                              | RAIZEN FUELS FINANCE SA COMPANY GUAR 144A 03/54 6.95                   | CUSIP: 75102XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $185545.70    | 0.13%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                              | RAIZEN FUELS FINANCE SA RAIZEN FUELS FINANCE                           | CUSIP: 75102XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     270000 | PA      | $267975.00    | 0.19%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                            | RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25                           | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10295.61     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                            | RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75                      | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9727.14      | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                     | REDFIN CORP SR UNSECURED 04/27 0.5                                     | CUSIP: 75737FAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27000 | PA      | $24235.16     | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                   | REPLIGEN CORP SR UNSECURED 12/28 1                                     | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14857.50     | 0.01%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                            | SANTANDER HOLDINGS USA INC SR UNSECURED 03/29 VAR                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76258.33     | 0.05%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc.                                              | SAREPTA THERAPEUTICS INC SR UNSECURED 09/27 1.25                       | CUSIP: 803607AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $162000.00    | 0.12%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375                     | CUSIP: 80414L3F0<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |     200000 | PA      | $199925.21    | 0.14%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc.                                                    | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875                       | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $8009.80      | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                 | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21763.25     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                            | SEA LTD SR UNSECURED 09/26 0.25                                        | CUSIP: 81141RAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      21000 | PA      | $19803.00     | 0.01%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                     | SEAGATE HDD CAYMAN COMPANY GUAR 06/28 3.5                              | CUSIP: 81180WBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      35000 | PA      | $62947.50     | 0.04%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc.                               | SEDGWICK CLAIMS MGMT SRVCS INC 2023 TERM LOAN B                        | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     191571 | PA      | $192170.13    | 0.14%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                                                    | SEMTECH CORP COMPANY GUAR 11/27 1.625                                  | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      18000 | PA      | $25882.84     | 0.02%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc.                                                   | SHIFT4 PAYMENTS INC SR UNSECURED 08/27 0.5                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26750.00     | 0.02%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75            | SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20771.38     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                          | SMYRNA READY MIX CONCRETE LLC SR SECURED 144A 11/31 8.875              | CUSIP: 83283WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $62907.41     | 0.04%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                              | SNAP INC SR UNSECURED 03/28 0.125                                      | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     470000 | PA      | $407490.00    | 0.29%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc.                                                         | SNOWFLAKE INC SR UNSECURED 144A 10/29 0.0000                           | CUSIP: 833445AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43000 | PA      | $66908.00     | 0.05%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25                           | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20100.00     | 0.01%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                                       | SPOTIFY USA INC COMPANY GUAR 03/26 0.00000                             | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $53021.50     | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                             | BLOCK INC SR UNSECURED 11/27 0.25                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      75000 | PA      | $66937.50     | 0.05%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Staples Inc.                                                           | STAPLES INC SR SECURED 144A 09/29 10.75                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      43000 | PA      | $40696.28     | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                       | STAR PARENT INC SR SECURED 144A 10/30 9                                | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31554.56     | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| START II LTD STARR 2019 1 A 144A                                       | START II LTD STARR 2019 1 A 144A                                       | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      91685 | PA      | $90769.33     | 0.06%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Stem Inc.                                                              | STEM INC SR UNSECURED 144A 12/28 0.5                                   | CUSIP: 85859NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $32737.50     | 0.02%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                             | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      69650 | PA      | $70826.92     | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                      | SUNNOVA ENERGY INTERNATIONAL I SR UNSECURED 12/26 0.25                 | CUSIP: 86745KAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $975.00       | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                      | SUNNOVA ENERGY INTERNATIONAL I SR UNSECURED 02/28 2.625                | CUSIP: 86745KAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $125.00       | 0.00%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                              | SUNOCO LP COMPANY GUAR 144A 05/29 7                                    | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20827.66     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                              | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                                 | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10166.99     | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc.                                                            | SUNRUN INC SR UNSECURED 03/30 4                                        | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |      90000 | PA      | $59535.00     | 0.04%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                            | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $49321.14     | 0.04%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc.                                                    | TELADOC HEALTH INC SR UNSECURED 06/27 1.25                             | CUSIP: 87918AAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     242000 | PA      | $222592.41    | 0.16%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                      | TELUS CORP JR SUBORDINA 10/55 VAR                                      | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      97000 | PA      | $97649.03     | 0.07%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                           | TENET HEALTHCARE CORP SR SECURED 05/31 6.75                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25864.73     | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169                | TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |      50000 | PA      | $50505.26     | 0.04%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| 3D Systems Corporation                                                 | 3D SYSTEMS CORP SR UNSECURED 11/26 0.00000                             | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |      18000 | PA      | $15710.42     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                          | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR                       | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     228000 | PA      | $227795.78    | 0.16%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                      | TRANSCANADA TRUST COMPANY GUAR 08/76 VAR                               | CUSIP: 89356BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      41000 | PA      | $41064.64     | 0.03%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                      | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                               | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     144000 | PA      | $139875.73    | 0.10%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                         | TRANSDIGM INC. 2023 TERM LOAN J                                        | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     163433 | PA      | $163710.96    | 0.12%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                        | TRANSOCEAN INC SR SECURED 144A 02/30 8.75                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205668.80    | 0.15%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Limited                                                 | TRIP.COM GROUP LTD SR UNSECURED 06/29 0.75                             | CUSIP: 89677QAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      25000 | PA      | $27737.50     | 0.02%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A                          | TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A                          | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99424.41     | 0.07%             | 2042-09-18      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                          | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75                     | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      30000 | PA      | $31150.89     | 0.02%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45968 | PA      | $45958.09     | 0.03%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                               | UKG INC 2024 TERM LOAN B                                               | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99000 | PA      | $99348.48     | 0.07%             | 2031-02-10      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                | TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25                         | CUSIP: 902252AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $24580.00     | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                           | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $231282.20    | 0.16%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 08/32 7.5                                | CUSIP: AL1453656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1925000000 | PA      | $124270.22    | 0.09%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 06/32 7                                            | COLOMBIAN TES BONDS 06/32 7                                            | CUSIP: AM1281642<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  495200000 | PA      | $92899.82     | 0.07%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 11/28 5                                        | ICELAND RIKISBREF BONDS 11/28 5                                        | CUSIP: AM2164920<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |  226700000 | PA      | $1739757.94   | 1.24%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES SR UNSECURED 02/37 3.75                                  | COLOMBIAN TES SR UNSECURED 02/37 3.75                                  | CUSIP: AX5504979<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 6876041634 | PA      | $1314076.74   | 0.93%             | 2037-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 08/34 5.4                            | CUSIP: AZ1761248<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     114000 | PA      | $30321.21     | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/35 7.5                                | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  250000000 | PA      | $16257.12     | 0.01%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 07/34 3.828                             | CUSIP: AZ4602308<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     560000 | PA      | $135998.91    | 0.10%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/35 1.6                        | CUSIP: AZ8301691<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     917000 | PA      | $28107.28     | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Safran                                                                 | SAFRAN SA COMMON STOCK EUR.2                                           | CUSIP: B0591N904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |         47 | NS      | $15244.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                  | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625           | CUSIP: BJ0850450<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     520000 | PA      | $533395.63    | 0.38%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                       | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                       | CUSIP: BK4327957<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    1468000 | PA      | $582233.50    | 0.41%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75                 | CUSIP: BK4676346<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    5105000 | PA      | $1822386.32   | 1.30%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                | STMICROELECTRONICS NV SR UNSECURED REGS 08/27 0.0000                   | CUSIP: BK6867067<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     400000 | PA      | $396903.93    | 0.28%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585                      | CUSIP: BK8156469<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3611000 | PA      | $110854.60    | 0.08%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/31 6.5                                | CUSIP: BK8407086<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  742000000 | PA      | $45665.61     | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                   | CELLNEX TELECOM SA SR UNSECURED REGS 11/31 0.75                        | CUSIP: BM3171360<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     500000 | PA      | $524821.22    | 0.37%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                       | SOCIETE GENERALE SA JR SUBORDINA REGS 12/99 VAR                        | CUSIP: BM4480018<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $182955.74    | 0.13%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/50 3.25                      | CUSIP: BM6017107<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |     200000 | PA      | $126715.00    | 0.09%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Accor                                                                  | ACCOR SA SR UNSECURED REGS 12/27 0.7                                   | CUSIP: BM8244261<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      80000 | PA      | $52118.97     | 0.04%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                  | YUZHOU GROUP HOLDINGS CO LTD SR SECURED REGS 01/27 6.35                | CUSIP: BN2966594<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $14212.00     | 0.01%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                         | CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375               | CUSIP: BN3253588<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     260000 | PA      | $23400.00     | 0.02%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                               | HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                               | CUSIP: BN4274674<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   34120000 | PA      | $69807.02     | 0.05%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/36 6.25                                         | COLOMBIAN TES BONDS 07/36 6.25                                         | CUSIP: BN5058530<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  499700000 | PA      | $78927.30     | 0.06%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125                  | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125                  | CUSIP: BN7082231<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    1107051 | PA      | $910251.65    | 0.65%             | 2051-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                  | CUSIP: BN9945377<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   42940000 | PA      | $3683311.06   | 2.62%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SERBIA INTERNATIONAL BOND SR UNSECURED REGS 03/33 1.65                 | SERBIA INTERNATIONAL BOND SR UNSECURED REGS 03/33 1.65                 | CUSIP: BO2494579<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     100000 | PA      | $96766.64     | 0.07%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                         | CUSIP: BP9867766<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     614000 | PA      | $137397.76    | 0.10%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 03/31 7                                            | COLOMBIAN TES BONDS 03/31 7                                            | CUSIP: BQ2333632<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  104300000 | PA      | $20610.71     | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/42 7.125                              | CUSIP: BQ3773885<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  271000000 | PA      | $16871.45     | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Valeo                                                                  | VALEO SE SR UNSECURED REGS 08/28 1                                     | CUSIP: BQ6920418<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $543250.32    | 0.39%             | 2028-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/32 0.25                 | CUSIP: BR1263051<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1400000 | PA      | $976722.54    | 0.69%             | 2032-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95                 | CUSIP: BR1344414<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     460000 | PA      | $16907.28     | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/51 2.75                       | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/51 2.75                       | CUSIP: BR2219516<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    1475000 | PA      | $591989.14    | 0.42%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 07/29 4.85                               | ROMANIA GOVERNMENT BOND BONDS 07/29 4.85                               | CUSIP: BS2021845<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     335000 | PA      | $70928.20     | 0.05%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                                       | ANA HOLDINGS INC SR UNSECURED REGS 12/31 0.0000                        | CUSIP: BS6427592<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $76299.43     | 0.05%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/31 6               | CUSIP: BS7653915<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |   12600000 | PA      | $141537.28    | 0.10%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                          | CUSIP: BT2749815<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     482000 | PA      | $75411.43     | 0.05%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582                             | CUSIP: BT4584806<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     314000 | PA      | $75354.50     | 0.05%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75                         | CUSIP: BT4925082<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     224000 | PA      | $61321.44     | 0.04%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 05/42 9.25                                         | COLOMBIAN TES BONDS 05/42 9.25                                         | CUSIP: BT5050872<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 1189800000 | PA      | $223052.67    | 0.16%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                  | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    5120000 | PA      | $230007.86    | 0.16%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 02/42 4.5                                      | ICELAND RIKISBREF BONDS 02/42 4.5                                      | CUSIP: BU9357890<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   24335000 | PA      | $153974.84    | 0.11%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                | ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                | CUSIP: BV1224013<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     145000 | PA      | $32381.58     | 0.02%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica S.A.B. de C.V.                                    | Sitios Latinoamerica SAB de CV COMPANY GUAR REGS 04/32 5.375           | CUSIP: BV6389407<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $197160.20    | 0.14%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696                             | CUSIP: BV8949489<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     139000 | PA      | $36799.73     | 0.03%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 03/34 8.375                              | CUSIP: EJ7740016<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  104000000 | PA      | $7109.29      | 0.01%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/34 7.75                                  | MEXICAN BONOS SR UNSECURED 11/34 7.75                                  | CUSIP: EK1693424<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     904500 | PA      | $43941.60     | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                          | BREAD FINANCIAL HOLDINGS INC SUBORDINATED 144A 06/35 VAR               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44302.41     | 0.03%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                             | ALLIANT ENERGY CORP SR UNSECURED 144A 05/28 3.25                       | CUSIP: 018802AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24875.00     | 0.02%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375            | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375            | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $41232.56     | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                            | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875                | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14000 | PA      | $14625.69     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625           | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625           | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $56806.75     | 0.04%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                                           | APELLIS PHARMACEUTICALS INC SR UNSECURED 09/26 3.5                     | CUSIP: 03753UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $58680.00     | 0.04%             | 2026-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL E ARCLO 2021 FL3 B 144A                   | ARBOR REALTY COMMERCIAL REAL E ARCLO 2021 FL3 B 144A                   | CUSIP: 03880KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110000 | PA      | $109926.51    | 0.08%             | 2034-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                            | ARES MANAGEMENT CORP PREFERRED STOCK 10/27 6.75                        | CUSIP: 03990B309<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        925 | NS      | $49025.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125             | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125             | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25989.78     | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                         | BANDWIDTH INC SR UNSECURED 03/26 0.25                                  | CUSIP: 05988JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $38694.86     | 0.03%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15 BANK 2018 BN15 B                                       | BANK 2018-BNK15 BANK 2018 BN15 B                                       | CUSIP: 06036FBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $47610.26     | 0.03%             | 2061-11-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                            | BANK OF AMERICA CORP PREFERRED STOCK 7.25                              | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         52 | NS      | $63076.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C20 BBCMS 2023 C20 AS                        | BBCMS MORTGAGE TRUST 2023-C20 BBCMS 2023 C20 AS                        | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15555.44     | 0.01%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                         | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                         | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $55691.83     | 0.04%             | 2062-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B5 MORTGAGE TRU BMARK 2018 B5 C                         | BENCHMARK 2018-B5 MORTGAGE TRU BMARK 2018 B5 C                         | CUSIP: 08160BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $77606.85     | 0.06%             | 2051-07-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                       | BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                       | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $53997.77     | 0.04%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                        | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                        | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22652 | PA      | $22091.10     | 0.02%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                        | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                        | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35000 | PA      | $33432.65     | 0.02%             | 2047-02-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                        | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 D 144A                   | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26393 | PA      | $25337.56     | 0.02%             | 2047-08-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corporation                                          | CHAMP ACQUISITION CORP SR SECURED 144A 12/31 8.375                     | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $42505.08     | 0.03%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-28158.43    | -0.02%            |  |  |  | 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      | $-387538.80   | -0.28%            |  |  |  | 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      | $-11816.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2222.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KZT/BOUGHT USD                                                    | SOLD KZT/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $-137.35      | -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      | $-143454.15   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SEK/BOUGHT USD                                                    | SOLD SEK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-19880.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-624.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-837.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-17283.94    | -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      | $571.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 22 AZ                                       | FANNIE MAE REMICS FNR 2025 22 AZ                                       | CUSIP: 3136BVNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182239 | PA      | $170215.42    | 0.12%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 44 ZA                                       | FANNIE MAE REMICS FNR 2025 44 ZA                                       | CUSIP: 3136BWCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180750 | PA      | $163196.63    | 0.12%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4446 BI                                         | FREDDIE MAC REMICS FHR 4446 BI                                         | CUSIP: 3137BHAD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62496 | PA      | $11816.06     | 0.01%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                     | FREDDIE MAC STRIPS FHS 400 C4                                          | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126315 | PA      | $22405.95     | 0.02%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                 | FIRST BRANDS GROUP LLC 2022 INCREMENTAL TERM LOAN                      | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99187 | PA      | $93380.38     | 0.07%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                         | FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625                            | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15954.29     | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                         | FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625                            | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6872.77      | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                                             | FIVE9 INC SR UNSECURED 03/29 1                                         | CUSIP: 338307AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $191730.00    | 0.14%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                              | FLYNN RESTAURANT GROUP LP 2025 INCREMENTAL TERM LOAN                   | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99750 | PA      | $99500.63     | 0.07%             | 2032-01-28      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                           | FORTRESS INTERMEDIATE 3 INC 2025 TERM LOAN B                           | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145756 | PA      | $145937.79    | 0.10%             | 2031-06-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                           | FORTRESS INTERMEDIATE 3 INC SR SECURED 144A 06/31 7.5                  | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31428.51     | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn10                                            | FREDDIE MAC MSCR TRUST MN10 MSCR 2025 MN10 M1 144A                     | CUSIP: 35563UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98933 | PA      | $97944.70     | 0.07%             | 2045-02-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                           | MH SUB I LLC 2023 TERM LOAN                                            | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57617 | PA      | $53998.38     | 0.04%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                           | MH SUB I LLC 2024 TERM LOAN B4                                         | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      38996 | PA      | $33796.48     | 0.02%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                      | INTEL CORP SR UNSECURED 02/54 5.6                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     102000 | PA      | $93575.01     | 0.07%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                  | INTESA SANPAOLO SPA 144A 11/53 7.8                                     | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $233921.09    | 0.17%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                        | LCM INVESTMENTS HOLDINGS II LL SR UNSECURED 144A 08/31 8.25            | CUSIP: 50190EAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $21263.66     | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                          | LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875                            | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $20998.62     | 0.01%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                          | LFS TOPCO LLC SR UNSECURED 144A 07/30 8.75                             | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     156000 | PA      | $153457.00    | 0.11%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                    | MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B                        | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      91449 | PA      | $91493.68     | 0.07%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc.                                             | MERIT MEDICAL SYSTEMS INC SR UNSECURED 144A 02/29 3                    | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      19000 | PA      | $23745.67     | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                           | METLIFE INC JR SUBORDINA 08/69 10.75                                   | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      63000 | PA      | $84258.41     | 0.06%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                            | MICHAELS COMPANIES INC. 2021 TERM LOAN B                               | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     124800 | PA      | $104337.79    | 0.07%             | 2028-04-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Incorporated                                             | MICROSTRATEGY INC SR UNSECURED 144A 03/30 0.0000                       | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      48000 | PA      | $56225.59     | 0.04%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | CUSIP: EI2585962<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1345000 | PA      | $69962.30     | 0.05%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 09/30 2.5                  | CUSIP: EI4051146<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1350000 | PA      | $1376557.35   | 0.98%             | 2030-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/27 7                                  | CUSIP: EI8133205<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1364000000 | PA      | $84962.08     | 0.06%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/42 7.75                                  | MEXICAN BONOS SR UNSECURED 11/42 7.75                                  | CUSIP: EJ1291206<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3827400 | PA      | $168954.69    | 0.12%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                 | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 09/42 6.75              | CUSIP: EJ3632746<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $186749.98    | 0.13%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                   | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                   | CUSIP: EJ3730565<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     913380 | PA      | $769498.23    | 0.55%             | 2052-03-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Limited                                  | OOREDOO INTERNATIONAL FINANCE COMPANY GUAR REGS 01/43 4.5              | CUSIP: EJ5291525<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     200000 | PA      | $176132.00    | 0.13%             | 2043-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                           | BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                           | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15000000 | PA      | $17245.67     | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES SR UNSECURED 04/35 4.75                                  | COLOMBIAN TES SR UNSECURED 04/35 4.75                                  | CUSIP: JV7634985<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 6364308852 | PA      | $1369932.96   | 0.97%             | 2035-04-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 06/46 2.875                             | CUSIP: LW4217821<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     775000 | PA      | $26466.09     | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/27 2.5                          | REPUBLIC OF POLAND GOVERNMENT BONDS 07/27 2.5                          | CUSIP: QZ7524254<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     131000 | PA      | $34909.71     | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/35 6                    | CUSIP: YN1820391<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     618000 | PA      | $179395.87    | 0.13%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625                | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625                | CUSIP: ZL9255643<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     627000 | PA      | $36995.24     | 0.03%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                        | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 04/33 7                    | CUSIP: ZL9360419<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   15000000 | PA      | $178768.85    | 0.13%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3                  | CUSIP: ZM8878765<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   15870000 | PA      | $1488831.81   | 1.06%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                            | REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                            | CUSIP: ZN9554595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     384000 | PA      | $111053.16    | 0.08%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                    | BOUGHT UYU/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $956.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $55982.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-8836.91     | -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      | $352.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $1026.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $912.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $1692.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                    | SOLD EGP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-50.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $3121.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-4671.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KZT/BOUGHT USD                                                    | SOLD KZT/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $441.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-121.79      | -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      | $-323.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $47132.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-8725.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ILS/BOUGHT USD                                                    | SOLD ILS/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-11967.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-407.64      | -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      | $-194.32      | -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      | $-4264.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $11842.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $564.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $4449.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $88.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                    | BOUGHT KRW/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $121.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                         | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/29 4.125             | CUSIP: 76169XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $302870.00    | 0.22%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc.                                                       | RINGCENTRAL INC SR UNSECURED 03/26 0.00000                             | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67130.00     | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                   | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                            | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $17523.69     | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                           | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75              | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31310.07     | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                   | ROYAL BANK OF CANADA JR SUBORDINA 08/85 VAR                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $200148.00    | 0.14%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                    | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                        | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |   20548702 | NS      | $20548702.10  | 14.61%            |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                                      | SM ENERGY CO SR UNSECURED 144A 08/29 6.75                              | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29889.71     | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                                | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375                         | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $87956.35     | 0.06%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| USI Inc.                                                               | USI INC 2024 TERM LOAN D                                               | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     196301 | PA      | $195902.26    | 0.14%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                 | UBER TECHNOLOGIES INC SR UNSECURED 12/28 0.875                         | CUSIP: 90353TAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $164047.50    | 0.12%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc.                                                      | UNDER ARMOUR INC COMPANY GUAR 144A 07/30 7.25                          | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20254.11     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375                               | ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375                               | CUSIP: 904ESCAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $11890.00     | 0.01%             | 2028-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 09/69 6.25                 | CUSIP: 911684702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1029 | NS      | $24315.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 03/70 5.5                  | CUSIP: 911684801<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1997 | NS      | $40978.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 06/70 5.5                  | CUSIP: 911684884<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2199 | NS      | $45101.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/42 0.75                              | UNITED STATES TREASURY INFLATI 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2981055 | PA      | $2314222.51   | 1.65%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/52 0.125                             | UNITED STATES TREASURY INFLATI 02/52 0.125                             | CUSIP: 912810TE8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     933339 | PA      | $497902.33    | 0.35%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 11/53 4.75                              | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1540000 | PA      | $1526043.75   | 1.08%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 02/54 4.25                              | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     975000 | PA      | $889382.81    | 0.63%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/55 2.375                             | UNITED STATES TREASURY INFLATI 02/55 2.375                             | CUSIP: 912810UH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1865314 | PA      | $1802329.03   | 1.28%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                        | UNITEDHEALTH GROUP INC SR UNSECURED 02/38 6.875                        | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $90942.36     | 0.06%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc.                                                    | UNITY SOFTWARE INC SR UNSECURED 144A 03/30 0.0000                      | CUSIP: 91332UAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      93000 | PA      | $94813.50     | 0.07%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL1 LLC VCAT 2025 NPL1 A1 144A                              | VCAT 2025-NPL1 LLC VCAT 2025 NPL1 A1 144A                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84700 | PA      | $84864.33     | 0.06%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                             | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8                   | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $139886.92    | 0.10%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                      | VENTAS REALTY LP COMPANY GUAR 06/26 3.75                               | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $23910.00     | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc.                                                    | VERINT SYSTEMS INC SR UNSECURED 04/26 0.25                             | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66955.00     | 0.05%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 M1 144A                    | VERUS SECURITIZATION TRUST 202 VERUS 2020 5 M1 144A                    | CUSIP: 92538CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $90949.35     | 0.06%             | 2065-05-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                      | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                    | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55003 | PA      | $47282.33     | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-1                                      | VERUS SECURITIZATION TRUST 202 VERUS 2025 1 A3 144A                    | CUSIP: 92540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95040 | PA      | $95541.24     | 0.07%             | 2070-01-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc.                                            | VISHAY INTERTECHNOLOGY INC SR UNSECURED 09/30 2.25                     | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62650.00     | 0.04%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375           | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      32000 | PA      | $29999.36     | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5             | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5             | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      20000 | PA      | $20555.85     | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VOLT CII LLC VOLT 2021 NP11 A1 144A                                    | VOLT CII LLC VOLT 2021 NP11 A1 144A                                    | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57091 | PA      | $57002.84     | 0.04%             | 2051-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                  | WEC ENERGY GROUP INC SR UNSECURED 06/29 4.375                          | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      40000 | PA      | $46060.00     | 0.03%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                  | WEC ENERGY GROUP INC SR UNSECURED 144A 06/28 3.375                     | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20030.00     | 0.01%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                | WELLS FARGO and CO JR SUBORDINA 12/99 VAR                              | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38600.28     | 0.03%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                       | WELLTOWER OP LLC COMPANY GUAR 144A 05/28 2.75                          | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      40000 | PA      | $65120.00     | 0.05%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                            | WESTERN DIGITAL CORP COMPANY GUAR 11/28 3                              | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      20000 | PA      | $35900.00     | 0.03%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                   | WESTLAKE CORP SR UNSECURED 08/41 2.875                                 | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     150000 | PA      | $100873.85    | 0.07%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IV                                      | WILLIS ENGINE STRUCTURED TRUST WESTF 2018 A A 144A                     | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     143555 | PA      | $142578.56    | 0.10%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                               | WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5                     | CUSIP: 97360AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $37506.96     | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                               | WINDSOR HOLDINGS III LLC 2025 USD TERM LOAN B                          | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     113000 | PA      | $112972.15    | 0.08%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| WW International Inc.                                                  | WW INTERNATIONAL INC SR SECURED 144A 04/29 4.5                         | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |     220000 | PA      | $72875.00     | 0.05%             | 2029-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                              | ZTO EXPRESS CAYMAN INC SR UNSECURED 09/27 1.5                          | CUSIP: 98980AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      40000 | PA      | $39720.00     | 0.03%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | CUSIP: 989RJPII3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    4785000 | PA      | $248899.34    | 0.18%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                                    | UNIFIN FINANCIERA SAB DE CV COMMON STOCK                               | CUSIP: ACI0CQ8G1<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |      27653 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75                 | CUSIP: ACI1X98N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1470000 | PA      | $60887.54     | 0.04%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                       | DEUTSCHE BANK AG JR SUBORDINA REGS 04/27 VAR                           | CUSIP: ACI21VDV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $229408.24    | 0.16%             | 2026-11-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE 0925                                                  | EURO-BOBL FUTURE 0925                                                  | CUSIP: ADI2TGYP0<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          6 | NC      | $-3232.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euro-BTP Future Jun 17 0925                                            | Euro-BTP Future Jun 17 0925                                            | CUSIP: ADI2VGS90<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         56 | NC      | $-12076.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-OAT FUTURE 0925                                                   | EURO-OAT FUTURE 0925                                                   | CUSIP: ADI2VGSX7<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         38 | NC      | $32759.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0925                                                   | EURO-SCHATZ FUT 0925                                                   | CUSIP: ADI2VGT08<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          1 | NC      | $46.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0925                                                  | US 10YR NOTE CBT 0925                                                  | CUSIP: ADI2VWVH3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         91 | NC      | $150902.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0925                                                   | US LONG BONDCBT 0925                                                   | CUSIP: ADI2VWY64<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          7 | NC      | $-25682.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0925                                                 | CAN 10YR BOND FUT 0925                                                 | CUSIP: ADI2VWYP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         56 | NC      | $34817.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0925                                                 | US 10YR ULTRA FUT 0925                                                 | CUSIP: ADI2VX3V1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          3 | NC      | $1458.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0925                                                  | LONG GILT FUTURE 0925                                                  | CUSIP: ADI2W1VB3<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          5 | NC      | $419.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0925                                                   | US 2YR NOTE CBT 0925                                                   | CUSIP: ADI2W3V11<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         10 | NC      | $-23.38       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO BUXL 30Y BND 0925                                                 | EURO BUXL 30Y BND 0925                                                 | CUSIP: ADI2WX449<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          4 | NC      | $15309.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA 10YR BND FU 0925                                                 | KOREA 10YR BND FU 0925                                                 | CUSIP: ADI2XTPW2<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         22 | NC      | $-6430.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 03/35 2                           | BONOS DE LA TESORERIA DE LA RE BONDS 03/35 2                           | CUSIP: AF1683479<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  117801210 | PA      | $120364.92    | 0.09%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/36 8.25                               | CUSIP: AF1743877<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1865000000 | PA      | $127578.20    | 0.09%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                    | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                    | CUSIP: AM6596531<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    2860000 | PA      | $2112673.83   | 1.50%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                    | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                    | CUSIP: AP5145606<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1550000 | PA      | $63170.05     | 0.04%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                          | CUSIP: AQ6084745<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   36937000 | PA      | $6237893.86   | 4.43%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3                                  | HUNGARY GOVERNMENT BOND BONDS 10/38 3                                  | CUSIP: AR0226704<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   14360000 | PA      | $27569.59     | 0.02%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 11/33 4.642                             | CUSIP: AS4638860<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     269000 | PA      | $69070.50     | 0.05%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 06/38 4.893                             | CUSIP: AS9547660<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     450000 | PA      | $119542.15    | 0.08%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7           | BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7           | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   55000000 | PA      | $58074.33     | 0.04%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 12/28 2.875                             | CUSIP: AT4545436<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3746000 | PA      | $120853.51    | 0.09%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/29 5                                  | ROMANIA GOVERNMENT BOND BONDS 02/29 5                                  | CUSIP: AU3524892<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      95000 | PA      | $20408.83     | 0.01%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1                  | CUSIP: AX3516264<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   18155000 | PA      | $1673894.69   | 1.19%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                   | JYSKE REALKREDIT A/S COVERED REGS 10/50 1                              | CUSIP: AX8961184<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.17         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                   | JYSKE REALKREDIT A/S COVERED 10/50 1                                   | CUSIP: AZ0551053<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.14         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6               | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6               | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $48609.46     | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5             | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15642.30     | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75              | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10141.73     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                             | ADIENT GLOBAL HOLDINGS LTD COMPANY GUAR 144A 02/33 7.5                 | CUSIP: 00687YAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      11000 | PA      | $11248.61     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                 | COMPASS GROUP DIVERSIFIED HOLD COMPANY GUAR 144A 04/29 5.25            | CUSIP: 20451RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $67320.29     | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                         | CONCENTRA HEALTH SERVICES INC COMPANY GUAR 144A 07/32 6.875            | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10353.64     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A                    | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $37220.40     | 0.03%             | 2043-04-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A                    | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30000 | PA      | $30150.58     | 0.02%             | 2044-05-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     180000 | PA      | $180178.81    | 0.13%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     600000 | PA      | $608401.44    | 0.43%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     750000 | PA      | $-760501.80   | -0.54%            | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                               | COUGAR JV SUBSIDIARY LLC SR UNSECURED 144A 05/32 8                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $43700.96     | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1775.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $-566.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-256.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                    | BOUGHT NGN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $123.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $501.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                    | SOLD EGP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-391.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                    | SOLD THB/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-9364.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1005.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $2555.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc.                                                           | DROPBOX INC SR UNSECURED 03/28 0.00000                                 | CUSIP: 26210CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      37000 | PA      | $37481.00     | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                                      | EMRLD BORROWER LP TERM LOAN B                                          | CUSIP: 26872NAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      73566 | PA      | $73464.06     | 0.05%             | 2030-05-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                        | EQT CORP SR UNSECURED 144A 01/31 4.75                                  | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24606.85     | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                   | ECHOSTAR CORP SR SECURED 11/30 6.75                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      36742 | PA      | $33531.86     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/53 FIXED 4                                    | GINNIE MAE II POOL G2 05/53 FIXED 4                                    | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     497655 | PA      | $464441.07    | 0.33%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 4                                    | GINNIE MAE II POOL G2 11/52 FIXED 4                                    | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     626597 | PA      | $584826.74    | 0.42%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 4.5                                  | GINNIE MAE II POOL G2 11/52 FIXED 4.5                                  | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     565548 | PA      | $546188.78    | 0.39%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/55 FIXED 6                                    | GINNIE MAE II POOL G2 04/55 FIXED 6                                    | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     746057 | PA      | $757097.86    | 0.54%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies Inc.                                          | GREENBRIER COS INC/THE SR UNSECURED 04/28 2.875                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      19000 | PA      | $20164.70     | 0.01%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                   | GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                   | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99249.89     | 0.07%             | 2039-07-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc.                                                | GUIDEWIRE SOFTWARE INC SR UNSECURED 144A 11/29 1.25                    | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      40000 | PA      | $47160.00     | 0.03%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                      | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                               | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202311.20    | 0.14%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL1 TRUST PRET 2025 RPL1 A1 144A                            | PRET 2025-RPL1 TRUST PRET 2025 RPL1 A1 144A                            | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95425 | PA      | $92341.31     | 0.07%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                            | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 01/33 6.15                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87546.13     | 0.06%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                            | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 06/33 6.4                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      85000 | PA      | $88851.52     | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                            | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 10/54 5.9                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $81598.10     | 0.06%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corporation                                             | REPAY HOLDINGS CORP SR UNSECURED 144A 07/29 2.875                      | CUSIP: 76029LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $57715.00     | 0.04%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                  | URUGUAY GOVERNMENT INTERNATION SR UNSECURED 07/33 9.75                 | CUSIP: 760942BF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    2502000 | PA      | $65870.33     | 0.05%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                 | SEMPRA PREFERRED STOCK 07/79 5.75                                      | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        537 | NS      | $11035.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc.                                                       | SHAKE SHACK INC SR UNSECURED 03/28 0.00000                             | CUSIP: 819047AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $16021.88     | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUNAR 2021-1 STRUCTURED AIRCRA SOLRR 2021 1 A 144A                     | LUNAR 2021-1 STRUCTURED AIRCRA SOLRR 2021 1 A 144A                     | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     177349 | PA      | $165240.98    | 0.12%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                        | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 144A 03/55 VAR             | CUSIP: 836720AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      38000 | PA      | $39449.97     | 0.03%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE PREFERRED STOCK 03/85 6.5                              | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       3306 | NS      | $84898.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE SR UNSECURED 06/27 4.5                                 | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      35000 | PA      | $38500.39     | 0.03%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synaptics Incorporated                                                 | SYNAPTICS INC SR UNSECURED 144A 12/31 0.75                             | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      28000 | PA      | $26387.89     | 0.02%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                    | SYNCHRONY FINANCIAL PREFERRED STOCK VAR                                | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       2859 | NS      | $71017.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYMPHONY CLO XXII LTD SYMP 2020 22A CR 144A                            | SYMPHONY CLO XXII LTD SYMP 2020 22A CR 144A                            | CUSIP: 87167GCP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250020.50    | 0.18%             | 2033-04-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                  | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                          | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     161000 | PA      | $164374.51    | 0.12%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/36 10                                           | MEXICAN BONOS BONDS 11/36 10                                           | CUSIP: B1GCCFII9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     217100 | PA      | $12139.41     | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | 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        |   37180000 | PA      | $3300115.38   | 2.35%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2                  | CUSIP: BG1229221<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    3810000 | PA      | $157325.69    | 0.11%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Smart Insight International Limited                                    | SMART INSIGHT INTERNATIONAL LT SR SECURED REGS 12/23 4.5               | CUSIP: BGKT2PII3<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    2000000 | PA      | $18259.15     | 0.01%             | 2023-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75                 | CUSIP: BO7153865<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1870000 | PA      | $77455.58     | 0.06%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 12/31 2                          | CUSIP: BP2211780<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    4996000 | PA      | $158359.44    | 0.11%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                          | GLP PTE LTD SUBORDINATED REGS 12/99 VAR                                | CUSIP: BP4634864<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     200000 | PA      | $104700.31    | 0.07%             | 2026-05-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings S.A.                                        | PIRAEUS FINANCIAL HOLDINGS SA JR SUBORDINA REGS 12/99 VAR              | CUSIP: BP9634307<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $244383.76    | 0.17%             | 2026-06-16      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 07/53 8                                            | MEXICAN BONOS BONDS 07/53 8                                            | CUSIP: BX4963407<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    9234300 | PA      | $404272.83    | 0.29%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 08/28 6.375                              | CUSIP: BY4236745<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1048000000 | PA      | $64786.68     | 0.05%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/33 7                                  | CUSIP: BY4236786<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 3333000000 | PA      | $209704.35    | 0.15%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/43 7.125                              | CUSIP: BY4236828<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  325000000 | PA      | $20231.46     | 0.01%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 10/34 6.9             | CUSIP: YU4754583<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    6600000 | PA      | $77803.96     | 0.06%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/44 4.25            | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/44 4.25            | CUSIP: YV4281148<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |      83000 | PA      | $99101.67     | 0.07%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                            | QIAGEN NV SR UNSECURED REGS 09/31 2.5                                  | CUSIP: YV5575746<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $212407.54    | 0.15%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/46 11.5                                         | COLOMBIAN TES BONDS 07/46 11.5                                         | CUSIP: YW3418426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 1629100000 | PA      | $360831.16    | 0.26%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                          | CUSIP: ZF1603256<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    3910000 | PA      | $593386.45    | 0.42%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 04/34 3                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 04/34 3                  | CUSIP: ZF8262429<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   27905000 | PA      | $2732508.24   | 1.94%             | 2034-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                  | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 12/31 2.875                 | CUSIP: ZG3958094<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     400000 | PA      | $374824.34    | 0.27%             | 2031-12-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CDS Anglo American plc R 500 20281220                                  | CDS Anglo American plc R 500 20281220                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     260000 | PA      | $44928.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.44 R 500 20300620                                        | CDS CDX.NA.HY.44 P 500 20300620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     299625 | PA      | $22501.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Anglo American plc R 500 20281220                                  | CDS Anglo American plc R 500 20281220                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     260000 | PA      | $44928.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Sub Financials Series 43 Version 1 P 100 20300620    | CDS iTraxx Europe Sub Financials Series 43 Version 1 P 100 20300620    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    1180000 | PA      | $581.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS People's Republic of China P 100 20300620                          | CDS People's Republic of China P 100 20300620                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CN        |     265000 | PA      | $-5933.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS People's Republic of China P 100 20300620                          | CDS People's Republic of China P 100 20300620                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CN        |    1830000 | PA      | $-40975.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     265000 | PA      | $-2669.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     795000 | PA      | $-8009.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     265000 | PA      | $-2669.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     280000 | PA      | $10694.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     560000 | PA      | $21389.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     280000 | PA      | $10694.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.34 20250618-20270618                                       | IRS NOK R 4.34 20250618-20270618                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   41500000 | PA      | $30972.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.80 20300918-20350918                                       | IRS CHF P 0.80 20300918-20350918                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    1150000 | PA      | $10183.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.89 20290919-20340919                                       | IRS CHF P 0.89 20290919-20340919                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |     840000 | PA      | $-3445.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 1.64 USD-CPI 20200215-20500215                                   | INF P 1.64 USD-CPI 20200215-20500215                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     210000 | PA      | $47969.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS DANSKE BANK A/S R 100 20291220                                     | CDS DANSKE BANK A/S R 100 20291220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DK        |     100000 | PA      | $164.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS LLOYDS BANKING GROUP PLC R 100 20300620                            | CDS LLOYDS BANKING GROUP PLC R 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |      15000 | PA      | $-35.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Abu Dhabi P 100 20300620                                           | CDS Abu Dhabi P 100 20300620                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | AE        |    2080000 | PA      | $-61270.35    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Barclays PLC P 100 20291220                                        | CDS Barclays PLC P 100 20291220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     100000 | PA      | $70.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.EM.42 P 100 20291220                                           | CDS CDX.EM.42 P 100 20291220                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    8325000 | PA      | $124818.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.IG.44 P 100 20300620                                        | CDS CDX.NA.IG.44 P 100 20300620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    1050000 | PA      | $-23253.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.44 P 500 20300620                                        | CDS CDX.NA.HY.44 P 500 20300620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     500000 | PA      | $-37550.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $5914.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $5914.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     555000 | PA      | $11936.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $5914.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $5914.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     280000 | PA      | $6022.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $5914.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $5914.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $5914.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Crossover Series 43 Version 1 P 500 20300620         | CDS iTraxx Europe Crossover Series 43 Version 1 P 500 20300620         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    2175000 | PA      | $-238834.90   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Senior Financials Series 43 Version 1 P 100 20300620 | CDS iTraxx Europe Senior Financials Series 43 Version 1 P 100 20300620 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    1870000 | PA      | $-42608.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Series 43 Version 1 P 100 20300620                   | CDS iTraxx Europe Series 43 Version 1 P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |     940000 | PA      | $-23663.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Malaysia P 100 20300620                                            | CDS Malaysia P 100 20300620                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MY        |    1570000 | PA      | $-38741.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $7175.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $7175.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $7175.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $7175.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     280000 | PA      | $7305.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     560000 | PA      | $14611.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     275000 | PA      | $7175.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     260000 | PA      | $-5483.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     260000 | PA      | $-5483.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     525000 | PA      | $-11071.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     265000 | PA      | $-5588.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     260000 | PA      | $-5483.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     260000 | PA      | $-5483.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     265000 | PA      | $-5588.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     285000 | PA      | $14829.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     285000 | PA      | $14829.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     285000 | PA      | $14829.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     285000 | PA      | $14829.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     285000 | PA      | $14829.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     285000 | PA      | $14829.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     265000 | PA      | $-2669.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     265000 | PA      | $-2669.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     265000 | PA      | $-2669.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     280000 | PA      | $10922.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     280000 | PA      | $10922.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     280000 | PA      | $10922.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     280000 | PA      | $10922.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     280000 | PA      | $10922.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     280000 | PA      | $10922.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     280000 | PA      | $10922.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     280000 | PA      | $10922.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     265000 | PA      | $-2136.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     265000 | PA      | $-2136.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     265000 | PA      | $-2136.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     265000 | PA      | $-2136.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     280000 | PA      | $10694.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     280000 | PA      | $10694.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     280000 | PA      | $10694.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     280000 | PA      | $10694.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     280000 | PA      | $10694.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS State of Qatar P 100 20300620                                      | CDS State of Qatar P 100 20300620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | QA        |    2855000 | PA      | $-85635.15    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS SOCIETE GENERALE P 100 20300620                                    | CDS SOCIETE GENERALE P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |      15000 | PA      | $116.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |    1615000 | PA      | $5100.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     270000 | PA      | $852.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     270000 | PA      | $852.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     270000 | PA      | $852.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     535000 | PA      | $-14023.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2900000 | PA      | $-114013.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1420000 | PA      | $-57244.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2780000 | PA      | $-74882.08    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2790000 | PA      | $-100107.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2780000 | PA      | $-101086.36   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20251220                                        | TRS P IBOXHY R 3M USD  20251220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2315000 | PA      | $-36746.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20251220                                        | TRS P IBOXHY R 3M USD  20251220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3845000 | PA      | $-63757.79    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXIG R 3M USD  20250920                                        | TRS P IBOXIG R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2145000 | PA      | $-52842.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXIG R 3M USD  20250920                                        | TRS P IBOXIG R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2140000 | PA      | $-37392.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20251220                                      | TRS P IBXXLLTR R 3M USD  20251220                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    6650000 | PA      | $-58207.45    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250920                                      | TRS P IBXXLLTR R 3M USD  20250920                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2810000 | PA      | $-75718.26    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS JPY R 2.03 20250917-20550917                                       | IRS JPY R 2.03 20250917-20550917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |  109330000 | PA      | $-33638.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.79 20291219-20341219                                       | IRS CHF P 0.79 20291219-20341219                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    1240000 | PA      | $5150.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.5725 20250618-20300618                                     | IRS CNY P 1.5725 20250618-20300618                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   21340000 | PA      | $-13106.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.753 20241218-20290918                                      | IRS CNY P 1.753 20240918-20290918                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   11025000 | PA      | $-17320.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.01 20241218-20290918                                       | IRS CNY P 2.01 20240918-20290918                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   23960000 | PA      | $-72632.36    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.3615 20241220-20280920                                     | IRS CNY P 2.3615 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   12025000 | PA      | $-47034.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4665 20241220-20280920                                     | IRS CNY R 2.4665 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   15265000 | PA      | $-66727.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4678 20241220-20280920                                     | IRS CNY R 2.4678 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9355000 | PA      | $-40946.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4 20241220-20280920                                        | IRS CNY P 2.4 20230920-20280920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   12020000 | PA      | $-49041.37    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 5.9519 20250319-20300319                                     | IRS INR P 5.9519 20250319-20300319                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  144590000 | PA      | $-17972.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS ILS P 4.34 20250917-20350917                                       | IRS ILS P 4.34 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IL        |     920000 | PA      | $-7174.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 6.033 20250319-20300319                                      | IRS INR P 6.033 20250319-20300319                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  227800000 | PA      | $-37022.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 6.0553 20250319-20300319                                     | IRS INR P 6.0553 20250319-20300319                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  141490000 | PA      | $-24482.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SEK P 2.59 20250917-20550917                                       | IRS SEK P 2.59 20250917-20550917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SE        |    6530000 | PA      | $3857.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS SGD P 2.06 20250917-20350917                                       | IRS SGD P 2.06 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SG        |     600000 | PA      | $-2857.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SGD P 2.41 20250618-20350618                                       | IRS SGD P 2.41 20250618-20350618                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SG        |    2120000 | PA      | $-66214.36    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.738 20250917-20350917                                      | IRS THB P 1.738 20250917-20350917                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |    9205000 | PA      | $-3550.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.77 20250917-20350917                                       | IRS THB P 1.77 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |    6135000 | PA      | $-2925.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.738 20250917-20350917                                      | IRS THB P 1.738 20250917-20350917                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   30025000 | PA      | $-11580.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS THB P 1.77 20250917-20350917                                       | IRS THB P 1.77 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | TH        |   20015000 | PA      | $-9543.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 3.70 20250303-20290531                                       | IRS USD P 3.70 20250303-20290531                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     450000 | PA      | $-5143.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 1.83 USD-CPI 20200215-20500215                                   | INF P 1.83 USD-CPI 20200215-20500215                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1700000 | PA      | $326427.51    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer