# EDGAR Filing Document

**Accession Number:** 0001087961
**File Stem:** 0001410368-26-064483
**Filing Date:** 2026-6
**Character Count:** 174633
**Document Hash:** 12bf5e5b72d67e607f441ea57df6d5d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064483.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064483

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING MASTER TRUST
- **CENTRAL INDEX KEY:** 0001087961

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09689
- **FILM NUMBER:** 261113673

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4255

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO MASTER TRUST
- **DATE OF NAME CHANGE:** 20021209

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO CORE TRUST
- **DATE OF NAME CHANGE:** 19990604

## Series and Classes Contracts Data

### Allspring Real Return Portfolio (Series ID: S000007549)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000020607 | Real Return Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ALLSPRING MASTER TRUST

- **b. Investment Company Act file number:** 811-09689

- **c. CIK number of Registrant:** 0001087961

- **d. LEI of Registrant:** 549300RK07I40T8DF120

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

  - **Street Address 1:** 1415 Vantage Park Drive

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28203

  - **Telephone number:** 833-568-4255

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

- **a. Name of Series:** Allspring Real Return Portfolio

- **b. EDGAR series identifier (if any):** S000007549

- **c. LEI of Series:** 54930082DLIF1PX1JB16

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**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:** $442077491.72

**Total Liabilities:** $627176.82

**Net Assets:** $441450314.90

**Amount of Assets Invested in Other Investment Companies:** $71662500.00

**Cash Not Reported:** $36538847.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -28.48000000 | **1-Year:** -156.78000000 | **5-Year:** -66.74000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -276.34000000 | **1-Year:** -2150.83000000 | **5-Year:** -1208.27000000 | **10-Year:** -34.37000000 | **30-Year:** -25.38000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020607 | 5.07%                | 6.55%                | 1.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $275379.29               | $9495758.02                                |
| Month 2  | $3916532.13              | $-15324156.13                              |
| Month 3  | $282269.14               | $10849485.54                               |

**Designated Index Information**

- **Index Name:** Real Return Portfolio blended benchmark

- **Index Identifier:** REAL_RTN_BMK

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                          | WESCO International Inc                                                          | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2633 | NS      | $919232.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-15915.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174143.57    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $6109.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $256348.19    | 0.06%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-26472.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4538763 | PA      | $4614456.37   | 1.05%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  1 | On Loan: No      |
| UL Solutions Inc                                 | UL Solutions Inc                                                                 | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      8700 | NS      | $787263.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                           | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114210.75    | 0.03%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Montage Gold Corp                                | Montage Gold Corp                                                                | CUSIP: 61178L101<br>LEI: 9845004C6BCE77ACA795 | Long             | EC               | CORP              | CA        |     12500 | NS      | $123495.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc     | Charles River Laboratories International Inc                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      5208 | NS      | $869579.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                    | Independence Realty Trust Inc                                                    | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     20251 | NS      | $330293.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME COPPER FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-22952.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252736.12    | 0.06%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                        | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2635 | NS      | $844649.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -34 | NC      | $47578.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                              | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      5663 | NS      | $656228.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |         1 | NC      | $8200.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184497.00    | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       102 | NC      | $-33590.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161139.86    | 0.04%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8251 | NS      | $1131294.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        53 | NC      | $367644.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177039.10    | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-88502.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    203339 | PA      | $115211.84    | 0.03%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1792018 | PA      | $1687712.83   | 0.38%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| Welltower Inc                                    | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      9667 | NS      | $2101025.78   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                  | Adapthealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $213033.88    | 0.05%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296418.96    | 0.07%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                      | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      7653 | NS      | $982798.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE                           | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239507.87    | 0.05%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                         | Okta Inc                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     12332 | NS      | $908251.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    220000 | PA      | $215408.69    | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $173807.99    | 0.04%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109798.73    | 0.02%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME COPPER FUTURE MAY26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        16 | NC      | $245854.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1181530 | PA      | $1155689.40   | 0.26%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62756.04     | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                              | Virtu Financial Inc                                                              | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     18010 | NS      | $894376.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |         1 | NC      | $40496.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORVIA SE                                        | Forvia SE                                                                        | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $136738.42    | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Snowline Gold Corp                               | Snowline Gold Corp                                                               | CUSIP: 83342V104<br>LEI: 529900VVFSE66NAIST38 | Long             | EC               | CORP              | CA        |     11000 | NS      | $116855.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $192711.20    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                           | Air Canada 2020-1 Class C Pass Through Trust                                     | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    475000 | PA      | $480323.61    | 0.11%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118738.31    | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414404.51    | 0.09%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IAMGOLD Corp                                     | IAMGOLD Corp                                                                     | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |     38000 | NS      | $639511.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1902645 | PA      | $1909290.81   | 0.43%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  1 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                    | VistaJet Malta Finance PLC 2025 Term Loan B                                      | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     68602 | PA      | $67927.99     | 0.02%             | 2031-04-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                               | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      6463 | NS      | $1632424.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                   | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1100 | NS      | $256718.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     10619 | NS      | $1563860.13   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVEST MIDSTREAM I LP                           | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317075.54    | 0.07%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24729.37     | 0.01%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29858.27     | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Four Corners Property Trust Inc                  | Four Corners Property Trust Inc                                                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     10275 | NS      | $262731.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM POWER OPERATIN                         | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282220.02    | 0.06%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111631.85    | 0.03%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                    | Interactive Brokers Group Inc                                                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     15087 | NS      | $1199416.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    125000 | PA      | $130392.00    | 0.03%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292617.25    | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    155000 | PA      | $161988.02    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $214681.39    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COTTON NO.2 FUTR JUL26                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       112 | NC      | $218647.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASDAQ 100 E-MINI JUN26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -4 | NC      | $-281099.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -41 | NC      | $78123.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102369.41    | 0.02%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $119806.43    | 0.03%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DPM Metals Inc                                   | DPM Metals Inc                                                                   | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     14000 | NS      | $470085.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       741 | NS      | $751766.73    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                            | Anglogold Ashanti Plc                                                            | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      6350 | NS      | $595185.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                   | Cloudflare Inc                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      3593 | NS      | $736457.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT JUL26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        14 | NC      | $316535.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                     | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1378 | NS      | $473301.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR JUN26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         8 | NC      | $-31864.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $262974.92    | 0.06%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8548 | NS      | $1201592.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225051.98    | 0.05%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $112379.30    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                    | Owens Corning                                                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      7990 | NS      | $985486.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296216.58    | 0.07%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1362155 | PA      | $1510945.18   | 0.34%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | SUGAR 11 (WORLD) JUL26                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -2 | NC      | $-2583.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |         1 | NC      | $-5301.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                             | Evolution Mining Ltd                                                             | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      8000 | NS      | $70729.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    295000 | PA      | $306716.23    | 0.07%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172762.16    | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COCOA FUTURE JUL26                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        97 | NC      | $189559.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                          | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9873.27      | 0.00%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |         1 | NC      | $9779.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-82840.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                           | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      4025 | NS      | $757545.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                         | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57873.81     | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     11700 | NS      | $742833.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                        | CubeSmart                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |      8457 | NS      | $342339.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                              | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      3950 | NS      | $504968.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       172 | NC      | $-501091.85   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                         | Alcon AG                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     14456 | NS      | $1082320.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107242.88    | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                        | Gates Industrial Corp PLC                                                        | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     44978 | NS      | $1151886.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1313508 | PA      | $1005114.20   | 0.23%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | S+P/TSX 60 IX FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |         8 | NC      | $94600.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4044 | NS      | $1220236.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR MAY26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        34 | NC      | $210573.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250185.50    | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                   | ALLSPRING GOVERNMENT MONEY MAR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 143823899 | NS      | $143823898.51 | 32.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11319 | NS      | $4355551.20   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                     | Somnigroup International Inc                                                     | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     11213 | NS      | $850618.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214217.83    | 0.05%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                         | Pan American Silver Corp                                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      1765 | NS      | $92359.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G Mining Ventures Corp                           | G Mining Ventures Corp                                                           | CUSIP: 36270K102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17900 | NS      | $620408.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                     | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     12988 | NS      | $1844555.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $7288.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71561.61     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                            | American Homes 4 Rent                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |     16621 | NS      | $529212.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166018.88    | 0.04%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $252962.50    | 0.06%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3641 | NS      | $938868.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                  | Baker Hughes Co                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19404 | NS      | $1351876.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-3179.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                              | Leidos Holdings Inc                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4449 | NS      | $663879.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                   | CBRE Group Inc                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      5361 | NS      | $765175.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                | Gaming and Leisure Properties Inc                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      6242 | NS      | $302487.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                           | TKO Group Holdings Inc                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3661 | NS      | $681275.49    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                              | Terreno Realty Corp                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      9703 | NS      | $632635.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2006740 | PA      | $1951846.87   | 0.44%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                         | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1940 | NS      | $1108419.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91682.01     | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $23667.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       306 | NC      | $-394199.01   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                        | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150475.83    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orla Mining Ltd                                  | Orla Mining Ltd                                                                  | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Long             | EC               | CORP              | CA        |     14700 | NS      | $192630.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                      | CDW Corp/DE                                                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      8116 | NS      | $1111161.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                             | Endeavour Mining PLC                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     11580 | NS      | $666829.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9268 | NS      | $3779305.04   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                           | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     95000 | PA      | $97204.48     | 0.02%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25835.85     | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    852219 | PA      | $886828.74    | 0.20%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE MAY26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-29292.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                               | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2847 | NS      | $935211.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         4 | NC      | $60157.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                              | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      7697 | NS      | $1406318.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $181768.86    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1895005 | PA      | $1006348.90   | 0.23%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-69464.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                          | Comfort Systems USA Inc                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       672 | NS      | $1236648.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc                                 | StandardAero Inc                                                                 | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40299 | NS      | $1001833.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE MAY26                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-1598.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $6632.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                  | Gold Fields Ltd                                                                  | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     12100 | NS      | $514008.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55459.25     | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                  | Federal Realty Investment Trust                                                  | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |      2721 | NS      | $301758.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204273.03    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                            | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $208537.80    | 0.05%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR JUN26                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         4 | NC      | $-18473.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102444.20    | 0.02%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                     | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     10500 | NS      | $1166445.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     16011 | NS      | $3195315.27   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    174000 | PA      | $173613.84    | 0.04%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE JUL26                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       100 | NC      | $50339.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221450.90    | 0.05%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $74101.45     | 0.02%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                             | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142259.60    | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |         1 | NC      | $102137.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE MAY26                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       681 | NC      | $-3042850.51  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      7564 | NS      | $751861.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                 | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      3818 | NS      | $338962.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101187.00    | 0.02%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                  | EMCOR Group Inc                                                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1573 | NS      | $1402596.91   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20023.58     | 0.00%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-6613.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                    | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52264.55     | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OceanaGold Corp                                  | OceanaGold Corp                                                                  | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |     14066 | NS      | $435540.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES JUN26                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |       -14 | NC      | $9993.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216843.88    | 0.05%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    360000 | PA      | $359672.26    | 0.08%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -112 | NC      | $610484.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                      | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2301 | NS      | $577159.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231047.93    | 0.05%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    483184 | PA      | $357246.33    | 0.08%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                               | Eldorado Gold Corp                                                               | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |      6300 | NS      | $194656.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Brazil ETF                          | iShares MSCI Brazil ETF                                                          | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |    385000 | NS      | $15284500.00  | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                  | Sandisk Corp/DE                                                                  | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       388 | NS      | $425445.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1778846 | PA      | $1322075.58   | 0.30%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       296 | NC      | $-373626.66   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                           | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      2401 | NS      | $451494.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336281.44    | 0.08%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $75436.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                           | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105971.68    | 0.02%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                             | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131188.33    | 0.03%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134981.80    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5333748 | PA      | $5136845.76   | 1.16%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $4972.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -56 | NC      | $20467.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                              | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429598.94    | 0.10%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR DEC26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       209 | NC      | $1012121.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                          | Central Garden & Pet Co                                                          | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39833.58     | 0.01%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $689.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                       | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $85107.72     | 0.02%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74113.28     | 0.02%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     11533 | NS      | $888848.31    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI South Korea ETF                     | iShares MSCI South Korea ETF                                                     | CUSIP: 464286772<br>LEI: GR1QY1XUY5M0EJSI5J57 | Long             | EC               | RF                | US        |     91327 | NS      | $14681728.52  | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272475.10    | 0.06%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $27471.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      4884 | NS      | $823686.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                 | Coeur Mining Inc                                                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      9003 | NS      | $161783.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) JUL26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        32 | NC      | $59372.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                 | First Citizens BancShares Inc/NC                                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       534 | NS      | $1059359.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136420.88    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    144598 | PA      | $111872.43    | 0.03%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     12555 | NS      | $1175273.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 JUN26                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        32 | NC      | $72199.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146948.51    | 0.03%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust Inc                | First Industrial Realty Trust Inc                                                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |      9176 | NS      | $569003.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3332547 | PA      | $3336737.46   | 0.76%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  1 | On Loan: No      |
| Republic Services Inc                            | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      6933 | NS      | $1450522.26   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66782.30     | 0.02%             | 2028-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282906.05    | 0.06%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      9035 | NS      | $3771480.05   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $212366.68    | 0.05%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    285000 | PA      | $277396.26    | 0.06%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                              | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73099.04     | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    135000 | PA      | $131730.95    | 0.03%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244724.40    | 0.06%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR JUL26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        23 | NC      | $92555.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                 | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10800 | NS      | $939168.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT JUL26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        14 | NC      | $337193.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                             | Labcorp Holdings Inc                                                             | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4312 | NS      | $1107321.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    255000 | PA      | $254389.81    | 0.06%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                            | Camden Property Trust                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      4549 | NS      | $477735.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3675683 | PA      | $3720172.76   | 0.84%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       559 | NC      | $-369861.96   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                               | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $189347.55    | 0.04%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       502 | NC      | $-625576.95   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       419 | NC      | $-106194.91   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc                                                                | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      7819 | NS      | $985115.81    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | CME BITCOIN FUT MAY26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         1 | NC      | $-5999.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162751.23    | 0.04%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                           | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $143579.80    | 0.03%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                             | Jacobs Solutions Inc                                                             | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      4991 | NS      | $645885.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASDAQ 100 E-MINI JUN26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        62 | NC      | $1382162.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $27605.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $2235.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288824.42    | 0.07%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202111.16    | 0.05%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164603.16    | 0.04%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-9082.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                          | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      3744 | NS      | $828172.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                              | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      9685 | NS      | $1672696.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     13578 | PA      | $13570.08     | 0.00%             | 2028-08-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE JUL26                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        10 | NC      | $-343851.25   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                         | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199000.00    | 0.05%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253569.07    | 0.06%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                           | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     65000 | PA      | $64038.08     | 0.01%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                          | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    145000 | PA      | $147900.00    | 0.03%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114259.92    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     10695 | NS      | $617957.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -38 | NC      | $-329008.12   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE JUL26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        59 | NC      | $35410.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149973.15    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                  | Adapthealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129975.38    | 0.03%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     21537 | NS      | $1023438.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329459.65    | 0.07%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-46328.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    455000 | PA      | $456523.02    | 0.10%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE MAY26                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $160751.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $45002.75     | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR JUL26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        13 | NC      | $-10861.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE MAY26                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $16531.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1 | NC      | $-28263.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                               | AerCap Holdings NV                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      5873 | NS      | $835199.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                                  | Lundin Gold Inc                                                                  | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      7700 | NS      | $517490.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 JUN26                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -448 | NC      | $-295860.82   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69461.13     | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6004856 | PA      | $6151606.75   | 1.39%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR JUL26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        82 | NC      | $1541978.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     15290 | NS      | $1276715.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4217270 | PA      | $3996141.16   | 0.91%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| EXCELERATE ENERGY LP                             | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238610.03    | 0.05%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                | Brown & Brown Inc                                                                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     17615 | NS      | $1059542.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OR Royalties Inc                                 | OR Royalties Inc                                                                 | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      3500 | NS      | $128910.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $397.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429822.67    | 0.10%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265117.93    | 0.06%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                          | Latam Airlines Group SA                                                          | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    140000 | PA      | $142100.00    | 0.03%             | 2031-01-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                         | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79248.25     | 0.02%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101254.42    | 0.02%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                      | Cencora Inc                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4635 | NS      | $1427626.35   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    290000 | PA      | $288753.67    | 0.07%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                     | Wheaton Precious Metals Corp                                                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      4100 | NS      | $517891.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-26452.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                       | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145635.53    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                | Kinross Gold Corp                                                                | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     32000 | NS      | $969411.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $-29389.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                              | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     20631 | NS      | $602425.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE MAY26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $157894.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR JUN26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        12 | NC      | $-5787.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145148.05    | 0.03%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-6272.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176158.26    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $4364.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1514095 | PA      | $1256564.20   | 0.28%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                         | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      4840 | NS      | $985956.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Silver Corp                            | Discovery Silver Corp                                                            | CUSIP: 254677107<br>LEI: 98450041CCB3E8QD3F53 | Long             | EC               | CORP              | CA        |     20500 | NS      | $126469.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4878844 | PA      | $4808107.64   | 1.09%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| OCEANEERING INTL INC                             | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367553.54    | 0.08%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                  | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $173767.54    | 0.04%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | YEN DENOM NIKKEI JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        93 | NC      | $141635.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                                | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416168.80    | 0.09%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                            | Qnity Electronics Inc                                                            | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      5356 | NS      | $753374.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | LOW SU GASOIL G JUN26                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        14 | NC      | $276163.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                         | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200049.80    | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coeur Mining Inc                                 | Coeur Mining Inc                                                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     11405 | NS      | $204867.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK USA INC                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373552.09    | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51276.01     | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                    | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253949.00    | 0.06%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR MAY26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $5369.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217137.09    | 0.05%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4735445 | PA      | $4711556.81   | 1.07%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                   | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8276 | NS      | $1012651.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                    | Fresnillo PLC                                                                    | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      1500 | NS      | $66235.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149164.76    | 0.03%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3099082 | PA      | $3090737.79   | 0.70%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1011380 | PA      | $890488.33    | 0.20%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) JUN26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -18 | NC      | $308037.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                  | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1197 | NS      | $643363.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356984.25    | 0.08%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                         | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    120000 | PA      | $113816.92    | 0.03%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                          | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    275000 | PA      | $278935.53    | 0.06%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |         1 | NC      | $91136.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                              | Barrick Mining Corp                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     16786 | NS      | $660361.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                       | CF Industries Holdings Inc                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      6168 | NS      | $766065.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        30 | NC      | $516355.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                     | Monolithic Power Systems Inc                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       405 | NS      | $653836.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                      | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      6335 | NS      | $767358.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680508 | PA      | $631719.35    | 0.14%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1517091 | PA      | $1091997.98   | 0.25%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -277 | NC      | $121140.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC                            | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157534.05    | 0.04%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                     | Exelixis Inc                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     17932 | NS      | $797256.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     75000 | PA      | $73934.40     | 0.02%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                            | ON Semiconductor Corp                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     13783 | NS      | $1389464.23   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE MAY26                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $-17446.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        80 | NC      | $-26604.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc                         | Torex Gold Resources Inc                                                         | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |      8800 | NS      | $362404.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT JUN26                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         9 | NC      | $15363.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                         | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       904 | NS      | $1582316.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     70000 | PA      | $73261.58     | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $35418.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116602.95    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                        | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $205123.41    | 0.05%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                         | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101513.15    | 0.02%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                        | Keysight Technologies Inc                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4712 | NS      | $1648775.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                     | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      8549 | NS      | $769410.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                            | RPM International Inc                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     11202 | NS      | $1141371.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117676.08    | 0.03%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                          | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $141034.10    | 0.03%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                       | Twilio Inc                                                                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      4884 | NS      | $723125.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $99825.05     | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5544 | NS      | $1504364.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $144729.01    | 0.03%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                              | Rocket Software Inc                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139307.15    | 0.03%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-25582.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    119251 | PA      | $128962.19    | 0.03%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2152.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hemlo Mining Corp                                | Hemlo Mining Corp                                                                | CUSIP: 42366G104<br>LEI: 529900LAXG9T9UEN3T86 | Long             | EC               | CORP              | CA        |     33000 | NS      | $127544.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                         | Pan American Silver Corp                                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      5550 | NS      | $290209.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113791.81    | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    481000 | PA      | $479616.11    | 0.11%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                    | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $338567.78    | 0.08%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382534.88    | 0.09%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      2437 | NS      | $965198.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -51 | NC      | $-221257.26   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| VOC ESCROW LTD                                   | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    120000 | PA      | $119744.82    | 0.03%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc            | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      4450 | NS      | $574851.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1577605 | PA      | $1120105.66   | 0.25%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $219470.22    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |      -354 | NC      | $65038.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20491.88     | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2332853 | PA      | $2324109.71   | 0.53%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                  | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     16000 | NS      | $638421.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                               | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      1500 | NS      | $346059.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                              | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     33237 | NS      | $1687110.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447685.80    | 0.10%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                       | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    160000 | PA      | $176999.48    | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443146.58    | 0.10%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                             | Deckers Outdoor Corp                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      9194 | NS      | $939626.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     43031 | NS      | $1055120.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                          | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      4977 | NS      | $713353.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374584.28    | 0.08%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    130000 | PA      | $129610.38    | 0.03%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                    | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |      8369 | NS      | $300363.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch & Lomb Corporation                        | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      9950 | PA      | $9996.67      | 0.00%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117636.26    | 0.03%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3076355 | PA      | $2857505.53   | 0.65%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251069.39    | 0.06%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | KC HRW WHEAT FUT JUL26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        14 | NC      | $30750.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1451213 | PA      | $1428620.97   | 0.32%             | 2040-02-15      | Fixed         | 2.13%                 | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                                | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69761.48     | 0.02%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     36806 | NS      | $1082096.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                      | CAC40 10 EURO FUT MAY26                                                          | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |       -11 | NC      | $9764.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                      | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1930 | NS      | $2089861.90   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Skeena Resources Ltd                             | Skeena Resources Ltd                                                             | CUSIP: 83056P715<br>LEI: 549300DCWSQFVVZ21289 | Long             | EC               | CORP              | CA        |      7900 | NS      | $230366.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COFFEE 'C' FUTURE JUL26                                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        20 | NC      | $-14366.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                  | Equity LifeStyle Properties Inc                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      8655 | NS      | $547774.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1187 | NS      | $1109370.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3455 | NS      | $1082209.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-25976.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10801 | NS      | $2862913.06   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       587 | NC      | $-127996.12   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group LLC                            | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    104724 | PA      | $104527.85    | 0.02%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4817081 | PA      | $4618591.44   | 1.05%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169825.69    | 0.04%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $132821.09    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369989.28    | 0.08%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71442.24     | 0.02%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                         | Encore Capital Group Inc                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224675.00    | 0.05%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17676 | NS      | $1070988.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                             | Invitation Homes Inc                                                             | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     17628 | NS      | $507157.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5334738 | PA      | $5317715.70   | 1.20%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162404.83    | 0.04%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                              | Onto Innovation Inc                                                              | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2482 | NS      | $732338.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275698.85    | 0.06%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                                | Equinox Gold Corp                                                                | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |      9050 | NS      | $126454.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-4739.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Artemis Gold Inc                                 | Artemis Gold Inc                                                                 | CUSIP: 04302L100<br>LEI: 529900GXBX7DGL5YMO49 | Long             | EC               | CORP              | CA        |     16000 | NS      | $404608.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                    | Annaly Capital Management Inc                                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     43377 | NS      | $993333.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                         | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $299661.16    | 0.07%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                             | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10381.31     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $84029.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        21 | NC      | $22528.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-20

**Name of Applicant:** ALLSPRING MASTER TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer