# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035934
**Filing Date:** 2023-2
**Character Count:** 1138446
**Document Hash:** 7178d4e1a12da7730d2d56ab9399f0e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035934.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035934

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657638

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST ACADEMIC STRATEGIES ASSET ALLOCATION PORTFOLIO (Series ID: S000006792)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000018400 | AST ACADEMIC STRATEGIES ASSET ALLOCATION 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:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST Academic Strategies Asset Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000006792

- **c. LEI of Series:** N5EJMO5UDFS6RTXYN111

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $2606797209.19

**Total Liabilities:** $118768003.88

**Net Assets:** $2488029205.31

**Cash Not Reported:** $29317534.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5951.88178000 | **1-Year:** 17676.86788000 | **5-Year:** 48924.32123000 | **10-Year:** -526.73768000 | **30-Year:** -5653.21814000

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

- **3-Month:** 9.64783000 | **1-Year:** 3533.61369000 | **5-Year:** 15524.91325000 | **10-Year:** 11220.05449000 | **30-Year:** 554.24079000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018400 | 3.25%                | 5.47%                | -2.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31049516.84            | $91094640.74                               |
| Month 2  | $-9644153.84             | $113902504.30                              |
| Month 3  | $-5597498.42             | $-47687627.93                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                        | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE LONDON METAL EXCHANGE                                                   | LME Zinc                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $891.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                                          | 3 Month Euro Euribor                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          83 | NC      | $-143011.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CANADIAN DOLLAR CURRENCY 9AM                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -19 | NC      | $-8930.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                                    | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |         750 | NS      | $144283.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                        | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25103.75     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $342.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                        | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        8900 | NS      | $427823.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                              | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        1908 | NS      | $141554.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25386.60     | 0.00%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       15000 | PA      | $10424.99     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME Live Cattle                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          45 | NC      | $56410.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                               | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       92039 | NS      | $2646239.53   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59552.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares JP Morgan USD Emerging Markets Bond ETF                             | iShares JP Morgan USD Emerging Markets Bond ETF                                 | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |       18000 | NS      | $1522620.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Oji Holdings Corp                                                           | Oji Holdings Corp                                                               | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |      109500 | NS      | $442269.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                   | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      135315 | NS      | $17581477.95  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                                  | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      115500 | NS      | $1241096.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-19922.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | CBOT 30 Day Federal Funds                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -398 | NC      | $-9048.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33023.86     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                    | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3982.56      | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38450.05     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7080.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109276.78    | 0.00%             | 2026-04-28      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME Lean Hogs                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         119 | NC      | $9986.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                                | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       72362 | NS      | $1167006.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                  | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       62300 | NS      | $3192252.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186803.88    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                                                | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-237.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                   | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         438 | NS      | $387841.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      235875 | PA      | $211076.38    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                     | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      123364 | NS      | $2537220.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                           | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       86400 | NS      | $1178715.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9482.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9504.67      | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $77790.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                                        | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      111860 | NS      | $2276465.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140L5F92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29111 | PA      | $23973.77     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21680.33     | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                         | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       75000 | PA      | $60446.89     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2646.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-900.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28254.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |       13100 | NS      | $1087693.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                   | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-22652.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-95.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                                                    | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |       79650 | NS      | $30602326.50  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       35000 | PA      | $28386.35     | 0.00%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-807.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                     | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       10000 | PA      | $7278.26      | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1432.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LTD                                                                    | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |      145000 | PA      | $140789.93    | 0.01%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1768.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | BRITISH PUND CURRENCY 9AM                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-11200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure I                                              | Radius Global Infrastructure Inc                                                | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |      294806 | NS      | $3484606.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS GROUP AG                                                                | UBS Group AG                                                                    | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      235000 | PA      | $219473.32    | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60203.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $825.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                    | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $16592.43     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2019-R05                                    | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101555 | PA      | $102854.71    | 0.00%             | 2039-07-25      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      332401 | PA      | $288058.22    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -100 | NC      | $-10937.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32889.46     | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                                | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       12200 | NS      | $311182.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5826.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      380000 | PA      | $294574.00    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                   | Argenx SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        4449 | NS      | $1685414.67   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                              | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12132.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                        | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        9000 | NS      | $709110.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                          | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185291.61    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-28423.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                         | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18821.07     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      125000 | PA      | $82265.63     | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                                     | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       51200 | NS      | $713640.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME YEN DENOMINATED NIKKEI 225 INDEX                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           2 | NC      | $-14363.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                      | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          82 | NS      | $180716.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6359.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                  | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        6274 | NS      | $1811805.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lixil Corp                                                                  | Lixil Corp                                                                      | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |        9000 | NS      | $135684.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $40134.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery                                              | Hitachi Construction Machinery Co Ltd                                           | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |       79600 | NS      | $1774001.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1604.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2180.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Co                                                            | Sotera Health Co                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       82100 | NS      | $683893.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                              | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       15000 | PA      | $11968.04     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                       | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      360000 | PA      | $359802.00    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         -66 | NC      | $444497.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Resort Collection LLC                                               | Caesars Resort Collection LLC                                                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |      100091 | PA      | $99778.09     | 0.00%             | 2024-12-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20071.88     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                            | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      361000 | PA      | $344144.41    | 0.01%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                      | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        2605 | NS      | $268942.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                    | Brazil Notas do Tesouro Nacional Serie B                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      395436 | PA      | $75088.98     | 0.00%             | 2023-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                  | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3131.29      | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                                                   | Spirit Realty Capital Inc                                                       | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      112013 | NS      | $4472679.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                                            | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |        9600 | NS      | $154685.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4715.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                      | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $42068.34     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                            | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      205000 | PA      | $177674.88    | 0.01%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          90 | NC      | $6359804.61   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                           | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $164.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                                                 | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      121700 | NS      | $2140353.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $42487.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                                                | Medical Properties Trust Inc                                                    | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      363864 | NS      | $4053444.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| BAXTER INTERNATIONAL INC                                                    | Baxter International Inc                                                        | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72134.04     | 0.00%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                          | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      550000 | PA      | $495204.08    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-22108.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp                                                                   | Esab Corp                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       10700 | NS      | $502044.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veris Residential Inc                                                       | Veris Residential Inc                                                           | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      175739 | NS      | $2799522.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53021.86     | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $237.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        8969 | NS      | $391138.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28179498 | PA      | $24990166.50  | 1.00%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13499.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                   | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |       38700 | NS      | $619457.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                  | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       14000 | NS      | $858900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/MYR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7102.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                                      | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      223300 | NS      | $1493181.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2252.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                                                     | TRS BNPMSEG1 INDEX                                                              | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               | CORP              | CH        |           1 | NC      | $30821.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp                                                               | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |        5700 | NS      | $191862.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                                       | Aeroporti di Roma SpA                                                           | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      255000 | PA      | $202391.98    | 0.01%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1456.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39958.67     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45068.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $592.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      420000 | PA      | $383972.43    | 0.02%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140L5F76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23808 | PA      | $19650.51     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                                   | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      144568 | NS      | $4075490.05   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9335.25      | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | RON/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-301.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |       72000 | NC      | $551.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Fi                                              | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |        5608 | NS      | $53887.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | Barclays PLC                                                                    | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193000.00    | 0.01%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6465.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-82647.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                         | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        2157 | NS      | $168914.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                                           | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        5600 | NS      | $279160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Materials Inc                                                         | Eagle Materials Inc                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        7200 | NS      | $956520.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24031811 | PA      | $23050848.58  | 0.93%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       27415 | NS      | $1972509.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-579.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1363.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $374.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                       | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        4172 | NS      | $1904518.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                                              | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14053.61     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-56.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME AUSTRALIAN DOLLAR CURRENCY                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          29 | NC      | $-2452.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                                                 | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      114600 | NS      | $1735052.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                            | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      135000 | PA      | $75759.59     | 0.00%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                       | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      460000 | PA      | $248513.93    | 0.01%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      200000 | PA      | $157041.56    | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                    | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       99000 | PA      | $67221.78     | 0.00%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1347.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARBRIDGE DIVIDEND GR                                                     | AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO                                       | CUSIP: 000000000<br>LEI: 549300NNF4XLLBXQ0J86 | Long             | EC               | RF                | US        |      776337 | NS      | $20922283.17  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                                  | Apple Hospitality REIT Inc                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      100394 | NS      | $1584217.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3740.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                                                        | Alaska Air Group Inc                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        9000 | NS      | $386460.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                                | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13406.11     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      112524 | NS      | $1370673.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                              | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        7493 | NS      | $2741239.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                                          | ICE Gas Oil                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          60 | NC      | $429729.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                     | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $70908.25     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9020.21      | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                                                     | Hargreaves Lansdown PLC                                                         | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |       11680 | NS      | $120280.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41552.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2069.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America I                                              | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        2200 | NS      | $312598.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                        | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        3579 | NS      | $1741147.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                         | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21539.60     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32528.35     | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                             | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       54900 | NS      | $1782317.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19601.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3120.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5082.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                              | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       28783 | NS      | $3396394.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      550000 | PA      | $480675.54    | 0.02%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                             | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        4781 | NS      | $1145336.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                                  | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      107561 | NS      | $425577.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                    | Plains All American Pipeline LP                                                 | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       70000 | PA      | $60402.37     | 0.00%             | N/A             | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE WEEK 5                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-414.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                             | Cameron LNG LLC                                                                 | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8128.38      | 0.00%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| EFSF                                                                        | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       90000 | PA      | $72883.30     | 0.00%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                             | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1300 | NS      | $609791.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                    | Microchip Technology Inc                                                        | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      174000 | PA      | $173208.92    | 0.01%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10868.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                    | Northern Oil and Gas Inc                                                        | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47978.15     | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                      | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107558.82    | 0.00%             | 2043-07-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15791.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                   | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       10655 | NS      | $2350493.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15146.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           7 | NC      | $12796.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-29533.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                    | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      248000 | PA      | $212333.74    | 0.01%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                 | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         856 | NS      | $287735.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                                   | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       57600 | NS      | $1746829.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-960.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                       | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      178000 | PA      | $114278.55    | 0.00%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     -630000 | NC      | $-22537.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                    | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         700 | NS      | $73703.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1707.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       35000 | PA      | $26507.11     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      301000 | PA      | $210370.78    | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        5502 | NS      | $3076333.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      150000 | PA      | $159542.12    | 0.01%             | 2025-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3925.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                                               | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        5100 | NS      | $857616.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                                               | Service Corp International/US                                                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        3927 | NS      | $271512.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-844.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE VANGUARD GROUP INC                                                      | THE VANGUARD GROUP INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $142110.99    | 0.01%             | 2050-08-22      | Fixed         | 3.05%                 | No            |                  3 | On Loan: No      |
| Verizon Communications Inc                                                  | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       29607 | NS      | $1166515.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                                                  | Affirm Asset Securitization Trust 2021-Z2                                       | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      135421 | PA      | $129554.87    | 0.01%             | 2026-11-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                                            | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |        1500 | NS      | $153574.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                    | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $161967.95    | 0.01%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                    | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $3402.58      | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                           | General Motors Co                                                               | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99905.78     | 0.00%             | 2023-10-02      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| East West Bancorp Inc                                                       | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1177 | NS      | $77564.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                     | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25247.97     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                        | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      150000 | PA      | $130363.26    | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                       | TRS BCOMTR INDEX                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |           1 | NC      | $-369870.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3636.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-541230.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MSU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74522 | PA      | $71733.51     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND WEEK 5                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -24 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                       | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       40977 | NS      | $1763240.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                                                       | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |     1096797 | NS      | $1666722.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $185.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-39461.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9865.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                    | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9944.24      | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                  | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         700 | NS      | $358533.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      445000 | PA      | $358364.06    | 0.01%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |       30000 | PA      | $29917.29     | 0.00%             | 2023-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Corning Inc                                                                 | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       10700 | NS      | $341758.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                                          | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |        2600 | NS      | $151632.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15500000 | PA      | $13183476.64  | 0.53%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | CDS CDX.NA.HY.39.V1                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $6430.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40413.77     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13512.44     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                          | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        8000 | NS      | $781600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-121999.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $246549.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                                                     | Mahindra & Mahindra Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |       27794 | NS      | $418431.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                                    | COMEX Silver                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |          53 | NC      | $1183509.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                                | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      113095 | NS      | $4473829.34   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS IFS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15663.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                                        | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      200000 | PA      | $164755.64    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                               | Sempra Energy                                                                   | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33598.16     | 0.00%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13014.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                 | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       31300 | NS      | $1353099.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                              | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       10000 | PA      | $6730.38      | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPMSU1VZ INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34517.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                 | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       36000 | NS      | $759240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $140333.10    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | 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        |       21000 | PA      | $19595.45     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-106611.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -11760000 | OU      | $-45593.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5013.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                          | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      120000 | PA      | $140443.72    | 0.01%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      165000 | PA      | $111444.06    | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21470.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2332.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                           | CPPIB Capital Inc                                                               | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      264000 | PA      | $248107.62    | 0.01%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | Three-Month SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -91 | NC      | $108004.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                                           | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       90946 | NS      | $1602108.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                            | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       97864 | NS      | $1355218.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $255.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133789.57    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5544.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust                                               | First Industrial Realty Trust Inc                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         708 | NS      | $34168.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts NV                                                                 | Aalberts NV                                                                     | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |        8584 | NS      | $334366.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                       | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        2300 | NS      | $77441.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      110000 | PA      | $73029.69     | 0.00%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-17078.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IMM EURODOLLAR TIME DEPOSIT                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -224 | NC      | $-28000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      111000 | PA      | $113220.00    | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | Three-Month SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          49 | NC      | $-20677.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                                                  | Tosoh Corp                                                                      | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      128300 | NS      | $1525697.09   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                          | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |       27460 | NS      | $111150.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14293.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248327.88    | 0.01%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      340000 | PA      | $258818.64    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $-1398.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                                  | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        5800 | NS      | $386570.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DP WORLD PLC                                                                | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $100087.08    | 0.00%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                         | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        5600 | NS      | $760200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18677.75     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                            | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $54706.42     | 0.00%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                        | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        8100 | NS      | $515322.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1098.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7690.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       72545 | NS      | $3662640.43   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       80000 | PA      | $61181.70     | 0.00%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                                                    | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $81641.90     | 0.00%             | 2024-04-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1991.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $77758.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                  | Sprint LLC                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34507.68     | 0.00%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -4 | NC      | $-1687.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24113.45     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                           | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         434 | NS      | $38018.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                                         | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         907 | NS      | $158824.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      230000 | PA      | $189392.04    | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                              | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       33263 | NS      | $2310276.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8400.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                           | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       58901 | NS      | $1247523.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8895.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $611.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $395.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                              | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3150.71      | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities I Trust 2004-HE10                          | CUSIP: 073879MR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      333160 | PA      | $326334.04    | 0.01%             | 2034-12-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                                    | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      171000 | PA      | $170951.57    | 0.01%             | 2025-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                               | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        3800 | NS      | $1013992.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Guarantor Inc                                                       | Phoenix Guarantor Inc                                                           | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |       28955 | PA      | $27090.59     | 0.00%             | 2026-03-05      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                     | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      280000 | PA      | $276202.50    | 0.01%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                                          | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      380000 | PA      | $67711.09     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                    | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    38646000 | PA      | $6757878.66   | 0.27%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       30000 | PA      | $21883.01     | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                                        | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc              | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $261642.92    | 0.01%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-30052.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                           | Barrick Gold Corp                                                               | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       12418 | NS      | $213341.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11665000000 | PA      | $749692.15    | 0.03%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3694.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-159756.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                    | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      295000 | PA      | $308672.14    | 0.01%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       20000 | PA      | $14588.73     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                       | Province of Ontario Canada                                                      | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $128415.81    | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4529.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         847 | NS      | $84539.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                    | Thermo Fisher Scientific Inc                                                    | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      145000 | PA      | $150440.44    | 0.01%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                                           | Nedbank Group Ltd                                                               | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |       17468 | NS      | $218504.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                                    | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $68088.97     | 0.00%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Cor                                              | Voltronic Power Technology Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        5000 | NS      | $250858.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                      | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       15098 | NS      | $987332.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -15 | NC      | $-19453.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                                               | Hudson Pacific Properties Inc                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21400 | NS      | $208222.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyo Co Ltd                                                               | Sankyo Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       12100 | NS      | $494359.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                                                 | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20384.52     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                                      | Singapore Airlines Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |       26100 | NS      | $107763.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                                                        | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       16816 | NS      | $1252623.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1353.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $256.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BVRT_21-4F                                                                  | BVRT_21-4F                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62960 | PA      | $62645.27     | 0.00%             | 2026-09-12      | Floating      | 2.05%                 | No            |                  3 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                                                   | FIRST ABU DHABI BANK PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $141604.17    | 0.01%             | 2025-07-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-96701.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      120000 | PA      | $127806.17    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 5 YEAR US TREASURY NOTE WEEK 5                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -35 | NC      | $-273.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                      | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $190314.47    | 0.01%             | 2026-08-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                       | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    25600000 | PA      | $148208.47    | 0.01%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Primary Aluminum                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         139 | NC      | $168412.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $191040.34    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2660.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-90233.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                              | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1242000 | PA      | $1207074.96   | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                                  | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16118.26     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                       | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29262.18     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                              | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       11504 | NS      | $4000285.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                    | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       14000 | PA      | $16447.20     | 0.00%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        7357 | NS      | $184540.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9327.66      | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27620.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-195.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                         | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76272.68     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New World Development Co Ltd                                                | New World Development Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |       37000 | NS      | $103791.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1171.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1560.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                                            | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15000 | NS      | $1159200.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXI SPA                                                                    | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      880000 | PA      | $761416.12    | 0.03%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       58139 | NS      | $5129603.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3147.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                    | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20717.87     | 0.00%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                       | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       10474 | NS      | $259022.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                                         | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      460000 | PA      | $374767.25    | 0.02%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1720.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | USD CALL VERSUS CNY PUT                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |    -1250000 | NC      | $-842.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 3622A2R38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27995 | PA      | $26171.21     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                     | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1417000 | PA      | $842052.25    | 0.03%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                               | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15061.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 3617U2BL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28046 | PA      | $23291.03     | 0.00%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEON Financial Service Co Ltd                                               | AEON Financial Service Co Ltd                                                   | CUSIP: 000000000<br>LEI: 35380044PRFENBU7WT74 | Long             | EC               | CORP              | JP        |       21300 | NS      | $225153.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20230.87     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1176.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                                  | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      164500 | NS      | $558444.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QDGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47115 | PA      | $41375.29     | 0.00%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                 | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24013.78     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                     | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44228.21     | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                    | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         200 | NS      | $75406.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                     | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $232931.36    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3035017 | PA      | $2778959.39   | 0.11%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                                             | PSP Capital Inc                                                                 | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      274000 | PA      | $233293.63    | 0.01%             | 2028-10-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                         | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      335000 | PA      | $302294.74    | 0.01%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $143221.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                            | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      158000 | PA      | $154279.70    | 0.01%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                         | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $247619.56    | 0.01%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11686.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           7 | NC      | $4210.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                            | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       58974 | NS      | $3701986.91   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33570.24     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                          | Province of Quebec Canada                                                       | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       75000 | PA      | $48796.39     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OSG Corp                                                                    | OSG Corp                                                                        | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |       23100 | NS      | $316295.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                                          | Samsung SDI Co Ltd                                                              | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |        2038 | NS      | $956927.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Can                                              | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         333 | NS      | $519903.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                                                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      145000 | PA      | $129555.51    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -17850000 | OU      | $-24461.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                    | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      115000 | PA      | $94537.76     | 0.00%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                   | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30109.10     | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                                         | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        3200 | NS      | $992992.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      690000 | PA      | $510513.75    | 0.02%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1076.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                 | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $91278.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-81533.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9252.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                                                       | Envista Holdings Corp                                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |        2192 | NS      | $73804.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                                          | NYMEX Henry Hub Natural Gas s                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         330 | NC      | $-2772930.85  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1947.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                              | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       27100 | NS      | $1233592.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-191.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                     | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       23038 | NS      | $3491639.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      150000 | PA      | $126699.68    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7487.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                                | Porsche Automobil Holding SE                                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       28921 | NS      | $1577234.11   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3715.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        5400 | NS      | $86184.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2476.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3803.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                                                         | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        8593 | NS      | $1210667.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER FINANCE CORP LTD                                                      | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      100000 | PA      | $84786.33     | 0.00%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-503.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group                                               | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |        3723 | NS      | $213621.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2276.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17217.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS TEVA PHARMACEUT FIN BV                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16838.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $20000.08     | 0.00%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                    | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      250000 | PA      | $269500.00    | 0.01%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                         | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        3900 | NS      | $326781.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                                                     | Consolidated Edison Inc                                                         | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |      275000 | PA      | $264149.32    | 0.01%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                | Ecopetrol SA                                                                    | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      220000 | PA      | $207493.00    | 0.01%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                         | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        8100 | NS      | $622647.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| KOREA TREASURY BOND                                                         | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   171890000 | PA      | $116077.33    | 0.00%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-142.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                            | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         800 | NS      | $188520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132A5HC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44016 | PA      | $42043.99     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20085000 | PA      | $95271.19     | 0.00%             | 2038-06-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15740000 | PA      | $11834512.50  | 0.48%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6943.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2328.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                          | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       35000 | PA      | $28374.04     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4058.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                                          | Sweden Government Bond                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $79498.63     | 0.00%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1448.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                                              | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       16900 | NS      | $1068756.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1671.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | AUDUSD EURO CURRENCY 9AM                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-12480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                                   | Hertz Global Holdings Inc                                                       | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |        5400 | NS      | $83106.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BPR Trust                                                                   | BPR Trust 2021-TY                                                               | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90603.01     | 0.00%             | 2038-09-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                    | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25124.92     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Tr                                              | Essential Properties Realty Trust Inc                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      200970 | NS      | $4716765.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                              | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        7900 | NS      | $1047461.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $139000.00    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                    | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      120000 | PA      | $112946.30    | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                 | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       16300 | NS      | $10676989.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19284.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $234433.13    | 0.01%             | 2050-12-25      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | TRS MXCA0BK INDEX                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |           1 | NC      | $29146.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd                                                       | Genting Singapore Ltd                                                           | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |      180000 | NS      | $128458.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                  | JD.com Inc                                                                      | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |       12245 | NS      | $341839.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                         | LCM 34 Ltd                                                                      | CUSIP: 50203CAA1<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |     3750000 | PA      | $3640983.38   | 0.15%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22575.63     | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                               | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        3300 | NS      | $230142.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      673401 | PA      | $631675.32    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1108.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                                           | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |        5200 | NS      | $259444.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                    | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      337000 | PA      | $328765.51    | 0.01%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32904.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                         | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |       75000 | PA      | $51495.08     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                   | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        2000 | NS      | $136400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      450000 | PA      | $414987.26    | 0.02%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                         | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       12400 | NS      | $760368.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF MINAS GERAIS                                                       | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      819000 | PA      | $792536.06    | 0.03%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                                    | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      200000 | PA      | $171040.16    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                      | ICE US MINI MSCI EAFE INDEX                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |         471 | NC      | $-729527.57   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-262563.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -15 | NC      | $-5625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | AUD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -710000 | NC      | $-10419.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS IFS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15588.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1405.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Inc                                                                  | Sunrun Inc                                                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       21900 | NS      | $526038.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                    | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30613.80     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                                | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        3246 | NS      | $316174.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1389366.54  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                 | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       13982 | NS      | $232186.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      110000 | PA      | $91522.49     | 0.00%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                   | Prosus NV                                                                       | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $126850.00    | 0.01%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48318.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                                                 | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       55000 | PA      | $58137.67     | 0.00%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6174.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                         | MidOcean Credit CLO X                                                           | CUSIP: 59803AAU6<br>LEI: 549300N3ZTBJCCPR2038 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $966164.80    | 0.04%             | 2034-10-23      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2551000000 | PA      | $158049.75    | 0.01%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Berry Global Group Inc                                                      | Berry Global Group Inc                                                          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       13000 | NS      | $785590.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2020-1                                      | CUSIP: 30167HAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       74390 | PA      | $72932.10     | 0.00%             | 2025-12-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45565.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                                               | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       71837 | NS      | $3925173.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                              | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7070.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                      | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         539 | NS      | $143023.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-360.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-664689.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                              | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      150590 | NS      | $1784250.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                            | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        3400 | NS      | $284138.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        2100 | NS      | $1156449.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                  | Diageo PLC                                                                      | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |        1199 | NS      | $213649.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                                 | CDS REPUBLIC OF POLAND                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $378.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1290.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-903.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -14 | NC      | $-3500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd.                                                         | Elmwood CLO II Ltd                                                              | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $471185.00    | 0.02%             | 2034-04-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                         | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        1200 | NS      | $85464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1134000 | PA      | $1068972.19   | 0.04%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9847.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-98916.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      230000 | PA      | $198842.19    | 0.01%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                  | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        2479 | NS      | $478299.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                 | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      725000 | PA      | $693319.72    | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                  | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       17374 | NS      | $762601.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                              | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       69914 | NS      | $16766775.48  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREGA SA                                                                   | Terega SA                                                                       | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $161080.89    | 0.01%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                         | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       17751 | NS      | $1948882.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayfin US XIV LTD                                                           | Hayfin US XIV Ltd                                                               | CUSIP: 42088QAA7<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $427777.99    | 0.02%             | 2034-07-20      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $126144.37    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4405.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | EURO CURRENCY 9AM                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -15 | NC      | $-48000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      270000 | PA      | $190574.42    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1376.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $98074.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                                 | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |      380501 | PA      | $406846.64    | 0.02%             | 2031-08-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $229872.45    | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                                 | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |        3200 | NS      | $100865.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31438740 | PA      | $29561952.40  | 1.19%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36146.84     | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                           | Mountain View Clo XIV Ltd                                                       | CUSIP: 62432MAN9<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $968767.20    | 0.04%             | 2034-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                  | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46629.71     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $238403.13    | 0.01%             | 2039-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                       | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |       28145 | NS      | $1000162.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                         | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       94117 | NS      | $1872607.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                         | Province of Alberta Canada                                                      | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $104093.80    | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1435.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                                           | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        1150 | NS      | $96427.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Netflix Inc                                                                 | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        4300 | NS      | $1267984.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                                               | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       24024 | NS      | $516738.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ericsson                                                                    | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       63486 | NS      | $371990.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       75000 | PA      | $65694.32     | 0.00%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35565TBD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      205000 | PA      | $195775.35    | 0.01%             | 2050-11-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFPZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48038 | PA      | $40903.62     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                                 | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2356.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                                           | Toro European CLO 2 DAC                                                         | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |     1250000 | PA      | $1281646.04   | 0.05%             | 2034-07-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                             | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $106528.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                       | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $69.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                                      | Hamamatsu Photonics KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2700 | NS      | $128864.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Healthcare Trust Inc                                              | Community Healthcare Trust Inc                                                  | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       81502 | NS      | $2917771.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                         | American Tower Corp                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91586.28     | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                      | Rockford Tower CLO 2021-3 Ltd                                                   | CUSIP: 77341NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1948347.80   | 0.08%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2104.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSILF Treasury Portfolio                                                    | MSILF Treasury Portfolio                                                        | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |   137676726 | NS      | $137676725.65 | 5.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                          | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       25409 | NS      | $1623185.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                          | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -11 | NC      | $61205.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TROWE NATURAL RESOURCES                                                     | AST T.ROWE PRICE NATURAL RESOURCES PORTFOLIO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |      408547 | NS      | $11815184.39  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                    | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       80000 | PA      | $69461.93     | 0.00%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                     | New Fortress Energy Inc                                                         | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2600 | NS      | $110292.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                                    | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9412.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -36 | NC      | $-7312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                                                 | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       13140 | NS      | $244465.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                       | Jane Street Group LLC                                                           | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |       28887 | PA      | $27975.88     | 0.00%             | 2028-01-26      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                                                  | City of Detroit MI                                                              | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |       70000 | PA      | $49090.99     | 0.00%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  6092000000 | PA      | $431047.89    | 0.02%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                                            | Schlumberger Ltd                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       12102 | NS      | $646972.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7365.86      | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      670000 | PA      | $678034.86    | 0.03%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Fortescue Metals Group Ltd                                                  | Fortescue Metals Group Ltd                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       29504 | NS      | $412381.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20024.44     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                                           | Montreal Exchange 5 Year Canadian Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           2 | NC      | $-1199.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                     | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       21800 | NS      | $1815068.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3571.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-937.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                    | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $141658.30    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28384.34     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                     | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       20000 | PA      | $13254.09     | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                 | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       11083 | NS      | $802076.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                  | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28386.65     | 0.00%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $36142.06     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                               | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        2600 | NS      | $305578.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49791 | PA      | $49349.47     | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | EURO CURRENCY 9AM                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-35400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                                                        | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |        2700 | NS      | $101896.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      270000 | PA      | $218235.94    | 0.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5963.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                                              | NETSTREIT Corp                                                                  | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      101253 | NS      | $1855967.49   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                                      | SFE 10 YEAR AUSTRALIAN BOND                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          42 | NC      | $-184722.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                                           | DISH Network Corp                                                               | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      410000 | PA      | $369684.53    | 0.01%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                   | IRS IFS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10596.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1968.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                               | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       21700 | NS      | $1686524.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESOBLIGATION                                                            | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      976000 | PA      | $986785.51    | 0.04%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $112964.08    | 0.00%             | 2036-10-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                                 | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       95400 | NS      | $2061987.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                      | 1011778 BC ULC                                                                  | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |       92927 | PA      | $91140.85     | 0.00%             | 2026-11-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       32000 | PA      | $22704.50     | 0.00%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       35000 | PA      | $24707.96     | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invesco Preferred ETF                                                       | Invesco Preferred ETF                                                           | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |      473000 | NS      | $5288140.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| AUSTRALIAN GOVERNMENT                                                       | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      342000 | PA      | $134233.77    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                                             | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |   328279234 | NS      | $328279234.42 | 13.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                      | Boston Scientific Corp                                                          | CUSIP: 000000000<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91950.26     | 0.00%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-485677.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                         | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        1600 | NS      | $130304.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                              | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        1129 | NS      | $86887.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                                  | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        5610 | NS      | $566161.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8357.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                            | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      171000 | PA      | $167911.90    | 0.01%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                                      | Vanguard Short-Term Corporate Bond ETF                                          | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |      164300 | NS      | $12353717.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| BASF SE                                                                     | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       17794 | NS      | $876152.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-558.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                    | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       38586 | NS      | $4533083.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18326.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                                      | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    11090000 | PA      | $40600.68     | 0.00%             | 2033-03-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82058 | PA      | $63338.76     | 0.00%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                         | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       18000 | PA      | $19265.32     | 0.00%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                               | RCI Banque SA                                                                   | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      130000 | PA      | $135282.69    | 0.01%             | 2024-07-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       71395 | NS      | $764780.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                 | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       20304 | NS      | $345352.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                         | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |        9000 | NS      | $380636.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                                                | Spirax-Sarco Engineering PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |        1150 | NS      | $146890.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                          | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        4032 | NS      | $694270.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                           | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38808.19     | 0.00%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                    | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      116000 | PA      | $65930.22     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                         | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2445003.00   | 0.10%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                           | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |        8100 | NS      | $259421.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8388.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5428.71      | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1731.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                                        | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       45912 | NS      | $2869500.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-382.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-848.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1797.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                                   | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |        2000 | NS      | $191557.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     5097775 | NS      | $2781927.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                                                   | BPR Trust 2021-TY                                                               | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $233306.03    | 0.01%             | 2038-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $8406.64      | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        1276 | NS      | $111458.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                             | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       70906 | NS      | $732345.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3370000 | PA      | $2574890.63   | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                                              | ICICI Bank Ltd                                                                  | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       50158 | NS      | $1097958.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1072341 | PA      | $1028876.47   | 0.04%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54535.30     | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | JPN YEN CURRENCY 9AM                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -16 | NC      | $-42600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                              | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |        3323 | NS      | $521544.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                 | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       14255 | NS      | $2021216.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medipal Holdings Corp                                                       | Medipal Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |       47800 | NS      | $631784.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                                | Hunt Cos Inc                                                                    | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $337941.34    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                            | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7541.60      | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                    | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $355240.00    | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      160914 | NS      | $481151.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $150139.38    | 0.01%             | 2069-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                     | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    64976000 | PA      | $2912924.78   | 0.12%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           4 | NC      | $3375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | CBOT Corn                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         235 | NC      | $-147254.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                                      | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       27340 | NS      | $1200690.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                                                    | Dana Inc                                                                        | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       75000 | PA      | $68228.95     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      108997 | NS      | $675513.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4369.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                  | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |        6880 | NS      | $120659.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                                                | Shinhan Bank Co Ltd                                                             | CUSIP: 82460CAR5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $176912.50    | 0.01%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                              | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        6778 | NS      | $599307.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                                | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       13169 | NS      | $109888.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-363.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                                   | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        2180 | NS      | $309167.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5233.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3136.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                   | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       35000 | PA      | $28167.58     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 3622AANA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       52284 | PA      | $48712.40     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                             | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         190 | NS      | $103816.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                                     | HKD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4127.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                           | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      127700 | NS      | $2574461.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700930 | PA      | $587165.97    | 0.02%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $159661.85    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5493.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2069.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3387.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33908.12     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38193.89     | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                    | Province of British Columbia Canada                                             | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $91455.69     | 0.00%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6949.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-489.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1583.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13180.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Euro-BTP Italian Bond                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -69 | NC      | $636804.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                     | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      227013 | NS      | $3228004.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                    | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       12400 | NS      | $662284.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $61615.78     | 0.00%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                             | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       35117 | NS      | $4752010.76   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                                          | Kyowa Kirin Co Ltd                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       16900 | NS      | $387077.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                            | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |       11200 | NS      | $129840.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                      | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      421487 | NS      | $2431955.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                                              | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       14500 | NS      | $754870.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                                     | Wintrust Financial Corp                                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |         429 | NS      | $36259.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                                           | DISH Network Corp                                                               | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       16500 | NS      | $231660.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18533.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      115000 | PA      | $97771.99     | 0.00%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $361253.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                 | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       37313 | NS      | $2586401.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                       | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        2400 | NS      | $792528.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48671.11     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           7 | NC      | $6781.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      145000 | PA      | $126909.23    | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Komercni Banka AS                                                           | Komercni Banka AS                                                               | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |       10423 | NS      | $301202.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings                                              | Sumitomo Mitsui Trust Holdings Inc                                              | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |        4851 | NS      | $169278.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33548.27     | 0.00%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                                      | Brunello Cucinelli SpA                                                          | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |       11646 | NS      | $861698.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                         | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18192.67     | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-265.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Latin America 40 ETF                                                | iShares Latin America 40 ETF                                                    | CUSIP: 464287390<br>LEI: 549300LU9LZBB8WGN795 | Long             | EC               | RF                | US        |       92000 | NS      | $2105880.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                                                | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3886.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $248.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                                             | Serco Group PLC                                                                 | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |      156433 | NS      | $293649.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                          | Wind River 2016-1K CLO Ltd                                                      | CUSIP: 97314DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1211252.75   | 0.05%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                              | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35556.51     | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                                      | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    49711000 | PA      | $181992.81    | 0.01%             | 2039-03-16      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1284.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                                 | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |        6900 | NS      | $919891.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12750.12     | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                              | PDC Energy Inc                                                                  | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |        1485 | NS      | $94267.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-464.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                       | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1690000 | PA      | $909934.85    | 0.04%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                         | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       12800 | NS      | $528000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND WEEK 1                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -7 | NC      | $-1203.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS FINCO PLC                                                            | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $439803.92    | 0.02%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                  | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       20860 | NS      | $376973.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                                            | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        2500 | NS      | $819350.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Ltd                                                                      | RR 18 Ltd                                                                       | CUSIP: 749737AA0<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $319131.76    | 0.01%             | 2034-10-15      | Floating      | 10.33%                | Yes           |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                               | Metropolitan Transportation Authority                                           | CUSIP: 59259YCA5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |       50000 | PA      | $51423.66     | 0.00%             | 2031-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                          | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       20597 | NS      | $399618.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                                      | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    80540000 | PA      | $294858.31    | 0.01%             | 2034-05-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME Euro Foreign Exchange Currency                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          18 | NC      | $8565.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                                    | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        6600 | NS      | $465894.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME British Pound Currency                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -30 | NC      | $29474.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15669.12     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                    | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      283000 | PA      | $280763.55    | 0.01%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                     | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4064100 | PA      | $181870.38    | 0.01%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10396.24     | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                                                 | China Shenhua Energy Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |      116500 | NS      | $335599.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13062.63     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      824500 | PA      | $223027.25    | 0.01%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                          | Whitebox Clo I Ltd                                                              | CUSIP: 96467FAJ9<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4161176.70   | 0.17%             | 2032-07-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4491.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                  | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       62600 | NS      | $1654518.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $253671.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                         | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        5282 | NS      | $274018.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insuranc                                              | Samsung Fire & Marine Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |        3110 | NS      | $492126.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                                       | Emaar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      179969 | NS      | $286318.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                     | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $161972.47    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                              | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1520000 | PA      | $58645.60     | 0.00%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      245000 | PA      | $227999.06    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-335388.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      118798 | PA      | $105965.87    | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                              | Bain Capital Credit CLO 2021-4 Ltd                                              | CUSIP: 05684VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $242829.09    | 0.01%             | 2034-10-20      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF                                 | iShares iBoxx High Yield Corporate Bond ETF                                     | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |       31000 | NS      | $2282530.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| NAT GRID ELECTY EM                                                          | National Grid Electricity Distribution East Midlands PLC                        | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      140000 | PA      | $145899.87    | 0.01%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                               | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $38706.70     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-27.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      120000 | PA      | $112087.26    | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                 | TRS TRSBENCH8 INDEX                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-256741.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2382.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1430.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                      | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100320.82    | 0.00%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                                                    | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         881 | NS      | $1223048.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                                    | Howden Joinery Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |       50647 | NS      | $341987.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                                           | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51901 | NS      | $3681337.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Shin-Etsu Chemical Co Ltd                                                   | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |        7100 | NS      | $866996.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                               | CommScope Inc                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8075.56      | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2613.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16306.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                                           | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        1200 | NS      | $93084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46068 | PA      | $37686.99     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | CNY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3366.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4011.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $542975.90    | 0.02%             | 2036-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                          | TSE Japanese 10 Year Bond s                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |         -20 | NC      | $353293.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $838.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                    | Diamond Sports Group LLC                                                        | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |      324183 | PA      | $39172.06     | 0.00%             | 2026-08-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                                                   | Power Assets Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |       35500 | NS      | $194024.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                                                 | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       43000 | PA      | $50170.70     | 0.00%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20375.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                              | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      360000 | PA      | $219113.03    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-214.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       12600 | NS      | $1385244.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                          | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        4603 | NS      | $1219610.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                            | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       59958 | NS      | $8143229.48   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON PLC                                                                    | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |        2802 | NS      | $544288.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                    | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         600 | NS      | $279102.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       75233 | PA      | $70733.50     | 0.00%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHMZ                | CUSIP: 46650BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $100.00       | 0.00%             | 2035-06-15      | Floating      | 12.83%                | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                 | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       22818 | NS      | $4122299.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-423.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                                                     | TRS MXCA0BK INDEX                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               | CORP              | CH        |           1 | NC      | $-10143.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                            | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       41238 | NS      | $4548551.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                       | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        2004 | NS      | $1093402.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       20000 | PA      | $22686.95     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                                      | H&E Equipment Services Inc                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |      385000 | PA      | $327765.84    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                        | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        2642 | NS      | $768822.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                                       | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      120611 | NS      | $7916906.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    17850000 | OU      | $82960.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                                                       | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        8000 | NS      | $959360.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11141000000 | PA      | $688262.25    | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                 | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      150000 | PA      | $136741.83    | 0.01%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Zinc                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         131 | NC      | $-151116.42   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                     | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        5400 | NS      | $628506.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4571.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -758657 | NC      | $-20030.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Life Storage Inc                                                            | Life Storage Inc                                                                | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       11058 | NS      | $1089213.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                                                  | Lazard Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |        1082 | NS      | $37512.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| THE TORONTO-DOMINION BANK                                                   | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13623.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                    | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       45000 | PA      | $47472.14     | 0.00%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                         | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |        1989 | NS      | $427904.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XBFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68889 | PA      | $61222.19     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                         | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |       35500 | NS      | $539800.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                                                  | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      226589 | NS      | $6414734.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                       | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-315.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6231.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                    | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        3538 | NS      | $413981.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5971.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                  | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        9700 | NS      | $1236750.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $113084.78    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Orkla ASA                                                                   | Orkla ASA                                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       15193 | NS      | $109652.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                       | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-50635.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO XVIII Ltd                                                  | Marble Point CLO XVIII Ltd                                                      | CUSIP: 566076AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4588297.18   | 0.18%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        1163 | NS      | $74722.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | EURO CURRENCY 9AM                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           4 | NC      | $8100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                              | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       20800 | NS      | $661856.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                   | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        2100 | NS      | $359247.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Ltd                                                       | City Developments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |      100500 | NS      | $617805.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                                 | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        3300 | NS      | $502986.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                                    | Builders FirstSource Inc                                                        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8141.26      | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        9000 | PA      | $7850.45      | 0.00%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc                                                     | GMO Payment Gateway Inc                                                         | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |        3182 | NS      | $263148.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGH YIELD BOND PORT                                                        | AST HIGH YIELD BOND PORTFOLIO                                                   | CUSIP: 000000000<br>LEI: 549300PINZDPHVMK2484 | Long             | EC               | RF                | US        |     1507231 | NS      | $16564464.44  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41177 | PA      | $36727.88     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                  | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2600 | NS      | $480194.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                              | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8377.53      | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3111.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $257024.70    | 0.01%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                    | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        2015 | NS      | $627410.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1570.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                    | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4500000 | PA      | $743563.26    | 0.03%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                       | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81319.90     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                                            | Altice France SA/France                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $304440.00    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-615.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                                 | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         388 | NS      | $112182.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                          | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        7704 | NS      | $1595267.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $956016.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -46 | NC      | $415904.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D                                    | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    99090036 | NS      | $99050399.58  | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                   | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       37100 | NS      | $407095.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $576.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $84.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2019-BNK24                                                                 | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12000 | PA      | $10424.92     | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                                    | COMEX Gold 100 Troy Ounces                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         133 | NC      | $2380851.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp Ltd                                                            | Venture Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |       33200 | NS      | $423173.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       13000 | PA      | $7627.56      | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                         | Century Communities Inc                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4780.99      | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6399.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                          | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        3900 | NS      | $799071.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1354069.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                         | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    97610000 | PA      | $71268.42     | 0.00%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                    | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75795.63     | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $111114.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                                    | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       29900 | NS      | $926302.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Tru                                              | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      279000 | PA      | $247736.66    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GRID GAS PLC                                                       | National Grid Gas PLC                                                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $78587.59     | 0.00%             | 2033-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13820.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties                                               | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |        2317 | NS      | $120692.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPMSU1GZ INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $90547.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                       | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       32689 | NS      | $3657245.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS IFS GBP                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-144711.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10469.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                    | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       16840 | NS      | $3498678.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED AIRLINES INC                                                         | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      350000 | PA      | $325981.05    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust 2021-2                                                   | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $75810.49     | 0.00%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3833.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                        | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         390 | NS      | $785959.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                                                | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13300 | NS      | $848407.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6779.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $343022.42    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      105000 | PA      | $81438.83     | 0.00%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19611.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                               | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        7760 | NS      | $612462.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                    | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20953.20     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                    | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      291000 | PA      | $300739.44    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                   | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |        1761 | NS      | $574017.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                    | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      149600 | PA      | $121176.00    | 0.00%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2308.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       60000 | PA      | $44913.18     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                          | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          17 | NC      | $-113476.23   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4459.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                  | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |       10000 | PA      | $11816.99     | 0.00%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                          | Boston Gas Co                                                                   | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       75000 | PA      | $64501.84     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-423.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                                        | GCAT 2021-1 Asset-Backed Notes                                                  | CUSIP: 36169CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      232278 | PA      | $214779.03    | 0.01%             | 2049-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                                    | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $96962.70     | 0.00%             | 2025-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      925000 | PA      | $758940.16    | 0.03%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2824.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                    | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       48000 | PA      | $48058.56     | 0.00%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                    | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       58606 | NS      | $3016456.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                                               | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5200 | NS      | $126256.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                                       | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       26643 | NS      | $803020.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown SA                                                               | Aroundtown SA                                                                   | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |       51660 | NS      | $120337.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15970.60     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $132604.18    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | JPN YEN CURRENCY 9AM                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          12 | NC      | $61050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $985033.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                                 | Clariant AG                                                                     | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |        6360 | NS      | $101005.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                  | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       18864 | NS      | $3048611.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                    | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4287.95      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                         | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      331000 | PA      | $216311.81    | 0.01%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/CNY FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-46052.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3900.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $139.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                                         | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |       33667 | NS      | $1157890.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1359.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                         | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $115598.11    | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| AMETEK Inc                                                                  | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        2400 | NS      | $335328.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                                 | Swisscom AG                                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         210 | NS      | $115040.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       35000 | PA      | $27749.74     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                        | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      160000 | PA      | $121234.95    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                                                      | Persol Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |       19300 | NS      | $410505.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                      | Penn Entertainment Inc                                                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1183 | NS      | $35135.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNICREDIT SPA                                                               | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      365000 | PA      | $323573.67    | 0.01%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68000000 | PA      | $65435654.04  | 2.63%             | 2023-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1399.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      150000 | PA      | $120036.83    | 0.00%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                           | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     8598000 | PA      | $6733228.24   | 0.27%             | 2031-06-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32844.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                                       | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        5100 | NS      | $318087.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                       | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       70000 | PA      | $38789.59     | 0.00%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42941.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                                          | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      435000 | PA      | $303630.13    | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                   | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        1700 | NS      | $70720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40100.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1592.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                    | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        2300 | NS      | $533025.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12493000000 | PA      | $781238.83    | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                               | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |       37400 | NS      | $1902569.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                         | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      140000 | PA      | $122179.88    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DXC Technology Co                                                           | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |        9400 | NS      | $249100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1797.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          22 | NC      | $6531.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $201852.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $132885.60    | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                           | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      200000 | PA      | $156568.04    | 0.01%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $246.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-187.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32139.52     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                      | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      475000 | PA      | $481580.63    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17017.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      240000 | PA      | $184552.33    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                         | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       97000 | PA      | $77374.70     | 0.00%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77657 | PA      | $74285.86     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                                        | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       85000 | PA      | $84106.40     | 0.00%             | 2026-01-26      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1100 | NS      | $225984.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                    | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |      367566 | PA      | $126810.20    | 0.01%             | 2037-09-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SMALL CAP VALUE PORTFOL                                                     | AST SMALL CAP VALUE PORTFOLIO                                                   | CUSIP: 000000000<br>LEI: VJDLIUI6Q37FYO8JPJ71 | Long             | EC               | RF                | US        |      322733 | NS      | $10750224.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                            | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       53624 | NS      | $2214134.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                           | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        3442 | NS      | $211717.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                                                | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |        5200 | NS      | $182722.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    47000000 | PA      | $3013.07      | 0.00%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                               | DISH DBS Corp                                                                   | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23317.43     | 0.00%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                        | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       27811 | NS      | $635076.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-68.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1552.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                                                         | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |        4800 | NS      | $97968.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                     | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       30000 | PA      | $22201.28     | 0.00%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In                                              | Pinnacle Financial Partners Inc                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |         944 | NS      | $69289.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank, National Association                                              | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1227.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                               | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        1800 | NS      | $261108.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $228317.23    | 0.01%             | 2034-01-25      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| HDFC Bank Ltd                                                               | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       28715 | NS      | $1964393.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Corp                                                                    | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        3400 | NS      | $103258.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                     | Magna International Inc                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        8903 | NS      | $500170.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                           | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $9650.00      | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-368494.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1156.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPMSU1GZ INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $113206.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding                                              | Telefonica Deutschland Holding AG                                               | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |      466070 | NS      | $1144674.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                       | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     1155000 | PA      | $1080278.07   | 0.04%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -3 | NC      | $-1312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1591.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                          | Peru Government Bond                                                            | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      105000 | PA      | $22123.96     | 0.00%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                    | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83358.84     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                 | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9456.32      | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                     | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       83000 | PA      | $68135.36     | 0.00%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                | Comcast Corp                                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15204.13     | 0.00%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                   | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      177878 | NS      | $479357.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                        | Booking Holdings Inc                                                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108528.57    | 0.00%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                                       | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        7122 | NS      | $923367.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4934.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2243.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                    | Blue Racer Midstream LLC / Blue Racer Finance Corp                              | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49735.74     | 0.00%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                     | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       90000 | PA      | $19414.49     | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                    | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54003 | PA      | $53806.18     | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mazda Motor Corp                                                            | Mazda Motor Corp                                                                | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |       13900 | NS      | $104195.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1986.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |       75940 | NS      | $1499824.58   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1030000 | PA      | $1030482.81   | 0.04%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                              | Park Avenue Institutional Advisers CLO Ltd 2021-2                               | CUSIP: 70018QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2418969.50   | 0.10%             | 2034-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95263 | PA      | $80407.60     | 0.00%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | Prime Security Services Borrower LLC                                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |       55366 | PA      | $54793.14     | 0.00%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $948.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                                          | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       20014 | NS      | $486583.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                       | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |     -650000 | NC      | $-49308.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                     | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      225000 | PA      | $184310.01    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                       | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   107050000 | PA      | $15316501.22  | 0.62%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4641.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | AUDUSD EURO CURRENCY 9AM                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-7760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      308448 | PA      | $97122.68     | 0.00%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                                            | Seiko Epson Corp                                                                | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      114600 | NS      | $1667319.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                      | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       13800 | NS      | $4262820.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                     | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103309.48    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunic                                              | Bezeq The Israeli Telecommunication Corp Ltd                                    | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |      390620 | NS      | $670112.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25000000 | PA      | $24651780.00  | 0.99%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                             | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        9745 | NS      | $660711.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-116651.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27665.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                            | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |        8400 | NS      | $164470.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                               | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        6827 | NS      | $519807.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPMSU1VZ INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-76912.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2869.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $81607.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $82922.07     | 0.00%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3267976 | PA      | $2103727.43   | 0.08%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8593.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                                    | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   221950000 | PA      | $1690072.81   | 0.07%             | 2023-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                                          | Digital Euro Finco LLC                                                          | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |      305000 | PA      | $263452.10    | 0.01%             | 2028-04-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                       | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2500000 | PA      | $366823.44    | 0.01%             | 2025-11-30      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                 | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |       90000 | PA      | $104949.06    | 0.00%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $179000.00    | 0.01%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME E-MINI NASDAQ 100 INDEX                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          75 | NC      | $-995853.75   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $338.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29159.89     | 0.00%             | 2040-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                      | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        2600 | NS      | $1123434.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42840.62     | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1177.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                  | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      400000 | PA      | $298328.91    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                           | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      202580 | NS      | $4677984.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      200000 | PA      | $162750.00    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           5 | NC      | $2968.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                              | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17290.71     | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                         | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20651.00     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2682.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                               | RFMSI Series 2003-S9 Trust                                                      | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1699 | PA      | $1621.66      | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                          | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       63119 | NS      | $195369.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |      563445 | NS      | $3757415.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                                               | Credicorp Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |        1780 | NS      | $241474.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                    | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      543000 | PA      | $296129.44    | 0.01%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2582.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1726.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $477.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                                 | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        5065 | NS      | $477083.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                            | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      149000 | PA      | $183227.05    | 0.01%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33950.90     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                                   | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         900 | NS      | $48753.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                         | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        5700 | NS      | $691695.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME 3 Month Eurodollar                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          28 | NC      | $-91929.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AST Western Asset Emerging Markets Debt Portfolio                           | AST Western Asset Emerging Markets Debt Portfolio                               | CUSIP: 00767H196<br>LEI: X6JO84W15Q5TRG58BQ07 | Long             | EC               | RF                | US        |      501628 | NS      | $5352370.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                                                     | Activision Blizzard Inc                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       12481 | NS      | $955420.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                             | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       10200 | NS      | $316200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APACHE CORP                                                                 | Apache Corp                                                                     | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      110000 | PA      | $90200.00     | 0.00%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      180000 | PA      | $158006.25    | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        1044 | NS      | $85618.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                       | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                        | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17402.31     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                 | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        7900 | NS      | $1692970.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                                | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      152142 | NS      | $1776030.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                                           | Bank of China Ltd                                                               | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |      447000 | NS      | $161782.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2373.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3973.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daqo New Energy Corp                                                        | Daqo New Energy Corp                                                            | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | CN        |        2628 | NS      | $101467.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                                                    | NCR Corp                                                                        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |        4800 | NS      | $112368.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                   | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |        5700 | NS      | $1859226.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37321 | PA      | $31783.96     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                   | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27173.39     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-46466.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                       | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        2860 | NS      | $121732.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6457.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           7 | NC      | $5906.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                 | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       73270 | NS      | $2633344.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                              | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       31343 | NS      | $8781995.17   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-408849.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2780.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3827.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $806.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                              | BHG Securitization Trust 2021-B                                                 | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       54402 | PA      | $51208.23     | 0.00%             | 2034-10-17      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       28524 | NS      | $1160001.36   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                                                 | Randstad NV                                                                     | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |        2524 | NS      | $154222.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $144000.00    | 0.01%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2884.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                            | NTT Finance Corp                                                                | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      275000 | PA      | $272852.88    | 0.01%             | 2023-03-03      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                  | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |         649 | NS      | $41763.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGNITY HEALTH                                                              | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |      120000 | PA      | $103222.29    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co                                               | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      158000 | NS      | $512114.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                         | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        1300 | NS      | $666861.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust 2019-MEAD                                        | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $169061.52    | 0.01%             | 2036-11-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                              | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       17500 | NS      | $1736000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINAN                                                            | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $163000.00    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $870.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                     | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        1005 | NS      | $848250.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                                   | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        6317 | NS      | $119053.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       58000 | PA      | $56559.06     | 0.00%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                                       | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      100000 | PA      | $76967.50     | 0.00%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EFSF                                                                        | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       90000 | PA      | $88750.97     | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                       | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27541.43     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                  | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        5168 | NS      | $194121.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25478.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2030.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30573.95     | 0.00%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   331000000 | PA      | $22591.14     | 0.00%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                          | Province of Quebec Canada                                                       | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $90609.03     | 0.00%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                 | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |        2554 | NS      | $113325.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VW CREDIT INC 0 CP 18/01/2023                                               | VW CREDIT INC 0 CP 18/01/2023                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $249387.38    | 0.01%             | 2023-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6283406 | PA      | $5071823.40   | 0.20%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME E-MINI RUSSELL 2000 INDEX                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          95 | NC      | $-193994.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                                      | Market Bidco Finco PLC                                                          | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $550991.05    | 0.02%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $36603.97     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                                                      | Marlette Funding Trust 2021-3                                                   | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37656 | PA      | $37164.75     | 0.00%             | 2031-12-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $48121.94     | 0.00%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-71759.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                  | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        1700 | NS      | $261188.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |       70000 | PA      | $69146.69     | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4317.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                                          | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       28500 | NS      | $591090.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      400000 | PA      | $349849.82    | 0.01%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                           | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       84903 | NS      | $229615.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                         | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      198000 | PA      | $179502.74    | 0.01%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       10000 | PA      | $6678.17      | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3315.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                               | Dollarama Inc                                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        2945 | NS      | $172241.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                                 | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        4500 | NS      | $1056060.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                                    | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        4000 | NS      | $1112360.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15931.01     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                              | ICG US CLO 2014-3 Ltd                                                           | CUSIP: 44929FBA9<br>LEI: 635400HSQQQ24A9NAK80 | Long             | ABS-CBDO         | CORP              | KY        |     2493903 | PA      | $2463738.22   | 0.10%             | 2031-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-263.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                                                 | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       45000 | PA      | $57468.50     | 0.00%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $6739.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18917.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                                         | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        2576 | NS      | $198945.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      300000 | PA      | $267000.00    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-62812.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |       11194 | NS      | $117753.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                         | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4257.53      | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                   | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      550000 | PA      | $500484.01    | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                                                  | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56864.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                             | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        6374 | NS      | $1679740.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                          | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2338.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                           | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        1001 | NS      | $420720.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      345000 | PA      | $341477.66    | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPMSU5GJ INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $107024.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                        | YPF SA                                                                          | CUSIP: 984245AL4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      170000 | PA      | $142194.38    | 0.01%             | 2025-07-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1253.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-991.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | AUDUSD EURO CURRENCY 9AM                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -4 | NC      | $-2520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NSTAR ELECTRIC CO                                                           | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33978.51     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                                             | Vibrant CLO XIV Ltd                                                             | CUSIP: 92557EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2664754.40   | 0.11%             | 2034-10-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1979.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                                        | Societe Generale SFH SA                                                         | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $96609.94     | 0.00%             | 2027-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                                               | Ibiden Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |        2700 | NS      | $97368.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                               | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         555 | NS      | $400426.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                     | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       37047 | NS      | $660771.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | Three-Month SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          20 | NC      | $-75867.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                        | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       12857 | NS      | $1667681.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13090.05     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd                                                                   | Bunge Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |        4200 | NS      | $419034.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                                    | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        5600 | NS      | $363328.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2248.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                     | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      226000 | PA      | $214137.44    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                        | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        9640 | NS      | $343762.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                                        | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |       14600 | NS      | $619045.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15059.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                             | Yamana Gold Inc                                                                 | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $83587.05     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       75000 | PA      | $55462.34     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                              | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39592.06     | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| XPO CNW INC                                                                 | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $117713.58    | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                                    | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     1899885 | NS      | $1041779.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                               | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        7800 | NS      | $347724.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                       | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1000000 | PA      | $155237.19    | 0.01%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1484.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      190000 | PA      | $139514.00    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8063.78      | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                        | BAT International Finance PLC                                                   | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      305000 | PA      | $288671.31    | 0.01%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                       | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $292554.22    | 0.01%             | 2024-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6245.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                           | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |        4285 | NS      | $279462.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                                                   | BPR Trust 2021-TY                                                               | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50000 | PA      | $45930.86     | 0.00%             | 2038-09-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $172.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                    | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      210000 | PA      | $157571.40    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13049.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                          | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20219 | NS      | $1690308.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                          | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       28638 | NS      | $3446296.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                                   | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        2800 | NS      | $639324.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                          | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        8800 | NS      | $2779568.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-62812.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEST CORP                                                                   | Intrado Corp                                                                    | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |      397781 | PA      | $363472.38    | 0.01%             | 2024-10-10      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       59794 | PA      | $57521.65     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58523.85     | 0.00%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                 | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       11906 | NS      | $973196.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -23 | NC      | $-2515.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      180000 | PA      | $150339.79    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        6120 | NS      | $2101485.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      565000 | PA      | $514282.42    | 0.02%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                                    | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      286000 | PA      | $235688.22    | 0.01%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                               | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      198014 | NS      | $12979817.70  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                                                        | Range Resources Corp                                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185493.47    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1765.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                     | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $255952.45    | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                               | Valvoline Inc                                                                   | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3902.80      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     -630000 | NC      | $-7540.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO International Inc                                                     | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        6100 | NS      | $763720.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERATON CORP                                                                | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      193406 | PA      | $188605.49    | 0.01%             | 2028-02-01      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18062.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                                    | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        4400 | NS      | $700964.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -112 | NC      | $57535.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                       | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      299000 | PA      | $181838.54    | 0.01%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                              | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        2166 | NS      | $120281.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1304758 | PA      | $1358689.48   | 0.05%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2903.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      100000 | PA      | $58780.20     | 0.00%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2660.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings In                                              | Nomura Real Estate Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        4400 | NS      | $94084.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                                           | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       33436 | NS      | $1124787.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                        | Las Vegas Sands Corp                                                            | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103967.46    | 0.00%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                  | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       10935 | NS      | $3915798.97   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18430.36     | 0.00%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                    | Dana Inc                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40367.47     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      225000 | PA      | $174890.76    | 0.01%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7907.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                     | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      186245 | NS      | $3218916.11   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                               | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       34800 | NS      | $1574004.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                                                             | iShares MBS ETF                                                                 | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |       10000 | NS      | $927500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America, National Association                                       | CNY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                                      | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    22556000 | PA      | $82577.90     | 0.00%             | 2028-01-19      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      667000 | PA      | $530194.81    | 0.02%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-467614.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                            | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      150394 | PA      | $149287.08    | 0.01%             | 2025-04-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCHH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61778 | PA      | $59047.89     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61693.92     | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       30000 | PA      | $22784.10     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                   | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       25896 | NS      | $3189869.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                     | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      221660 | NS      | $1846163.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                              | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        4568 | NS      | $910128.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4711.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-58410.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           8 | NC      | $10500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                   | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        5300 | NS      | $1783609.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                                 | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       11300 | NS      | $800040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                                                 | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |        1400 | NS      | $221226.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-935237.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                                                          | Kalbe Farma Tbk PT                                                              | CUSIP: 000000000<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |     1022500 | NS      | $137267.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3072.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                         | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   102940000 | PA      | $58084.34     | 0.00%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-230916.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                         | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18136.72     | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                  | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        4199 | NS      | $1391296.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGHE                                                                      | Jiangsu Yanghe Brewery Joint-Stock Co Ltd                                       | CUSIP: 000000000<br>LEI: 655600IQ7FXTTBKI8H68 | Long             | EC               | CORP              | CN        |        5500 | NS      | $127041.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                              | National Retail Properties Inc                                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       55679 | NS      | $2547871.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8746.84      | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                  | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        2200 | NS      | $107712.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                               | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       46746 | NS      | $549749.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $434.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $612.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                   | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      110934 | NS      | $515366.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1455.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                                                   | Marble Point CLO XXI Ltd                                                        | CUSIP: 56606KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4550000 | PA      | $4402116.81   | 0.18%             | 2034-10-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund                                              | Nomura Real Estate Master Fund Inc                                              | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |          88 | NS      | $109022.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                       | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        3800 | NS      | $2312427.53   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                  | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         900 | NS      | $144576.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                                  | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |        8500 | NS      | $1236955.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                    | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       20000 | PA      | $17200.00     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20322.16     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8191.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                              | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        4100 | NS      | $889126.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40118 | PA      | $37802.08     | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                               | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      202300 | NS      | $2317538.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1098.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                              | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         882 | NS      | $295417.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                    | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $31860.44     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                                         | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      181390 | NS      | $2067343.95   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME MEXICAN PESO CURRENCY                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          11 | NC      | $4922.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                  | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         637 | NS      | $247933.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $195.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      130000 | PA      | $138434.72    | 0.01%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1119418.39   | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10257.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      125000 | PA      | $118853.87    | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4188.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13019.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      530000 | PA      | $253302.90    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                   | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       36196 | NS      | $344923.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10174.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                             | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      240000 | PA      | $197648.80    | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                     | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      326510 | NS      | $3246165.30   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                      | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $265326.30    | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | EURO CURRENCY 9AM                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           8 | NC      | $50.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-2343.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18360.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32930.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                  | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        9500 | NS      | $1075780.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                       | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11030.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44018.74     | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3196114 | PA      | $153851.95    | 0.01%             | 2031-07-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                             | Sands China Ltd                                                                 | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $192000.00    | 0.01%             | 2025-08-08      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39938.28     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62130.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74000000 | PA      | $72252649.84  | 2.90%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                              | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $93841.58     | 0.00%             | 2030-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk P                                              | Telkom Indonesia Persero Tbk PT                                                 | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |     2005800 | NS      | $483021.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                   | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        8930 | NS      | $297102.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                                            | CVC Cordatus Loan Fund XV DAC                                                   | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |     2000000 | PA      | $2069065.95   | 0.08%             | 2032-08-26      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                           | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1836.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                                           | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1698454.45   | 0.07%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                          | TSE TOPIX (TOKYO PRICE INDEX)                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |          13 | NC      | $-48271.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1274.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                    | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      407119 | NS      | $2189544.68   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                         | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   248710000 | PA      | $189399.60    | 0.01%             | 2024-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                              | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |       80000 | PA      | $57256.89     | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                             | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       75000 | PA      | $88393.92     | 0.00%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1624.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                                                         | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      225000 | PA      | $169817.79    | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2725.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                     | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      697000 | PA      | $604734.63    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1470000 | PA      | $1051509.38   | 0.04%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         300 | NC      | $-883430.56   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                    | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42390.08     | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Informa PLC                                                                 | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       31896 | NS      | $237936.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                      | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      422000 | PA      | $83210.48     | 0.00%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                             | Sands China Ltd                                                                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $169250.00    | 0.01%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19636.26     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $45651.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                     | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1800 | NS      | $427194.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1426.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                                         | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       88000 | NS      | $107722.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X5YJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144064 | PA      | $135405.88    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                         | HeidelbergCement AG                                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        2360 | NS      | $133729.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMALL-CAP GROWTH                                                            | AST SMALL-CAP GROWTH PORTFOLIO                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |      178023 | NS      | $10610159.36  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO CAPITAL MARKETS CORP.                                                   | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RUC0QBLBRPRCU4W1NE59 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-152811.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MED Trust                                                                   | Med Trust 2021-MDLN                                                             | CUSIP: 58403YAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $102001.28    | 0.00%             | 2038-11-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28250.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                      | Anglo American Capital PLC                                                      | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187975.00    | 0.01%             | 2027-09-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                    | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $418066.17    | 0.02%             | 2023-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      863420 | PA      | $708398.98    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2373.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                                                    | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $259557.67    | 0.01%             | 2023-03-06      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -17850000 | OU      | $-16654.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                      | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14830000 | PA      | $2219414.34   | 0.09%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                  | Affirm Asset Securitization Trust 2022-X1                                       | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47834 | PA      | $46503.36     | 0.00%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XTAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140145 | PA      | $133549.58    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      140000 | PA      | $124532.61    | 0.01%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1096311 | PA      | $1194790.09   | 0.05%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                                           | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       40107 | NS      | $2278269.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       35751 | NS      | $1438349.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                   | Anchorage Capital CLO 21 Ltd                                                    | CUSIP: 03331KAA7<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1933796.80   | 0.08%             | 2034-10-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS COP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-6342.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1395.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3847.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                 | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      205000 | PA      | $166772.05    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                    | OZLM XI Ltd                                                                     | CUSIP: 67109UAS1<br>LEI: 5493009CITK5BZZY6417 | Long             | ABS-CBDO         | CORP              | KY        |      257189 | PA      | $253332.56    | 0.01%             | 2030-10-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14269.51     | 0.00%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4768.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                                | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |      442500 | NS      | $258082.93    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                         | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23782.80     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                   | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        5218 | NS      | $449843.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      246203 | PA      | $219120.25    | 0.01%             | 2027-04-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4611.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17249000000 | PA      | $1211058.74   | 0.05%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       21600 | NS      | $621216.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO LOGISTICS INC                                                           | XPO LOGISTICS INC                                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       12500 | NS      | $416125.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eiffage SA                                                                  | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        6788 | NS      | $667695.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      250000 | PA      | $234189.45    | 0.01%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                              | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14493.10     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co                                                   | Performance Food Group Co                                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        1999 | NS      | $116721.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                   | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      145000 | PA      | $108569.01    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      150000 | PA      | $184376.55    | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       45775 | PA      | $12130.29     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                   | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202115.33    | 0.01%             | N/A             | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                                            | Dentsu Group Inc                                                                | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       39000 | NS      | $1223456.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3947.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                               | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        5200 | NS      | $533468.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO 2019-1 AMR, LTD.                                                    | TCW CLO 2019-1 AMR Ltd                                                          | CUSIP: 87241EAQ8<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2676986.95   | 0.11%             | 2034-08-16      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                          | ICE Brent Crude Oil                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          20 | NC      | $11434.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-52231.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4874.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                             | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        2133 | NS      | $149544.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                                                    | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       11700 | NS      | $380643.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                       | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        3100 | NS      | $512182.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                                   | APA Group                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       18444 | NS      | $134814.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-579.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                                     | Maruti Suzuki India Ltd                                                         | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |        3831 | NS      | $387564.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                                              | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        5352 | NS      | $840210.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp L                                              | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |       73200 | NS      | $665830.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                               | Carnival Corp                                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      300000 | PA      | $213750.00    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                             | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       16000 | NS      | $996000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                                       | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        2300 | NS      | $112217.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINAN                                                            | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $288623.35    | 0.01%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                   | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47851.76     | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-439.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                      | NYBOT CSC C Coffee                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |           4 | NC      | $-808.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1709.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                         | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   164570000 | PA      | $81674.00     | 0.00%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49544 | PA      | $48858.74     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-298.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-895.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                              | NRG Energy Inc                                                                  | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173827.39    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                        | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      540000 | PA      | $513442.31    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      170000 | PA      | $201870.94    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-407.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE WEEK 5                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -7 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                            | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44557.50     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27232.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19517.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-293.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2203.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                   | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        3392 | NS      | $1621638.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                         | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        3500 | NS      | $427630.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                       | TRS NDDUEAFE                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24317.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                        | Norway Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     1693000 | PA      | $164495.82    | 0.01%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                         | OMERS Finance Trust                                                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $226116.33    | 0.01%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       55000 | PA      | $32870.51     | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                          | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $7022.72      | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45885.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                         | Dominion Energy Inc                                                             | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249264.15    | 0.01%             | 2023-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                  | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94801.21     | 0.00%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $191506.53    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                               | Proximus SADP                                                                   | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |        9320 | NS      | $89983.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | DKK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1391.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                                                    | Horizon Therapeutics Plc                                                        | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |       11100 | NS      | $1263180.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1794.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1400000 | PA      | $1092741.50   | 0.04%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                             | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       42000 | PA      | $27901.49     | 0.00%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15504.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                       | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8915.10      | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12252.62     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                          | SUNNOVA HELIOS II ISSUER LLC 2019-A                                             | CUSIP: 86745LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      218577 | PA      | $187935.12    | 0.01%             | 2046-06-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-568221.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | AUDUSD EURO CURRENCY 9AM                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-2720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      450000 | PA      | $390570.41    | 0.02%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-925.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                                   | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |       34700 | NS      | $811063.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers Inc                                                    | Cullen/Frost Bankers Inc                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        1300 | NS      | $173810.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                  | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         690 | NS      | $957368.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       11000 | PA      | $10578.26     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                  | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      155000 | PA      | $180802.53    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        9000 | NS      | $835650.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                                   | CubeSmart                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42741 | NS      | $1720325.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                                     | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10853.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                   | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       58098 | NS      | $6710867.09   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Sing                                              | Capitaland Investment Ltd/Singapore                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       62500 | NS      | $172730.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Value ETF                                                          | Vanguard Value ETF                                                              | CUSIP: 922908744<br>LEI: N/A                  | Long             | EC               | RF                | US        |       99300 | NS      | $13938741.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                              | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9402.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                    | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |        3140 | NS      | $101344.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deco                                                                        | Deco 2019-RAM DAC                                                               | CUSIP: 000000000<br>LEI: 549300BXZQDWLENUZL17 | Long             | ABS-MBS          | CORP              | IE        |      326730 | PA      | $364392.08    | 0.01%             | 2030-08-07      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                         | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       25000 | PA      | $20303.23     | 0.00%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                   | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       73074 | NS      | $1172837.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                      | Southwestern Energy Co                                                          | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      740000 | PA      | $631835.82    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Lehman Mortgage Trust                                                       | Lehman Mortgage Trust 2006-5                                                    | CUSIP: 52520TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225141 | PA      | $28745.58     | 0.00%             | 2036-09-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                       | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-537.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                             | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        9970 | NS      | $5436163.55   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                                    | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |        3300 | NS      | $131011.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                     | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10612.41     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $95486.47     | 0.00%             | 2039-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5831.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPMSU1VZ INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-92970.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Primary Aluminum                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          87 | NC      | $-295611.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                                                 | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        7425 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3128.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $449.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43801.57     | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                      | ICE US MSCI EMERGING MARKETS EM INDEX                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |          45 | NC      | $-23692.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15425.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                        | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   206300000 | PA      | $27892.52     | 0.00%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                             | MEG Energy Corp                                                                 | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      525000 | PA      | $534843.75    | 0.02%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1821.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                                                     | XPO Inc                                                                         | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4041.24      | 0.00%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                         | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      152569 | NS      | $338003.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC DISC 0.0 05JAN23                                         | VODAFONE GROUP PLC DISC 0.0 05JAN23                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $249807.46    | 0.01%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                    | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        6175 | NS      | $105223.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-930.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2168.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                            | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      195335 | NS      | $2195871.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                      | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      330000 | PA      | $149500.60    | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                                         | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |       31032 | NS      | $170440.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       15000 | PA      | $11712.52     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                       | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5500000 | PA      | $812264.66    | 0.03%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                    | Dana Inc                                                                        | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      115000 | PA      | $92670.06     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Olympus Corp                                                                | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       39000 | NS      | $687866.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                                | Cochlear Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |        1248 | NS      | $172358.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                            | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13654.30     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Indutrade AB                                                                | Indutrade AB                                                                    | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |        5840 | NS      | $118432.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27102.18     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sankyu Inc                                                                  | Sankyu Inc                                                                      | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |        9500 | NS      | $347566.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352363 | PA      | $309625.57    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3917.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WI INFL IDX N/B                                                             | United States Treasury Inflation Indexed Bonds - When Issued                    | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28592636 | PA      | $25673643.36  | 1.03%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                                      | Howard Hughes Corp/The                                                          | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |         550 | NS      | $42031.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35548.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                                              | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |      575000 | NS      | $1274452.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-280181.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | Alterra Mountain Co                                                             | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |       28950 | PA      | $28530.22     | 0.00%             | 2028-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                                  | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        3057 | NS      | $260456.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                   | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       29821 | NS      | $1557536.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3564.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $91299.02     | 0.00%             | 2036-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        2400 | NS      | $637008.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                       | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   121700000 | PA      | $844487.56    | 0.03%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4027.04      | 0.00%             |  |  |  | No            |                  2 | 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        |       10000 | PA      | $9087.44      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| carsales.com Ltd                                                            | carsales.com Ltd                                                                | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |       14159 | NS      | $199253.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                          | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $90052.87     | 0.00%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      240000 | PA      | $221539.43    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                                    | Israel Discount Bank Ltd                                                        | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       35931 | NS      | $188635.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                              | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       11100 | NS      | $446775.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $371.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                              | Santander Drive Auto Receivables Trust 2020-4                                   | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56441 | PA      | $55872.85     | 0.00%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2102.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                           | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       22714 | NS      | $2376686.53   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                                                | St Pauls CLO                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     2000000 | PA      | $2081292.63   | 0.08%             | 2032-01-17      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2411.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                               | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $403503.05    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                                     | Toromont Industries Ltd                                                         | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |        5870 | NS      | $423602.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                                            | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1070000 | PA      | $880024.55    | 0.04%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                          | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $7964.91      | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-76153.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       10000 | PA      | $9111.00      | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                                                        | Pilbara Minerals Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |       47164 | NS      | $119431.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6598735 | PA      | $6530689.04   | 0.26%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $53861.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                                        | Canada Housing Trust No 1                                                       | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       85000 | PA      | $59206.52     | 0.00%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       71000 | PA      | $42463.24     | 0.00%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                    | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |       12849 | NS      | $395000.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                     | Honeywell International Inc                                                     | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104892.59    | 0.00%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                                                   | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        5250 | NS      | $125028.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coupang Inc                                                                 | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | KR        |       56239 | NS      | $827275.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO ESPIRITO SANTO SA                                                     | Banco Espirito Santo SA                                                         | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |      700000 | PA      | $104904.10    | 0.00%             | 2019-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $151.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $907.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2158592.58   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                         | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        3100 | NS      | $656766.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                              | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       32800 | NS      | $1290680.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                          | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4789.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                    | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       70000 | PA      | $63087.50     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Amorepacific Corp                                                           | Amorepacific Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        3043 | NS      | $333040.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IMM EURODOLLAR TIME DEPOSIT                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         600 | NC      | $18750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $28191.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                                        | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57584 | NS      | $1706789.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -19 | NC      | $-2671.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                                | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16848.08     | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                       | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       23200 | NS      | $692288.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDINGS INC                                                          | Roche Holdings Inc                                                              | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $171233.21    | 0.01%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                | Avangrid Inc                                                                    | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       15600 | NS      | $670488.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Advanced Micro Devices Inc                                                  | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        2545 | NS      | $164839.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $211800.00    | 0.01%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3546.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $253296.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1353.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                                          | Finland Government Bond                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       85000 | PA      | $55339.96     | 0.00%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140KP7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77327 | PA      | $63151.35     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                    | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        5600 | NS      | $232232.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                                                 | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      245000 | PA      | $215603.09    | 0.01%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-211.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IMM EURODOLLAR TIME DEPOSIT                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -131 | NC      | $-32750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11748.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $112130.11    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                 | McAfee Corp                                                                     | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      399000 | PA      | $370571.25    | 0.01%             | 2029-03-01      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                           | Marathon Oil Corp                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |        3997 | NS      | $108198.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                                        | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        1700 | NS      | $678572.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                     | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       67355 | PA      | $65278.42     | 0.00%             | 2024-11-03      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $33571.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                              | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       31189 | NS      | $332775.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $344462.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29259.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       70000 | PA      | $49756.83     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       21474 | NS      | $2879663.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $250532.71    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                            | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       23249 | NS      | $7305708.93   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment C                                              | Japan Real Estate Investment Corp                                               | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |          57 | NS      | $250360.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-332.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | AUD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-874.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                    | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       30636 | NS      | $3054011.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-149.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                         | Consumers Energy Co                                                             | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       10000 | PA      | $5682.05      | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME 3 Month Eurodollar                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          21 | NC      | $-7705.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc                                                    | Hana Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        8676 | NS      | $288903.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties In                                              | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       17907 | NS      | $1156792.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                                            | Vector Group Ltd                                                                | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |      600000 | PA      | $520710.70    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                      | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      305000 | PA      | $263768.23    | 0.01%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-620.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      425000 | PA      | $352351.57    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81936.30     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133AJGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19912 | PA      | $16435.12     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       27371 | NS      | $1558482.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                          | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       82034 | NS      | $5203416.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                      | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      258000 | PA      | $177539.42    | 0.01%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                     | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |      151076 | NS      | $0.20         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12745.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18864.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                          | Harbour Energy PLC                                                              | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |       36243 | NS      | $133746.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      985000 | PA      | $880805.47    | 0.04%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp Trust 2018-LUAU                                     | CUSIP: 36256AAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $101819.85    | 0.00%             | 2032-11-15      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12334.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                      | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       55703 | NS      | $5371250.16   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XF2Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113919 | PA      | $97014.69     | 0.00%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                        | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $91149.82     | 0.00%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                 | Apache Corp                                                                     | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37111.81     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                        | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       18200 | NS      | $717262.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13667.67     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                             | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       15000 | PA      | $13388.77     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         471 | NC      | $-1423974.74  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3330.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -39 | NC      | $-17062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                                  | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        6900 | NS      | $1195080.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36251.40     | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | KCBT Hard Red Winter Wheat                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          68 | NC      | $-160990.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      477000 | PA      | $310422.66    | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5418.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio                                              | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |        4378 | NS      | $125270.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                                          | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      145945 | NS      | $8610755.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $66359.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                 | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        2900 | NS      | $216978.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                              | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5543.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                   | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        5314 | NS      | $678963.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                                  | iShares Core MSCI EAFE ETF                                                      | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |      136700 | NS      | $8426188.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                                               | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       58040 | NS      | $112978.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                               | Affiliated Managers Group Inc                                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |         600 | NS      | $95058.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41305.17     | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                   | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        7620 | NS      | $122584.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                   | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        2211 | NS      | $384360.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39199.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | TRS NDDUEAFE                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-550461.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                      | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      225000 | PA      | $216434.95    | 0.01%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61825.38     | 0.00%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14182 | PA      | $12058.71     | 0.00%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/DKK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                          | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       12032 | NS      | $1526379.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1330.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193750.00    | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $111.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -13 | NC      | $-9337.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SANTOS FINANCE LTD                                                          | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      185000 | PA      | $147243.26    | 0.01%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADA-GOV'T WI                                                             | Canadian When Issued Government Bond                                            | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       32000 | PA      | $17974.83     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52608.27     | 0.00%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                                       | Spark New Zealand Ltd                                                           | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |       40061 | NS      | $137159.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      245000 | PA      | $202756.83    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       14800 | NS      | $462451.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | CBOT Soybean                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         159 | NC      | $630545.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-222597.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16401.44     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                      | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        6344 | NS      | $293536.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                     | Volkswagen Leasing GmbH                                                         | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       45000 | PA      | $48043.15     | 0.00%             | 2023-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2352.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $127274.30    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HAITIAN INT'L                                                               | Haitian International Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 30030093DDRS825TVP62 | Long             | EC               | CORP              | CN        |       53000 | NS      | $141257.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                    | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3483.11      | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-128.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                             | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       35000 | PA      | $39588.84     | 0.00%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                      | Mondelez International Inc                                                      | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98352.04     | 0.00%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27390.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                               | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        9614 | NS      | $1431428.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-116133.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $235272.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35686.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                                   | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        4400 | NS      | $275789.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31787.28     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                 | SWOP CDS CDX.NA.IG.38.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    -2460000 | OU      | $-8.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                                                     | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        1050 | NS      | $52909.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                   | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       45575 | NS      | $112244.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11581.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $229.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -21 | NC      | $-21000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EDP - Energias do Brasil SA                                                 | EDP - Energias do Brasil SA                                                     | CUSIP: 000000000<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |       38912 | NS      | $153589.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1253178.62   | 0.05%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    11760000 | OU      | $2815.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 6 LTD                                                               | AGL CLO 6 LTD                                                                   | CUSIP: 00119WAE7<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | KY        |      210000 | PA      | $184102.97    | 0.01%             | 2034-07-20      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                             | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      125000 | PA      | $109176.48    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                                    | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       36423 | NS      | $1007024.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19058.39     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $185297.46    | 0.01%             | 2038-06-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        1000 | NS      | $186870.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                               | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       85249 | NS      | $2264302.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        7041 | NS      | $1608093.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Secur                                              | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      192628 | PA      | $179959.06    | 0.01%             | 2035-02-20      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Primary Aluminum                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -139 | NC      | $279341.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STABILITY MECHANISM                                                    | European Stability Mechanism                                                    | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |       57500 | PA      | $58073.11     | 0.00%             | 2024-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                       | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        1089 | NS      | $268351.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47758.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10488.81     | 0.00%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                                  | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       13500 | NS      | $331208.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                        | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153629.08    | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                       | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    29100000 | PA      | $209597.10    | 0.01%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                                          | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       34400 | NS      | $1265381.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4502.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                                                     | TRS MXUS0IT INDEX                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               | CORP              | CH        |           1 | NC      | $59201.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                    | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       50000 | PA      | $49054.70     | 0.00%             | 2028-01-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43810 | PA      | $36792.38     | 0.00%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2627.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                         | Cie de Saint-Gobain                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       21947 | NS      | $1073665.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                            | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3579.46      | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC Trust 2017-CHOP                                                            | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $371207.73    | 0.01%             | 2032-07-15      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                         | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    27050000 | PA      | $19087.37     | 0.00%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                  | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       10700 | NS      | $994672.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                        | Singapore Government Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      221000 | PA      | $169040.09    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -10320000 | OU      | $-5660.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17454.42     | 0.00%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                | Upstart Securitization Trust 2021-4                                             | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108660 | PA      | $105184.80    | 0.00%             | 2031-09-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $22184.31     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                                                | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12128.79     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                             | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        8714 | NS      | $693634.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                      | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      225000 | PA      | $182914.47    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      215000 | PA      | $174090.31    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                                      | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1450000 | PA      | $679460.94    | 0.03%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                    | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       17500 | NS      | $1229375.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                   | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-177236.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                         | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       62000 | PA      | $61241.55     | 0.00%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VZU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11691 | PA      | $11105.77     | 0.00%             | 2050-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                     | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |       90000 | PA      | $57506.71     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                          | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204880.80    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XA6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36590 | PA      | $32638.09     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-421.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                                       | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |      290000 | PA      | $256563.28    | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Leidos Holdings Inc                                                         | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        2366 | NS      | $248879.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                      | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      115000 | PA      | $72722.85     | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3210.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                           | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9879.17      | 0.00%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        6041 | NS      | $513605.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                      | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      200000 | PA      | $184500.00    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1171.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME 3 Month Eurodollar                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         141 | NC      | $-1233071.10  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          81 | NC      | $-512079.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                                                | Voya CLO 2020-2 Ltd                                                             | CUSIP: 92918HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2688001.80   | 0.11%             | 2034-07-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                | MKT 2020-525M Mortgage Trust                                                    | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $120886.72    | 0.00%             | 2040-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| BAC CAPITAL TRUST XIV                                                       | BAC Capital Trust XIV                                                           | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |      990000 | PA      | $754349.83    | 0.03%             | N/A             | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                                          | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        3200 | NS      | $123104.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          33 | NC      | $-5672.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-6093.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                   | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       11927 | NS      | $1493904.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                           | Elevation CLO 2021-14 Ltd                                                       | CUSIP: 28623RAC2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3381584.15   | 0.14%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                    | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8004.09      | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Keycorp Student Loan Trust                                                  | KeyCorp Student Loan Trust 2005-A                                               | CUSIP: 493268CL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      349175 | PA      | $326734.57    | 0.01%             | 2038-12-27      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6177.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Nickel                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          37 | NC      | $164603.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                                               | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        5416 | NS      | $884274.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           7 | NC      | $12796.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                         | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8756.15      | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                       | Province of Ontario Canada                                                      | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $44932.24     | 0.00%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                            | Novo Nordisk A/S                                                                | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |         628 | NS      | $84993.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1062892 | PA      | $855321.62    | 0.03%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17984.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          32 | NC      | $15500.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                                          | NY HARBOR ULSD                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          34 | NC      | $491029.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                                                | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |        8231 | NS      | $278770.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                                   | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       18406 | NS      | $1860958.36   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                                      | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       43176 | NS      | $889676.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                   | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |        2008 | NS      | $110084.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                                | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $90225.90     | 0.00%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                         | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       12272 | NS      | $392645.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                | Univision Communications Inc                                                    | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      171405 | PA      | $168436.08    | 0.01%             | 2026-03-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                                                 | Westrock Co                                                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       23200 | NS      | $815712.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                                              | Littelfuse Inc                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         331 | NS      | $72886.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $28.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                    | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      115000 | PA      | $121183.41    | 0.00%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          21 | NC      | $15093.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                       | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       13700 | NS      | $577318.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       10800 | NS      | $407160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                       | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $458572.11    | 0.02%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                                                    | Masonite International Corp                                                     | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $60375.00     | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                    | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8735.54      | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                    | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       11900 | NS      | $606543.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                                   | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        6300 | NS      | $873747.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1923.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WKZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52057 | PA      | $51132.89     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X8ZF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93570 | PA      | $83747.67     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMCO Corp                                                                  | SUMCO Corp                                                                      | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      122100 | NS      | $1617653.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                        | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       45799 | NS      | $1516862.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibstock PLC                                                                 | Ibstock PLC                                                                     | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |       63769 | NS      | $119210.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY PETROLEUM CO LLC                                                      | Berry Petroleum Co LLC                                                          | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55449.06     | 0.00%             | 2026-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53912 | PA      | $50552.77     | 0.00%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                         | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       42987 | NS      | $1070855.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                       | TRS IYR                                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2998894.24  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                                      | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    74290000 | PA      | $271976.95    | 0.01%             | 2029-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3727.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $59287.97     | 0.00%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $708.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                 | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        2727 | NS      | $242484.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                   | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $127.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                               | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        5475 | NS      | $158377.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4803.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                          | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        1636 | NS      | $205710.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                                             | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        6600 | NS      | $92966.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |           3 | NC      | $3236.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | French Government Bond s                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -9 | NC      | $70085.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                  | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21410.49     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EUREX EURO STOXX 50                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         135 | NC      | $-235187.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                           | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        2500 | NS      | $225650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENGIE SA                                                                    | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207877.54    | 0.01%             | N/A             | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IMM EURODOLLAR TIME DEPOSIT                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -672 | NC      | $-75600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                   | Gjensidige Forsikring ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |        5880 | NS      | $115330.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16468.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66542.29     | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        7887 | NS      | $259482.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCSoft Corp                                                                 | NCSoft Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         521 | NS      | $186113.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                   | Gerdau SA                                                                       | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |       92600 | NS      | $509000.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          11 | NC      | $10140.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      800000 | PA      | $528000.00    | 0.02%             | N/A             | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Gruma SAB de CV                                                             | Gruma SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |       16872 | NS      | $225392.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROATIA                                                                     | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      100000 | PA      | $90907.97     | 0.00%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9T45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20372 | PA      | $19975.13     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                              | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       27949 | NS      | $3100941.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | AUDUSD EURO CURRENCY 9AM                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -7 | NC      | $-5460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-711.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1519.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       27400 | NS      | $1078738.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                     | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     2000000 | PA      | $270163.42    | 0.01%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -10320000 | OU      | $-18240.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                                                  | GLP J-Reit                                                                      | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |          96 | NS      | $110561.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                     | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       60000 | PA      | $49025.53     | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CANADA-GOV'T WI                                                             | Canadian When Issued Government Bond                                            | CUSIP: 135087N91<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      330000 | PA      | $238464.00    | 0.01%             | 2024-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      525000 | PA      | $448763.10    | 0.02%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6600000 | PA      | $396.66       | 0.00%             | 2036-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                           | Lithia Motors Inc                                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         700 | NS      | $143318.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America, National Association                                       | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5916.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                       | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        3450 | NS      | $445015.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3164225 | PA      | $3337963.31   | 0.13%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                           | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      375692 | NS      | $1198167.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $162.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1878.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                                           | Remy Cointreau SA                                                               | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |        4818 | NS      | $812380.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      300000 | PA      | $260571.96    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149409.33    | 0.01%             | 2026-04-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $190162.50    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       42000 | PA      | $24558.18     | 0.00%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2229.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                              | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |       24000 | NS      | $124248.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc                                                       | TFI International Inc                                                           | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |        2040 | NS      | $204489.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Diageo PLC                                                                  | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |        6693 | NS      | $292965.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Zinc                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -131 | NC      | $262294.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -39 | NC      | $-3960.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                              | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2530.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                   | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        1000 | NS      | $262640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                           | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-221.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                          | CommScope Technologies LLC                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34292.51     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      130000 | PA      | $101979.16    | 0.00%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15649000000 | PA      | $1026345.21   | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                         | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       96026 | NS      | $3111242.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| COOPERATIEVE RABOBANK UA                                                    | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $62697.08     | 0.00%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $717.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       55000 | PA      | $37521.77     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                          | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        4500 | NS      | $738135.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $304.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-849.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8783.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                                    | COMEX Copper                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |          71 | NC      | $696671.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138YWH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61784 | PA      | $57476.95     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NTT Data Corp                                                               | NTT Data Corp                                                                   | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |       13700 | NS      | $199646.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                        | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       25000 | PA      | $20093.14     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53798 | PA      | $53925.22     | 0.00%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                    | Province of Saskatchewan Canada                                                 | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      134000 | PA      | $127630.02    | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      285000 | PA      | $253059.20    | 0.01%             | N/A             | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -157 | NC      | $-12932.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-783.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME CANADIAN DOLLAR CURRENCY                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          40 | NC      | $-2145.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46846.96     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9267.23      | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-662430.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                               | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        7000 | NS      | $307090.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                      | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        2500 | NS      | $156950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        5901 | NS      | $976497.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                                  | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      120000 | PA      | $82250.67     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        1400 | NS      | $157500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                              | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1276.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                       | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        4799 | NS      | $758385.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102019.63    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                    | Virgin Media Secured Finance PLC                                                | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $188023.50    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-6796.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                              | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        2399 | NS      | $227785.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Edenred                                                                     | Edenred                                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        4851 | NS      | $264017.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                  | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       34642 | NS      | $488046.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Nickel                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          38 | NC      | $1247050.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                    | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38015.50     | 0.00%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9966.39      | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Medalist Partners Corporate Fi                                              | Medalist Partners Corporate Finance Clo VII Ltd                                 | CUSIP: 58406CAA9<br>LEI: 254900H6CNZLCIDMYC58 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $482316.95    | 0.02%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      221664 | PA      | $225825.60    | 0.01%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4666.08      | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                            | Altria Group Inc                                                                | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       92000 | PA      | $85890.24     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                    | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      570800 | NS      | $1778256.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4969.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $55083.57     | 0.00%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      230000 | PA      | $143246.88    | 0.01%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                              | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63944.26     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                     | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17470000 | PA      | $799862.24    | 0.03%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                                                | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       93400 | NS      | $126117.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                        | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32872.00     | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                  | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18232.26     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-298208.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-632.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-997.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                    | Univision Communications Inc                                                    | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      525000 | PA      | $500146.80    | 0.02%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1354.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      101200 | PA      | $64657.31     | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -11760000 | OU      | $-946.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                                       | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |      155500 | NS      | $953708.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                                                   | BIM Birlesik Magazalar AS                                                       | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |       39715 | NS      | $290231.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                  | Symrise AG                                                                      | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       12337 | NS      | $1339860.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50779.87     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $756273.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -63 | NC      | $222485.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20854.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9989.22      | 0.00%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                                    | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      197000 | PA      | $180427.77    | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-205.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                                                  | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18633.44     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32519.66     | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -15 | NC      | $-1171.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISLE OF MAN                                                                 | Isle of Man Government International Bond                                       | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      100000 | PA      | $127145.27    | 0.01%             | 2034-08-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1415.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-599.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -47 | NC      | $-5084.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK PARTNERS LP                                                           | ONEOK Partners LP                                                               | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249174.83    | 0.01%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                                              | CK Infrastructure Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | HK        |       20000 | NS      | $104360.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9602.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                      | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |        6234 | NS      | $447590.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10973.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                          | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       85000 | PA      | $63957.92     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                         | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       14300 | NS      | $469898.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $149054.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                        | Range Resources Corp                                                            | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      510000 | PA      | $486111.53    | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                                                | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-228.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                            | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |        9100 | NS      | $524111.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland India Trust                                                      | Capitaland India Trust                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      178000 | NS      | $150142.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40489.95     | 0.00%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                      | NYBOT CSC Number 11 World Sugar                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         107 | NC      | $236512.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13349252 | PA      | $15232696.56  | 0.61%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                   | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        5800 | NS      | $432738.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-325025.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19559.34     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                           | CDP Financial Inc                                                               | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      360000 | PA      | $350259.38    | 0.01%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                    | Diversified Healthcare Trust                                                    | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      329000 | PA      | $315483.54    | 0.01%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       15546 | NS      | $260021.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                                                     | TRS BNPUSBNK INDEX                                                              | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               | CORP              | CH        |           1 | NC      | $38377.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                      | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |       61000 | PA      | $32028.54     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1119.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                           | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      310000 | PA      | $253676.88    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                      | NYBOT CTN Number 2 Cotton                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          81 | NC      | $206506.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-63911.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                 | Equinor ASA                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       30000 | PA      | $28738.45     | 0.00%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                                                   | Tisco Financial Group PCL                                                       | CUSIP: 000000000<br>LEI: 529900OOUQI3OWX2WU06 | Long             | EC               | CORP              | TH        |      110700 | NS      | $317017.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                                                  | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       10200 | NS      | $418506.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                            | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       11803 | NS      | $2321917.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                                    | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      328000 | PA      | $292214.92    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                 | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       14831 | NS      | $2167402.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19830.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                                                 | BlackRock Liquidity FedFund                                                     | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    40247551 | NS      | $40247551.27  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                 | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42402.22     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                            | Altria Group Inc                                                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      255000 | PA      | $225286.00    | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2557.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6289.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17623.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                              | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      165015 | NS      | $4612169.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Realty Trust Inc                                                    | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       73837 | NS      | $7403635.99   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         235 | NC      | $-1431135.76  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN UNION                                                              | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |       30000 | PA      | $24989.47     | 0.00%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $51383.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                               | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153303.47    | 0.01%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                                        | Suez SACA                                                                       | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $89731.61     | 0.00%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                         | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        2661 | NS      | $171008.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13102.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                              | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        4324 | NS      | $1001308.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | AUDUSD EURO CURRENCY 9AM                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-15120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $69727.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                                               | Novatek Microelectronics Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       17000 | NS      | $173786.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPEC CORP                                                                | China Petroleum & Chemical Corp                                                 | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |     1026000 | NS      | $494339.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                      | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       11810 | NS      | $6261425.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                    | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17908.19     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31700.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Steel Corp                                                    | United States Steel Corp                                                        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |        6000 | NS      | $150300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2006-I Trust                                            | CUSIP: 05951VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27572 | PA      | $22706.64     | 0.00%             | 2046-10-20      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                              | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       64000 | PA      | $48968.27     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                             | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       38144 | NS      | $285025.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $688.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4652.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                                     | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      865000 | PA      | $839527.51    | 0.03%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $685.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | AUDUSD EURO CURRENCY 9AM                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           4 | NC      | $5040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -32 | NC      | $-9087.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        1904 | NS      | $277355.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA INTL BV                                                           | Iberdrola International BV                                                      | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $190228.60    | 0.01%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| iShares Gold Trust                                                          | iShares Gold Trust                                                              | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |      110000 | NS      | $3804900.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                                                | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3290.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                      | BP Capital Markets PLC                                                          | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      205000 | PA      | $187829.95    | 0.01%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                         | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       85000 | PA      | $36677.37     | 0.00%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                               | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      147053 | NS      | $4555252.69   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                               | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      122000 | NS      | $2028016.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $7317.29      | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1030000 | PA      | $197979.06    | 0.01%             | 2028-06-20      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                    | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       75578 | NS      | $2296961.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                       | CDS INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1111.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37115.68     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           7 | NC      | $5031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Nickel                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         -38 | NC      | $-229375.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       70000 | PA      | $58712.50     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-752.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-91280.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $604.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                 | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       36496 | NS      | $4732069.97   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS IFS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10781.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                               | Carnival Corp                                                                   | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      240000 | PA      | $194700.00    | 0.01%             | 2030-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| OCI NV                                                                      | OCI NV                                                                          | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |       17519 | NS      | $626347.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                                        | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       95169 | NS      | $290083.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-15824.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co/The                                                               | Timken Co/The                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        6300 | NS      | $445221.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing Inc                                                       | Level 3 Financing Inc                                                           | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |       32283 | PA      | $30880.53     | 0.00%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $301.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      125000 | PA      | $116300.05    | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE WEEK 5                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                                          | NYMEX Light Sweet Crude Oil                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         193 | NC      | $1125002.31   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                                          | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       38300 | NS      | $312911.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                      | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        5537 | NS      | $757350.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                                        | JBG SMITH Properties                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4500 | NS      | $85410.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                      | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      150000 | PA      | $144014.60    | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $4851.20      | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                   | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |         648 | NS      | $104664.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     1379828 | NS      | $2625553.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                    | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4472.03      | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-324.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-70405.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                     | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       96305 | NS      | $2027220.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Brixmor Property Group Inc                                                  | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      138795 | NS      | $3146482.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                       | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9888.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                         | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      143000 | PA      | $141794.30    | 0.01%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-715117.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-182.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                       | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        1300 | NS      | $89219.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vodafone Group PLC                                                          | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      257592 | NS      | $260868.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34416.19     | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7656.67      | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376RKZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1916 | PA      | $1886.20      | 0.00%             | 2061-08-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      420000 | PA      | $296953.13    | 0.01%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $8107.09      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ipsen SA                                                                    | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       18908 | NS      | $2033756.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8645.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                                      | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |        3584 | NS      | $121881.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                       | Kirin Holdings Co Ltd                                                           | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       41500 | NS      | $632519.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                                                  | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $246844.91    | 0.01%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2015-R2 Trust                                           | CUSIP: 05990TBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1183675 | PA      | $1011744.14   | 0.04%             | 2036-03-27      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $108.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1660.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                          | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       54379 | NS      | $530547.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                          | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       22000 | NS      | $1911360.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      565000 | PA      | $585261.51    | 0.02%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21258.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1118.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                              | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         766 | NS      | $453756.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $367028.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Zinc                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         105 | NC      | $-471224.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                                 | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        5450 | NS      | $493225.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                    | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      274000 | PA      | $269816.80    | 0.01%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-687.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                        | BANK 2021-BNK32                                                                 | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1076516 | PA      | $46709.26     | 0.00%             | 2054-04-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1922.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                                              | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $84932.49     | 0.00%             | 2028-07-14      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23979.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                             | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        2200 | NS      | $255354.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                  | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        4700 | NS      | $295771.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5666.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19453.36     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                                                     | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |         881 | NS      | $46516.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $175.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                                         | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       41702 | NS      | $5963386.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54265.91     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                   | IQVIA Inc                                                                       | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1028320.89   | 0.04%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6808.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13715.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39877 | PA      | $38087.13     | 0.00%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                        | Las Vegas Sands Corp                                                            | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      160000 | PA      | $147801.87    | 0.01%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10408.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC                                                                        | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |      245000 | NS      | $125657.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                                    | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      119063 | NS      | $2150706.13   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20298.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND WEEK 5                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -4 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $127621.34    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7360.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1463.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      395000 | PA      | $293197.22    | 0.01%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44257.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                         | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      300000 | PA      | $274344.51    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                       | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       21930 | NS      | $1276350.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                  | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |        2040 | NS      | $102680.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      655000 | PA      | $658988.42    | 0.03%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      110000 | PA      | $100801.87    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                         | Canadian Government Bond                                                        | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      101000 | PA      | $76577.99     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -100 | NC      | $106527.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                    | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      760000 | PA      | $699723.32    | 0.03%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59280.88     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4123.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154992.77    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7265680 | PA      | $6078255.20   | 0.24%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        4200 | NS      | $1341018.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAPITAL CORP                                                         | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       64000 | PA      | $76132.29     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Energy Select Sector SPDR Fund                                              | Energy Select Sector SPDR Fund                                                  | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Long             | EC               | RF                | US        |      196000 | NS      | $17144120.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                                    | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      993000 | PA      | $973292.12    | 0.04%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6102.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39316.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -48 | NC      | $-3267.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8782.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                    | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       37000 | PA      | $26233.46     | 0.00%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                     | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    18100000 | PA      | $32654.80     | 0.00%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4263.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                          | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      806000 | PA      | $583131.70    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31486.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6967.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                                    | ZOZO Inc                                                                        | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       18300 | NS      | $451932.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                                      | Japan Post Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |        5922 | NS      | $50769.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                   | Hunter Douglas Inc                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |      169462 | PA      | $148660.32    | 0.01%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                                      | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |        6000 | NS      | $95225.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-HQA2                                         | CUSIP: 35564KGR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $25686.18     | 0.00%             | 2033-12-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                                              | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4242.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA                                                                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       62061 | NS      | $373810.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111241.53    | 0.00%             | 2030-08-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67054 | PA      | $65726.11     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                  | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        3252 | NS      | $1394327.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12606.54     | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4572.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           3 | NC      | $4734.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                          | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        4288 | NS      | $105356.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                                                         | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $201932.15    | 0.01%             | 2025-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-108.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46073.14     | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -8 | NC      | $-875.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                      | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       28000 | PA      | $14103.01     | 0.00%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $143.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund                              | Goldman Sachs Financial Square Government Fund                                  | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |    40247553 | NS      | $40247552.82  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                                           | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        1659 | NS      | $82817.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13231.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26906000 | PA      | $26677745.91  | 1.07%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2270000 | PA      | $1095275.00   | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hermes International                                                        | Hermes International                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        3726 | NS      | $5767298.56   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $40756.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                        | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11200000000 | PA      | $771247.79    | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                    | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      815000 | PA      | $448943.48    | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $520.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                                  | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      265300 | NS      | $2232222.84   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                              | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       75259 | NS      | $6321756.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                            | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $281274.44    | 0.01%             | 2030-11-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                 | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        2300 | NS      | $238027.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                                          | GASOLINE RBOB                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          66 | NC      | $830568.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                     | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173831.62    | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alcon Inc                                                                   | Alcon Inc                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       13659 | NS      | $937266.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -402 | NC      | $445763.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-550.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                     | American Axle & Manufacturing Inc                                               | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      354000 | PA      | $332282.70    | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Cooper Cos Inc/The                                                          | Cooper Cos Inc/The                                                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         137 | NS      | $45301.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-23364.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      570000 | PA      | $497325.00    | 0.02%             | N/A             | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         696 | NC      | $-400572.14   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9161.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS IFS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3066.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1760000 | PA      | $1769625.00   | 0.07%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                   | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13147.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                                      | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       58180 | NS      | $937216.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                             | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       17500 | NS      | $1630825.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      114000 | PA      | $102024.86    | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3929.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                    | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2367000 | PA      | $81005.77     | 0.00%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                    | Acadia Healthcare Co Inc                                                        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |        1365 | NS      | $112366.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -15 | NC      | $-3046.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KLA98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      648266 | PA      | $553535.79    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                   | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       18289 | NS      | $404117.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                           | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       24300 | NS      | $4292595.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $-44807.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5313.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2347279 | PA      | $1582567.98   | 0.06%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                                                           | Doosan Bobcat Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        8277 | NS      | $226469.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1487.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                       | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    56950000 | PA      | $374579.47    | 0.02%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | Edelman Financial Engines Center LLC/The                                        | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |       19057 | PA      | $17798.05     | 0.00%             | 2028-04-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                    | Petrobras Global Finance BV                                                     | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      170000 | PA      | $143416.25    | 0.01%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12534.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                    | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      158003 | NS      | $2260404.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3502.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -44 | NC      | $60958.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                         | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        1100 | NS      | $162525.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                                                     | IMCD NV                                                                         | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |        1512 | NS      | $216278.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                 | Exelon Corp                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8042.68      | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4186.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                                                 | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       10000 | NS      | $116373.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPMSU1GZ INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $43493.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       12968 | NS      | $2167940.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                                  | HKG HANG SENG CHINA ENTERPRISES INDEX                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |          44 | NC      | $-18718.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                                                 | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       99352 | NS      | $272386.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPIC                                                                        | China Pacific Insurance Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      271600 | NS      | $600593.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Fund                                          | AST PGIM Fixed Income Central Fund                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |    11606505 | NS      | $114208006.04 | 4.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDER FINLAND OYJ                                                          | Balder Finland Oyj                                                              | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      255000 | PA      | $181021.35    | 0.01%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |       57575 | NS      | $1328867.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd                                               | Concordia Financial Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       15634 | NS      | $65278.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                             | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      355000 | PA      | $364398.46    | 0.01%             | 2029-06-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        5481 | NS      | $203649.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -16 | NC      | $-586.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                                                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       30900 | NS      | $733257.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-854.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10979.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                       | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      150000 | PA      | $139764.13    | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                              | Park Avenue Institutional Advisers CLO Ltd 2019-2                               | CUSIP: 70018AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1934174.00   | 0.08%             | 2034-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36751.62     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                         | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |       45000 | NS      | $140824.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                     | European Bank for Reconstruction & Development                                  | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |  3449000000 | PA      | $211553.81    | 0.01%             | 2026-10-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                                                   | Opendoor Technologies Inc                                                       | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      114700 | NS      | $133052.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CSAIL Commercial Mortgage Trus                                              | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $29903.80     | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    10320000 | OU      | $20396.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                               | Valvoline Inc                                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      161000 | PA      | $132058.00    | 0.01%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                         | Canadian Government Bond                                                        | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       58000 | PA      | $46553.35     | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     -670000 | NC      | $-56708.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                      | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1564000 | PA      | $805242.47    | 0.03%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brenntag SE                                                                 | Brenntag SE                                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |        6910 | NS      | $440684.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-70924.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9521.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                          | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16498.73     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                        | Straumann Holding AG                                                            | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |        2068 | NS      | $237140.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                               | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      198225 | NS      | $2816849.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                       | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $16800.00     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X7L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19285 | PA      | $18316.85     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                         | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       14000 | PA      | $5652.83      | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                                                         | TCW CLO 2017-1A Ltd                                                             | CUSIP: 87240NAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1213818.00   | 0.05%             | 2034-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-164487.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          12 | NC      | $3562.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2510.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                     | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |        4221 | NS      | $1352323.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12103.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                            | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       10058 | NS      | $265351.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                          | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |       31000 | NS      | $707079.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14161.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcontinental Inc                                                        | Transcontinental Inc                                                            | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |       14111 | NS      | $159243.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCFR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188965 | PA      | $175238.92    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                            | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       13500 | NS      | $617085.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown City CLO I                                                            | Crown City CLO I                                                                | CUSIP: 22823RAJ8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2660355.23   | 0.11%             | 2034-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                              | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |      241725 | NS      | $983820.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PROSUS NV                                                                   | Prosus NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $179500.00    | 0.01%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                                        | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        3100 | NS      | $292640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $253202.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                                     | HomeBanc Mortgage Trust 2005-3                                                  | CUSIP: 43739EBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $336679.42    | 0.01%             | 2035-07-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                      | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      100341 | NS      | $2795052.63   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc                                               | Independence Realty Trust Inc                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      202216 | NS      | $3409361.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $624.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3200.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                                                 | NetEase Inc                                                                     | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |        5695 | NS      | $413627.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                                                | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13327.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9000.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVI Ltd                                                                     | AVI Ltd                                                                         | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |       42574 | NS      | $188592.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29052.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                       | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $469866.23    | 0.02%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22898.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           7 | NC      | $5906.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                                                      | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        6011 | NS      | $230297.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QD2M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53845 | PA      | $47363.22     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp II                                                  | CUSIP: 36255TAL6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      819042 | PA      | $333748.39    | 0.01%             | 2031-09-15      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           4 | NC      | $1250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26642.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        7683 | NS      | $494672.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $965.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                     | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       30792 | NS      | $938463.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28549.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-339.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                         | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        8100 | NS      | $695385.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                                              | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         223 | NS      | $38882.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |           9 | NC      | $-10996.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                               | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       12158 | NS      | $855729.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46736.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                            | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $63664.35     | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                         | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        7400 | NS      | $243164.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                                                  | Sprint LLC                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      385000 | PA      | $398640.90    | 0.02%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $10818.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/CNY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42607.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9225496 | PA      | $7714892.51   | 0.31%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                      | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        1358 | NS      | $228266.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                              | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8833.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4948.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCHJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61422 | PA      | $58625.35     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LifePoint Health Inc                                                            | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |       63725 | PA      | $59932.95     | 0.00%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                             | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |        9900 | NS      | $233448.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                    | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      134842 | NS      | $2482441.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                                                | China Construction Bank Corp                                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      873000 | NS      | $545965.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4347.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95964.56     | 0.00%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Or                                              | Hellenic Telecommunications Organization SA                                     | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       20999 | NS      | $327985.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT                                           | GBP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DFE              | CORP              | DE        |       38000 | NC      | $542.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                                                     | TRS BNPMSEV1 INDEX                                                              | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               | CORP              | CH        |           1 | NC      | $-62694.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-23339.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                    | Golden Entertainment Inc                                                        | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394439.25    | 0.02%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1835.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                   | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       17061 | NS      | $310665.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       65000 | PA      | $51305.85     | 0.00%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3021.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12607.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8649.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -8 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                 | Exelon Corp                                                                     | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34875.17     | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                              | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1226650.63   | 0.05%             | 2032-10-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IMM EURODOLLAR TIME DEPOSIT                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         448 | NC      | $100800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROATIA                                                                     | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      240000 | PA      | $212559.26    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                                               | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        6600 | NS      | $447810.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      250000 | PA      | $183138.99    | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                  | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |      628844 | NS      | $628844.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                       | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $293201.55    | 0.01%             | 2025-05-21      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      100000 | PA      | $76289.63     | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7518.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         281 | NC      | $57860.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                         | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3503.48      | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-66835.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2012.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                                    | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        1300 | NS      | $275496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                                   | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        2268 | NS      | $118562.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                                | Wal-Mart de Mexico SAB de CV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      105056 | NS      | $371347.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-64440.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                 | Nutrien Ltd                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        6746 | NS      | $492497.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                                         | Delta Air Lines Inc                                                             | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      156000 | PA      | $159415.85    | 0.01%             | 2025-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1800.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                            | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       37606 | NS      | $2392117.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111976.17    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $103248.64    | 0.00%             | 2041-12-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                                            | Ocean Trails CLO 8                                                              | CUSIP: 67514UAL5<br>LEI: 6354007VXPN9E9WVUW39 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2660935.75   | 0.11%             | 2034-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                                    | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |        9300 | NS      | $134038.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13846.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18694.73     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      185000 | PA      | $181592.16    | 0.01%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                       | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   136300000 | PA      | $1043782.06   | 0.04%             | 2024-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      771900 | PA      | $529113.33    | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                                                          | Sigma Alimentos SA de CV                                                        | CUSIP: 000000000<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $189162.50    | 0.01%             | 2026-05-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                    | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $399203.52    | 0.02%             | 2027-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                | Hilton Worldwide Finance LLC                                                    | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |       47477 | PA      | $47280.71     | 0.00%             | 2026-06-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2975.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                       | Province of Ontario Canada                                                      | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      353000 | PA      | $359438.06    | 0.01%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                   | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25476.76     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $79661.12     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                               | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         500 | NS      | $187560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18666.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-286.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -41 | NC      | $-3203.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Total Bond Market ETF                                              | Vanguard Total Bond Market ETF                                                  | CUSIP: 921937835<br>LEI: N/A                  | Long             | EC               | RF                | US        |      316400 | NS      | $22730176.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | CBOT Soybean Oil                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         198 | NC      | $252602.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                          | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       30000 | PA      | $20343.02     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAMETRIC EMERGING MAR                                                     | AST PARAMETRIC EMERGING MARKETS EQUITY PORTFOLIO                                | CUSIP: 000000000<br>LEI: N4QJ62UMJLEFUPW82466 | Long             | EC               | RF                | US        |     1125853 | NS      | $9051861.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                              | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        3500 | NS      | $1358945.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1511.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1390.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                     | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       80000 | PA      | $68007.45     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCSK Corp                                                                   | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |        7200 | NS      | $108984.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                     | Darling Ingredients Inc                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |         664 | NS      | $41559.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                           | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       15001 | NS      | $475844.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      128000 | PA      | $110163.97    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      165000 | PA      | $149774.73    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                              | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        1338 | NS      | $656791.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                      | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        8988 | NS      | $251052.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3108.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/CNY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2636.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $77288.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                         | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        8844 | NS      | $2177835.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate ETF                                                    | Vanguard Real Estate ETF                                                        | CUSIP: 922908553<br>LEI: N/A                  | Long             | EC               | RF                | US        |       39500 | NS      | $3257960.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CNH Industrial NV                                                           | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |       20349 | NS      | $326438.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                                           | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      117600 | NS      | $2040494.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                                                      | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |        1529 | NS      | $38668.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank Hapoalim BM                                                            | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       15375 | NS      | $138435.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1688.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPG Trust                                                                   | OPG Trust 2021-PORT                                                             | CUSIP: 67118AAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      411224 | PA      | $380286.66    | 0.02%             | 2036-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43250.00     | 0.00%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                       | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        5000 | NS      | $424650.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $981.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9544.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19143.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                   | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       28662 | NS      | $456213.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2964.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Financial Select Sector SPDR Fund                                           | Financial Select Sector SPDR Fund                                               | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             | EC               | RF                | US        |      104000 | NS      | $3556800.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| ITOCHU Corp                                                                 | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |       35500 | NS      | $1113732.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                                             | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        3100 | NS      | $464349.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | PA      | $50400.40     | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $42029.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                                                     | TRS MXUS0IN INDEX                                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               | CORP              | CH        |           1 | NC      | $-15287.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $152.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                                    | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |        4700 | NS      | $164825.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1588.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5351.15      | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                             | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10204 | NS      | $301324.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                            | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55027.29     | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                 | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       27400 | NS      | $1378666.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                                     | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11064 | NS      | $1628399.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                                            | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        1800 | NS      | $312318.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | CBOT Wheat                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          39 | NC      | $-119435.51   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $91497.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                                      | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     1000000 | PA      | $148258.12    | 0.01%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114820 | PA      | $98044.32     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment C                                              | Wharf Real Estate Investment Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |       30000 | NS      | $174724.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                                      | Petroleo Brasileiro SA                                                          | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |       22813 | NS      | $242958.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank and Trust Company                                         | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6898.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                              | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       15624 | NS      | $220290.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                           | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       59387 | NS      | $2829196.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                                                     | Vale SA                                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |        9100 | NS      | $154172.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       46800 | NS      | $1636596.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                               | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        5236 | NS      | $661620.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9249.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                    | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $185850.00    | 0.01%             | N/A             | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Securities LLC                                                          | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-768.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                                            | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       26600 | NS      | $711816.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                    | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $11415.60     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1213.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3838.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                                                    | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       21000 | NS      | $778470.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       42117 | NS      | $165132.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-726.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41985.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                       | Japan Government Forty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    22050000 | PA      | $115494.32    | 0.00%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                                           | Pension Insurance Corp PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      205000 | PA      | $222411.86    | 0.01%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                              | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $90616.83     | 0.00%             | 2030-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Viscofan SA                                                                 | Viscofan SA                                                                     | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |        2058 | NS      | $132551.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-903.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      190000 | PA      | $138854.38    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15061.13     | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                         | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        8690 | NS      | $981000.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                          | ICE Brent Crude Oil                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         135 | NC      | $-756146.86   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                                      | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      305000 | PA      | $289944.84    | 0.01%             | 2025-07-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XG7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74648 | PA      | $70061.36     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                    | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15251.99     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                                                              | ITE Rail Fund Levered LP                                                        | CUSIP: 90352WAD6<br>LEI: 25490077I8NB6ADB4I38 | Long             | ABS-O            | CORP              | US        |      128331 | PA      | $107630.99    | 0.00%             | 2051-02-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3427.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                        | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        6100 | NS      | $956968.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                 | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       48056 | NS      | $4348945.71   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                                    | European Stability Mechanism                                                    | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |      120000 | PA      | $114146.81    | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                                    | Ceridian HCM Holding Inc                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        1300 | NS      | $83395.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                     | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      161823 | NS      | $1598809.29   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                        | Lockheed Martin Corp                                                            | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45332.15     | 0.00%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14203.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7818.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1779.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | CBOT Soybean Meal                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         136 | NC      | $557989.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                                   | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       10696 | NS      | $1023376.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       37000 | PA      | $35204.52     | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-108435.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                                         | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        8400 | NS      | $415884.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dai-ichi Life Holdings Inc                                                  | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      128400 | NS      | $2899705.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                           | Republic of Kenya Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $176000.00    | 0.01%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17118.23     | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -8 | NC      | $-1625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken                                               | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |       31781 | NS      | $365890.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4561.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                         | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       75000 | PA      | $59608.46     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Westlake Automobile Receivable                                              | Westlake Automobile Receivables Trust 2019-2                                    | CUSIP: 96041LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $119515.22    | 0.00%             | 2025-04-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53695.43     | 0.00%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                       | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        4240 | NS      | $595442.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                         | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9529.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                            | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |        2386 | NS      | $2019128.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $592111.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                      | Dr Ing hc F Porsche AG                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |        6881 | NS      | $694386.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $78490.81     | 0.00%             | 2032-05-12      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Sartorius AG                                                                | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        4651 | NS      | $1836568.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4612.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM                                                  | La Francaise des Jeux SAEM                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |        3085 | NS      | $124135.89    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3076.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |           7 | NC      | $9122.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -13 | NC      | $-6012.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                     | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9856.86      | 0.00%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      370365 | PA      | $303259.38    | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2397.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-42079.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                    | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      110000 | PA      | $107279.73    | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13242.66     | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                         | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10589.12     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33250.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -63 | NC      | $-6890.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                                          | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      125000 | PA      | $117680.62    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                      | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       16591 | NS      | $497564.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEL CHILE SA                                                              | Empresa Nacional de Telecomunicaciones SA                                       | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      150000 | PA      | $119325.00    | 0.00%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1278.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                              | Benefit Street Partners CLO XXI Ltd                                             | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4900000 | PA      | $4764657.11   | 0.19%             | 2034-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      236577 | NS      | $4397073.63   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST                  | CUSIP: 46652DAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $53601.93     | 0.00%             | 2036-12-15      | Floating      | 11.32%                | Yes           |                  2 | On Loan: No      |
| Carlyle Euro CLO                                                            | Carlyle Euro CLO 2021-2 DAC                                                     | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |     2000000 | PA      | $2045643.44   | 0.08%             | 2035-10-15      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                                                  | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       30400 | NS      | $627760.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      125000 | PA      | $110289.80    | 0.00%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                 | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       78236 | NS      | $1588472.82   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       65000 | PA      | $58650.61     | 0.00%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                       | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        5800 | NS      | $1439038.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME Euro Foreign Exchange Currency                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -109 | NC      | $-432844.03   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                         | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1124000 | PA      | $251058.99    | 0.01%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                                   | LME Primary Aluminum                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $403.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1392974.89  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US TREASURY LONG BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -8 | NC      | $-1250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23088412 | PA      | $23051999.00  | 0.93%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      280000 | PA      | $204895.97    | 0.01%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                      | Valmont Industries Inc                                                          | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        1300 | NS      | $429871.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                     | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32816.28     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                         | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25773.05     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-29216.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                    | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |       23000 | NS      | $203280.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6930.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9951.65      | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QLBN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103878 | PA      | $95560.98     | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1280.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                                          | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |       32585 | NS      | $304141.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                           | CPPIB Capital Inc                                                               | CUSIP: 22411VAX6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $237101.18    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      175000 | PA      | $165976.49    | 0.01%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                  | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        1148 | NS      | $87764.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                                      | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5700000 | PA      | $2500875.00   | 0.10%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         581 | NC      | $-243036.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                      | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      151600 | NS      | $3837239.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                                      | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc      | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      530000 | PA      | $490250.00    | 0.02%             | 2025-10-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Eurex 30 Year Euro BUXL                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $214993.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      695000 | PA      | $583722.71    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                              | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       11708 | NS      | $8519832.91   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-442430.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $196022.00    | 0.01%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                      | GSAA Trust                                                                      | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      547498 | PA      | $227169.09    | 0.01%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1212165.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                  | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       12500 | NS      | $1237125.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZAKHSTAN TEMIR ZHOLY                                                      | Kazakhstan Temir Zholy National Co JSC                                          | CUSIP: 000000000<br>LEI: 213800X9NVS4IWFKLS77 | Long             | DBT              | CORP              | KZ        |      170000 | PA      | $177073.76    | 0.01%             | 2023-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                             | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        4800 | NS      | $672000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                      | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      145000 | PA      | $114936.89    | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                              | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       33473 | NS      | $312959.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                                | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        4245 | NS      | $1648099.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                             | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |        5600 | NS      | $426841.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-783.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      555000 | PA      | $458905.01    | 0.02%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44929.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                              | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $91275.86     | 0.00%             | 2030-09-25      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                     | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      137955 | NS      | $5342997.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      225000 | PA      | $168658.50    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                   | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $554.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                                              | Residential Asset Securitization Trust 2005-A15                                 | CUSIP: 45660L4B2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1429067 | PA      | $155764.92    | 0.01%             | 2036-02-25      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                          | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $95894.11     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                                      | ILFC E-Capital Trust I                                                          | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |      630000 | PA      | $358550.09    | 0.01%             | 2065-12-21      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                                                      | Assicurazioni Generali SpA                                                      | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      305000 | PA      | $316917.35    | 0.01%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      530000 | PA      | $488593.75    | 0.02%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72340 | PA      | $61864.14     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSL Ltd                                                                     | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        2268 | NS      | $442246.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          36 | NC      | $4781.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       10000 | PA      | $6653.09      | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | CME Japanese Yen Currency                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           4 | NC      | $7440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -780000 | NC      | $-8022.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                                                     | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |        1900 | NS      | $570266.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23218636 | PA      | $22582763.96  | 0.91%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                             | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       28200 | NS      | $1185713.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2244.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                                           | Toro European CLO 3 DAC                                                         | CUSIP: 000000000<br>LEI: 635400HMDMBJ8UOYII08 | Long             | ABS-CBDO         | CORP              | IE        |     2500000 | PA      | $2568324.53   | 0.10%             | 2034-07-15      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                               | Goldentree Loan Management US Clo 8 Ltd                                         | CUSIP: 38136QAJ8<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $238507.65    | 0.01%             | 2034-10-20      | Floating      | 12.29%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21397 | PA      | $17503.27     | 0.00%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        2955 | NS      | $466712.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                                 | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        7800 | NS      | $180960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-692.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                               | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       19226 | NS      | $272808.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                       | iA Financial Corp Inc                                                           | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        4266 | NS      | $249753.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                            | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $279711.96    | 0.01%             | 2027-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19350.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      150000 | PA      | $92587.50     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -81 | NC      | $86365.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                                       | Deutsche Lufthansa AG                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |       14940 | NS      | $123151.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                                                | Shizuoka Financial Group Inc                                                    | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |        6410 | NS      | $51366.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                                              | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        6800 | NS      | $688228.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $176.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17243 | NS      | $3094946.07   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -758657 | NC      | $-27339.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-413.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                   | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        9796 | NS      | $159282.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                     | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $167725.00    | 0.01%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                    | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        9150 | NS      | $817644.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                                    | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5787 | NS      | $96064.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2405.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                   | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | USD/DKK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                                                     | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         571 | NS      | $93444.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates NBD Bank PJSC                                                      | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |       37778 | NS      | $133059.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                                           | Montreal Exchange 10 Year Canadian Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -6 | NC      | $9368.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International A                                              | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |        2070 | NS      | $481239.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $315734.52    | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                     | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       16834 | NS      | $4718738.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co Ltd                                                      | Yamato Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       33200 | NS      | $526095.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                      | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       15000 | PA      | $10856.43     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                               | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        7200 | NS      | $1719792.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137613 | PA      | $112301.14    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                                           | Israel Government Bond - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      239000 | PA      | $56596.39     | 0.00%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6007.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3307.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                                                      | Hirose Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         800 | NS      | $100337.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      180000 | PA      | $196440.00    | 0.01%             | 2027-03-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PING AN                                                                     | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |       99000 | NS      | $650404.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                             | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        3792 | NS      | $240147.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                     | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9726.64      | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                              | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      400000 | PA      | $330619.94    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                                              | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       12788 | NS      | $1613334.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                                    | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |       55000 | PA      | $56705.22     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                            | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       55312 | NS      | $1061552.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                       | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    36150000 | PA      | $257794.59    | 0.01%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                  | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        1759 | NS      | $150394.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGION OF LAZIO                                                             | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |       86401 | PA      | $75992.82     | 0.00%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                        | Booking Holdings Inc                                                            | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      135000 | PA      | $145962.06    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                  | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       54843 | NS      | $2470677.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       99556 | PA      | $85070.56     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                          | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      520000 | PA      | $477418.02    | 0.02%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                                       | Red Electrica Corp SA                                                           | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        6186 | NS      | $107563.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                               | Whitbread PLC                                                                   | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |       12682 | NS      | $392109.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                                    | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |       50000 | PA      | $62424.36     | 0.00%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $32580.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                           | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      130000 | PA      | $120460.81    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36833.79     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energisa SA                                                                 | Energisa SA                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       45700 | NS      | $382793.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $25623.53     | 0.00%             | 2041-09-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23316 | PA      | $21745.21     | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                               | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       30400 | NS      | $335719.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Co                                              | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        3195 | NS      | $333941.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2156.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $18847.36     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-399219.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                                               | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        4100 | NS      | $633614.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                                 | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       52218 | NS      | $2135309.04   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MYAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148945 | PA      | $147134.66    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                  | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       15596 | NS      | $3344385.22   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                                                  | Lattice Semiconductor Corp                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |        9700 | NS      | $629336.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-82326.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54383.46     | 0.00%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                    | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        7605 | NS      | $1138088.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      190472 | NS      | $21471908.56  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       42800 | NS      | $3797644.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                   | TRS JPMSU5VJ INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58848.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | CNY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3523.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                 | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      320000 | PA      | $376519.74    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dassault Systemes SE                                                        | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       67136 | NS      | $2414188.38   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-152526.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-239155.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $145.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                                       | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      580000 | PA      | $303185.05    | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESLEYAN UNIVERSITY                                                         | Wesleyan University                                                             | CUSIP: 95101VAA7<br>LEI: MR0KVN5WYB7MX4TE2T37 | Long             | DBT              | CORP              | US        |       70000 | PA      | $55552.01     | 0.00%             | 2116-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28599.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $19958.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                         | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        8506 | NS      | $1275559.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                              | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17414.04     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                    | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23766.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KJR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77858 | PA      | $63972.96     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 5 YEAR US TREASURY NOTE WEEK 5                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -37 | NC      | $-289.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                      | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         964 | NS      | $2158015.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd                                                   | Anhui Conch Cement Co Ltd                                                       | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |       46500 | NS      | $162027.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                             | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12039.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202724.64    | 0.01%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                                                          | Chiba Bank Ltd/The                                                              | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |        7612 | NS      | $55538.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4730.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                       | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    15000000 | PA      | $14301.87     | 0.00%             | 2033-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $176.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                   | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       47100 | NS      | $1006168.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                       | Nederlandse Waterschapsbank NV                                                  | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      505000 | PA      | $480485.60    | 0.02%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIS Inc                                                                     | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       10800 | NS      | $283843.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer