# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-26-066523
**Filing Date:** 2026-6
**Character Count:** 1025882
**Document Hash:** 046b42114ba2497b8b22c7cd9e19d2d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066523.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066523

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 261121290

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### The Hartford World Bond Fund (Series ID: S000032811)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000101268 | Class A      | HWDAX           |
| C000101269 | Class C      | HWDCX           |
| C000101270 | Class I      | HWDIX           |
| C000101271 | Class R3     | HWDRX           |
| C000101272 | Class R4     | HWDSX           |
| C000101273 | Class R5     | HWDTX           |
| C000101274 | Class Y      | HWDYX           |
| C000148301 | Class R6     | HWDVX           |
| C000185759 | Class F      | HWDFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** The Hartford World Bond Fund

- **b. EDGAR series identifier (if any):** S000032811

- **c. LEI of Series:** 1GHK00KQL17L6GJ0T728

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4752046649.41

**Total Liabilities:** $289332001.05

**Net Assets:** $4462714648.36

**Delayed Delivery Securities:** $3126406.39

**Cash Not Reported:** $32508777.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3811.63000000 | **1-Year:** -82930.58000000 | **5-Year:** -121366.33000000 | **10-Year:** -202382.32000000 | **30-Year:** -65203.93000000

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

- **3-Month:** -2226.82000000 | **1-Year:** -48314.92000000 | **5-Year:** -84934.97000000 | **10-Year:** -42285.59000000 | **30-Year:** -18576.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000101268 | 0.91%                | -1.72%               | 1.13%                |
| Class ID C000148301 | 0.99%                | -1.69%               | 1.11%                |
| Class ID C000101269 | 0.94%                | -1.85%               | 1.06%                |
| Class ID C000101274 | 1.00%                | -1.72%               | 1.11%                |
| Class ID C000101273 | 0.90%                | -1.73%               | 1.22%                |
| Class ID C000185759 | 1.00%                | -1.69%               | 1.11%                |
| Class ID C000101270 | 0.90%                | -1.73%               | 1.22%                |
| Class ID C000101271 | 0.92%                | -1.82%               | 1.14%                |
| Class ID C000101272 | 1.01%                | -1.82%               | 1.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25959675.15             | $744970.92                                 |
| Month 2  | $-844409.48              | $-151337824.95                             |
| Month 3  | $295173.32               | $78919277.89                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMM Mortgage Trust                              | COMM 2014-CCRE15 Mortgage Trust                                                                                                            | CUSIP: 12591RBF6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1567715.00   | 0.04%             | 2047-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                | Cedar Funding XVIII CLO Ltd                                                                                                                | CUSIP: 15033BAJ3<br>LEI: 2138004YWVJKMJZZU671 | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $500630.50    | 0.01%             | 2037-04-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      675000 | PA      | $689285.70    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | GB        |           1 | NC      | $166043.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-78319.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                                                    | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     1075000 | PA      | $1107539.71   | 0.02%             | 2042-08-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1951259.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-39923.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $81264.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $10294.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2026-ESH2                                                                                                      | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3441422 | PA      | $3444648.57   | 0.08%             | 2043-02-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-1 Ltd                                                                                                      | CUSIP: 69703NAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2495000 | PA      | $2482657.24   | 0.06%             | 2032-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | EURIBOR 3M OPT JUN26C 97.75                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         812 | NC      | $65518.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cotiviti Corporation                             | Cotiviti Corporation 2025 2nd Amendment Term Loan                                                                                          | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1513562 | PA      | $1385984.32   | 0.03%             | 2032-03-26      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-140126.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-39285.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-B16 Mortgage Trust                                                                                                          | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1888000 | PA      | $1738013.32   | 0.04%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-265752.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-54180.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379C2B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      159879 | PA      | $29587.15     | 0.00%             | 2044-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-80327.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    13230000 | PA      | $8501390.73   | 0.19%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static Ltd                | Golub Capital Partners Static 2024-1 Ltd                                                                                                   | CUSIP: 381929AS7<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |     2275000 | PA      | $2267890.63   | 0.05%             | 2035-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $233383.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-34302.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-15453.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D1308V7 IRS CAD R F  3.00000 99D1308V7 CCPOIS / Short: S9D1308V7 IRS CAD P V 06MCORRA 99D1308W5 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    41638000 | OU      | $-120310.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk               | Freddie Mac Mscr Trust Mn11                                                                                                                | CUSIP: 35563YAA8<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     1245308 | PA      | $1243830.83   | 0.03%             | 2045-07-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      725000 | PA      | $699324.85    | 0.02%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-8675.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc 2023 Term Loan B                                                                                                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |     1894435 | PA      | $1892066.50   | 0.04%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38378YG29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2438345 | PA      | $408336.97    | 0.01%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $411070.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                          | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     2995000 | PA      | $3141371.64   | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |           1 | NC      | $58396.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $45075.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-221415.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $441536.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $9805.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-72044.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-1831.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $34708.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $342468.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $113496.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754AAJ2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2560778.25   | 0.06%             | 2041-12-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                            | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1150000 | PA      | $1285512.94   | 0.03%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $31522.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-27116.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-743339.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-430227.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-440621.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-1 LLC                                                                                                         | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      414496 | PA      | $423227.13    | 0.01%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $742444.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-25051.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                             | Far East Horizon Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |     1175000 | PA      | $1169342.62   | 0.03%             | 2026-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-98669.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D13DGS7 IRS CZK R F  4.44250 99D13DGS7 CCPVANILLA / Short: S9D13DGS7 IRS CZK P V 06MPRIBO 99D13DGR9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    65880000 | OU      | $-23350.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-700.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                | Clarios Global LP 2025 USD Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      522375 | PA      | $524553.30    | 0.01%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                                                                                | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1311951.80   | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-92210.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4146446.20  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $65271.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     6582000 | PA      | $3803163.35   | 0.09%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $1039293.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7006.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $271511.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-623575.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   113658000 | PA      | $40454174.84  | 0.91%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                             | Boots Group Finco LP                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      205000 | PA      | $283676.26    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2024-2 Ltd                                                                                                      | CUSIP: 69702WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3249925.25   | 0.07%             | 2033-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $64494.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                           | Adient Global Holdings Ltd                                                                                                                 | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      310000 | PA      | $317112.64    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CANADA T-BILL                                    | Canadian Treasury Bill                                                                                                                     | CUSIP: 1350Z7EC4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |   184507000 | PA      | $135183790.34 | 3.03%             | 2026-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                                                              | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    14085000 | PA      | $13958060.35  | 0.31%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-66707.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-11946.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $206486.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-67006.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-9308.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2024.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |           1 | NC      | $30133.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                                                                                         | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1096790.66   | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $111118.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10389.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-18698.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                           | Champ Acquisition Corp                                                                                                                     | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1306313.96   | 0.03%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                         | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      625000 | PA      | $604824.94    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-10482.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $41264.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-76179.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2021-3 Ltd                                                                                                         | CUSIP: 05683NAN2<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |     2145000 | PA      | $2146074.65   | 0.05%             | 2034-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-77978.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $553450.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $-21077.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                   | Owens-Brockway Glass Container Inc                                                                                                         | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1361823.67   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                               | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $21547.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-32190.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-51686.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD          | Goldentree Loan Management US Clo 8 Ltd                                                                                                    | CUSIP: 38136NBE5<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |      860000 | PA      | $861797.40    | 0.02%             | 2034-10-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $91384.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-14762.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2923.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-149401.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 99D0ZDQZ7 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | AD        |     5490000 | NC      | $253765.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-52885.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $34900.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |           1 | NC      | $13836.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $52384.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRONOX INC                                       | Tronox Inc                                                                                                                                 | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      684000 | PA      | $695077.38    | 0.02%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $108114.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-29236.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5723.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $15691.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                           | Velocity Vehicle Group LLC                                                                                                                 | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      835000 | PA      | $821675.32    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-30821.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2107.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-3 Ltd                                                                                                      | CUSIP: 696917AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2499940.00   | 0.06%             | 2034-01-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-122.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                                                                                     | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      659000 | PA      | $630203.61    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                   | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $201433.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                         | New South Wales Treasury Corp                                                                                                              | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    24340000 | PA      | $16126782.22  | 0.36%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $45800.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     4650000 | PA      | $4594947.44   | 0.10%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $1647.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $184021.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $29134.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-14547.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $219428.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-68307.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $35362.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                       | Blackbird Capital II Aircraft Lease Ltd                                                                                                    | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      782110 | PA      | $743128.36    | 0.02%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $48605.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2700000 | PA      | $2733227.01   | 0.06%             | 2040-01-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38380KBM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      287106 | PA      | $29796.82     | 0.00%             | 2047-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $77505.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1146408.38  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-6049.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                            | GFL Environmental Inc 2025 Term Loan B                                                                                                     | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      651725 | PA      | $652539.66    | 0.01%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $16018.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                               | Pinnacle Bidco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $993110.55    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-ARIA                                                                                                                         | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2165000 | PA      | $2171611.69   | 0.05%             | 2042-12-13      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1166426.04  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Debt Notes 2018-HQA1                                                                                                     | CUSIP: 3137G0UX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1095000 | PA      | $1162453.10   | 0.03%             | 2030-09-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1898.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                    | Truist Insurance Holdings LLC 2nd Lien Term Loan                                                                                           | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      344737 | PA      | $340427.63    | 0.01%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $7158.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     1325000 | PA      | $1374607.79   | 0.03%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRB Commercial Mortgage Trust                    | CRB Commercial Mortgage Trust 2025-1                                                                                                       | CUSIP: 12629SAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2481671 | PA      | $2459465.60   | 0.06%             | 2058-09-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-34830.35    | -0.00%            |  |  |  | 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        |      943000 | PA      | $790946.44    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8140000 | PA      | $8160961.88   | 0.18%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $224922.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $119701.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $3523.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $3347775.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-23424.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      625000 | PA      | $637712.74    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-20052174.41 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                         | Cougar JV Subsidiary LLC                                                                                                                   | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1456309.50   | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2024-7 LLC                                                                                                                            | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1468745 | PA      | $1455847.55   | 0.03%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $57177.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-29806.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                         | New South Wales Treasury Corp                                                                                                              | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    56178000 | PA      | $39046356.14  | 0.87%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 60B Ltd                                                                                                         | CUSIP: 381733AL8<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4251627.75   | 0.10%             | 2034-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      810000 | PA      | $509150.19    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2963232 | PA      | $3021142.82   | 0.07%             | 2029-01-25      | Floating      | 14.01%                | 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        |     1079000 | PA      | $1077809.32   | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-76726.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $30846.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         110 | NC      | $-71837.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital Clo 32 Ltd                                                                                                               | CUSIP: 03333MAG8<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750319.50    | 0.02%             | 2037-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $64721.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $28402.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-101389.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |           1 | NC      | $21267.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC   | Palmer Square European Loan Funding 2025-1 DAC                                                                                             | CUSIP: 000000000<br>LEI: 254900YQGLL0XDHT7334 | Long             | ABS-CBDO         | CORP              | IE        |      435000 | PA      | $510190.96    | 0.01%             | 2034-10-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | BR        |           1 | NC      | $101679.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    14090000 | PA      | $7278299.97   | 0.16%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $114061.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-125462.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-24355.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $7709.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4100000 | PA      | $3749696.86   | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                      | FIGRE Trust 2025-HE1                                                                                                                       | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1618623 | PA      | $1647523.05   | 0.04%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                      | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     1937031 | PA      | $1702165.80   | 0.04%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                              | Avantor Funding Inc                                                                                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2222507.48   | 0.05%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1703636.55   | 0.04%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-23004.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1217022.70   | 0.03%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                           | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                            | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $559783.40    | 0.01%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-90816.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-27182.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D13CBP0 IRS ZAR R F  7.71500 99D13CBP0 CCPVANILLA / Short: S9D13CBP0 IRS ZAR P V 03MJIBAR 99D13CBO3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    49045000 | OU      | $-98572.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12448.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-25591.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1008000 | PA      | $942149.98    | 0.02%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-13840.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-49621.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $26859.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-180475.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | NO        |           1 | NC      | $30318.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $148554.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-116644.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $36075.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-64182.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D11E1P9 IRS CNY R V 00MCNRR 99D11E1Q7 CCPNDF / Short: B9D11E1P9 IRS CNY P F  1.56400 99D11E1P9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    58295000 | OU      | $-11137.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                                                                          | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      939000 | PA      | $911565.55    | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $5893.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    12910000 | PA      | $15000299.28  | 0.34%             | 2033-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755TAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1201027.20   | 0.03%             | 2045-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 207942AB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1415000 | PA      | $1461820.23   | 0.03%             | 2043-06-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $53780.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $216746.60    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $71320.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-328.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B9D12YAI0 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D12YAI0 CDS USD P F  1.00000 1 CCPCORPORATE                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8694000 | OU      | $-240807.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-150792.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $42581.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                               | Tecta America Corp 2025 Repriced Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     1240625 | PA      | $1238900.99   | 0.03%             | 2032-02-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754EAF2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2310000 | PA      | $2417439.72   | 0.05%             | 2043-07-25      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $136734.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $60535.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2023-II Ltd                                                                                                                   | CUSIP: 125488AQ9<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |     2890000 | PA      | $2873006.80   | 0.06%             | 2037-01-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753CAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2275000 | PA      | $2279420.10   | 0.05%             | 2045-07-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-411473.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                            | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $947537.68    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| COMMERCIAL METALS CO                             | Commercial Metals Co                                                                                                                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1011988.77   | 0.02%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-49695.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                  | Goat Holdco LLC                                                                                                                            | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $701959.23    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                                                                            | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      415000 | PA      | $419432.62    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BQXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      519037 | PA      | $46886.18     | 0.00%             | 2036-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $112587.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D11EI30 IRS NOK R V 06MNIBOR 99D11EI48 CCPVANILLA / Short: B9D11EI30 IRS NOK P F  4.03125 99D11EI30 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   177958000 | OU      | $129277.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-110809.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-1879.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                          | Howard Midstream Energy Partners LLC                                                                                                       | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $151199.91    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $4819.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $57242.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $159338.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hobbs & Associates LLC                           | Hobbs & Associates LLC Term Loan B                                                                                                         | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2031-07-23      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                         | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      575000 | PA      | $569391.28    | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-180644.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      930000 | PA      | $943796.55    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AAL Delaware Holdco Inc                          | AAL Delaware Holdco Inc 2025 Term Loan                                                                                                     | CUSIP: 00036YAD5<br>LEI: 984500AF5AADE92B5332 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2031-07-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |           1 | NC      | $2957840.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $92228.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $2614896.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                   | Trust Fibra Uno                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     7186000 | PA      | $6669649.97   | 0.15%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D12W0Z7 IRS BRL R F 13.36000 99D12W0Z7 CCPNDFPREDISWAP / Short: S9D12W0Z7 IRS BRL P V 00MBRCDI 99D12W0Y0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    19841524 | OU      | $-33025.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |           1 | NC      | $1223829.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-149329.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-125746.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2024-SFR1 Trust                                                                                                       | CUSIP: 74331QAE7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     1230000 | PA      | $1182246.36   | 0.03%             | 2041-02-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $11548.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                      | Home RE 2023-1 Ltd                                                                                                                         | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1702793 | PA      | $1735020.43   | 0.04%             | 2033-10-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                             | Kite Realty Group LP                                                                                                                       | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     7860000 | PA      | $7846804.24   | 0.18%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |           1 | NC      | $15493.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-31120.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $156825.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-52453.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-11385.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D126QZ6 IRS SEK R F  3.00000 99D126QZ6 CCPVANILLA / Short: S9D126QZ6 IRS SEK P V 03MSTIBO 99D126QY9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    63143000 | OU      | $-43704.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $782772.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $21538.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $46623.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                 | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     1200000 | PA      | $1398802.64   | 0.03%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-10364.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                           | New Zealand Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    25027000 | PA      | $15019633.01  | 0.34%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7939.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    55335000 | PA      | $30635672.72  | 0.69%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-37567.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-55342.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D1309K0 IRS CAD R F  3.34375 99D1309K0 CCPOIS / Short: S9D1309K0 IRS CAD P V 06MCORRA 99D1309J3 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10197000 | OU      | $-18167.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                   | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                                   | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4450000 | PA      | $4466604.29   | 0.10%             | 2042-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust VII                                                                                                         | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      258726 | PA      | $263316.98    | 0.01%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA7                                                                                                    | CUSIP: 35564KL49<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |     1525000 | PA      | $1600613.77   | 0.04%             | 2052-03-25      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust   | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4                                                                                   | CUSIP: 61780QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4286045.64   | 0.10%             | 2071-03-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-10218.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-34947.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $32741.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | JPMorgan Chase Bank NA - CHASE                                                                                                             | CUSIP: 46591HAK6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-MBS          | CORP              | US        |     1277520 | PA      | $1372605.34   | 0.03%             | 2057-10-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2026-RISE                                                                                                                         | CUSIP: 05595AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1335000 | PA      | $1335416.92   | 0.03%             | 2041-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-53192.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $30502.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2026-1                                                                                                    | CUSIP: 32059JAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      835000 | PA      | $841466.16    | 0.02%             | 2034-04-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-61716.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $7456.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CH        |           1 | NC      | $90195.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LP                                                                                                             | CUSIP: 42806MAG4<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     2410000 | PA      | $2383455.06   | 0.05%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1367.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS1                                                                                                       | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236446 | PA      | $234393.56    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $554.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $33439.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $21907.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $46289.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-82309.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2026-FL6 Ltd                                                                                                                          | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      915000 | PA      | $914996.34    | 0.02%             | 2043-08-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                             | Wolverine World Wide Inc                                                                                                                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1308677.58   | 0.03%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-2 LLC                                                                                                                            | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1627825 | PA      | $1610524.56   | 0.04%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $17957.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $2085030.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $87006.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2023-FL10 Issuer Ltd                                                                                                                 | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1374733 | PA      | $1376290.33   | 0.03%             | 2035-09-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $28396.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |           1 | NC      | $22426.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-RPL4 Trust                                                                                                                       | CUSIP: 12662GAD0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1085558 | PA      | $1094254.71   | 0.02%             | 2060-12-27      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-63159.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-7958.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NO        |           1 | NC      | $187837.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D12WAE3 IRS BRL R F 13.59500 99D12WAE3 CCPNDFPREDISWAP / Short: S9D12WAE3 IRS BRL P V 00MBRCDI 99D12WAD5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    45773472 | OU      | $22497.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      545000 | PA      | $574283.94    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      340000 | PA      | $304525.37    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                                                                          | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      820000 | PA      | $827613.70    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                          | Meridian Arc Holdco LLC                                                                                                                    | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1429674.52   | 0.03%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $333610.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $98912.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRTKL                                            | FRTKL 2021-SFR1                                                                                                                            | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      960000 | PA      | $947335.68    | 0.02%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $20964.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-16336.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     9725000 | PA      | $9903626.86   | 0.22%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $35794.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D13D4I2 IRS CNY R V 00MCNRR 99D13D4J0 CCPNDF / Short: B9D13D4I2 IRS CNY P F  1.56000 99D13D4I2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   179080000 | OU      | $-1816.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $22943.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-257410.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-63905.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                                    | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      770000 | PA      | $769820.59    | 0.02%             | 2045-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $80483.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $283991.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D13E3D2 IRS CZK R F  4.55500 99D13E3D2 CCPVANILLA / Short: S9D13E3D2 IRS CZK P V 06MPRIBO 99D13E3C4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    44200000 | OU      | $4029.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-386755.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9619.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                          | Petco Health & Wellness Co Inc                                                                                                             | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1413826.79   | 0.03%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1011.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D12VCQ6 IRS GBP R V 12MSONIA 99D12VCR4 CCPOIS / Short: B9D12VCQ6 IRS GBP P F  3.93750 99D12VCQ6 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13245000 | OU      | $305384.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-85088.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D0RLLE0 IRS EUR R V 06MEURIB 99D0RLLG5 CCPVANILLA / Short: B9D0RLLE0 IRS EUR P F   .63000 99D0RLLE0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4753000 | OU      | $3200355.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $26527.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-25608.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp                                     | Peraton Corp Term Loan B                                                                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    17282000 | PA      | $9115638.02   | 0.20%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $5194.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-33272.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    52788000 | PA      | $27335102.01  | 0.61%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                    | M/I Homes Inc                                                                                                                              | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      800000 | PA      | $760444.88    | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $56434.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-10031.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-21315.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753VBE7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2105000 | PA      | $2148796.00   | 0.05%             | 2040-02-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $34025.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $31537.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $395240.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $72604.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-202259.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $39815.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-36561.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                          | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                                   | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $1340999.37   | 0.03%             | 2050-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5597.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-42497.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 99D0ZDQX2 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | AD        |     5490000 | NC      | $253429.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                            | Neighborly Issuer LLC                                                                                                                      | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1073500 | PA      | $1028973.37   | 0.02%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D12UXX0 IRS AUD R V 06MBBSW 99D12UXW2 CCPVANILLA / Short: B9D12UXX0 IRS AUD P F  4.84375 99D12UXX0 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    47331000 | OU      | $184025.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                                    | Quebec T-Bill                                                                                                                              | CUSIP: 09852UT52<br>LEI: 549300WN65YFEQH74Y36 | Long             | STIV             | NUSS              | CA        |   115053000 | PA      | $84509979.57  | 1.89%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                                                                              | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      670000 | PA      | $626969.45    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2024-3                                                                                                        | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1029009 | PA      | $1033312.24   | 0.02%             | 2040-08-27      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-130321.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                   | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1625000 | PA      | $1678264.25   | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |           1 | NC      | $15568.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-630.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   109000000 | PA      | $65414951.77  | 1.47%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1378.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $110738.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   138121000 | PA      | $140414024.07 | 3.15%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12O6U0 IRS CAD R F  2.81250 99D12O6U0 CCPOIS / Short: S9D12O6U0 IRS CAD P V 06MCORRA 99D12O6T3 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    34679000 | OU      | $-225850.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA T-BILL                                    | Canadian Treasury Bill                                                                                                                     | CUSIP: 1350Z7EL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |    80012000 | PA      | $58882022.72  | 1.32%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2497230.54   | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $11882.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                             | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1321000 | PA      | $1323066.04   | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-32168.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes               | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                                                           | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1770862 | PA      | $1769014.27   | 0.04%             | 2033-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-884779.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-156562.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-59118.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D130KY7 IRS CHF R F   .25000 99D130KY7 CCPOIS / Short: S9D130KY7 IRS CHF P V 12MSARON 99D130KX9 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   185838000 | OU      | $-166263.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $115855.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-35486.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $33166.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-731606.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk               | Freddie Mac Mscr Trust Mn7                                                                                                                 | CUSIP: 35563QAA5<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |     2121114 | PA      | $2126168.86   | 0.05%             | 2043-09-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-154402.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-37860.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                         | Queensland Treasury Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    56699000 | PA      | $39377860.34  | 0.88%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-47273.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $63834.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $9777.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-931.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-44058.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-102289.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $96888.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Navigator Securities Lending Government Money Market Portfolio                                                                | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     8261820 | NS      | $8261820.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | GB        |           1 | NC      | $104109.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-30298.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $-339806.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $9768.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $1515.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      400000 | PA      | $395860.67    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: B9D12VME2 IRS CLP R V 06MCLICP 99D12VMF9 CCPNDFCAMARAPROMEDIO / Short: B9D12VME2 IRS CLP P F  4.92100 99D12VME2 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  7847749000 | OU      | $65802.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RFR Trust                                        | RFR Trust 2025-SGRM                                                                                                                        | CUSIP: 74984NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1040000 | PA      | $1042813.62   | 0.02%             | 2041-03-11      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-147880.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $254061.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $35659.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2019-BNK17                                                                                                                            | CUSIP: 065403BD8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     9661829 | PA      | $232328.35    | 0.01%             | 2052-04-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-726568.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $121836.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $180833.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $17042.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                             | Boots Group Finco LP                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      115000 | PA      | $136835.42    | 0.00%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                                                                    | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5110000 | PA      | $4770060.52   | 0.11%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2026-NPL2 LLC                                                                                                                         | CUSIP: 69393DAA9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     3087838 | PA      | $3065594.89   | 0.07%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                           | Kommuninvest I Sverige AB                                                                                                                  | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   601670000 | PA      | $63745462.91  | 1.43%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-129610.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-14676.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-11985.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $343500.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $8430.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18202.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                                                                             | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      875000 | PA      | $788627.25    | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $92120.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $91214.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y4QT2 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     2952000 | NC      | $138935.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-36474.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2021-A                                                                                                            | CUSIP: 00971AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1198188.74   | 0.03%             | 2065-09-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-25076.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2501.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                 | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1620000 | PA      | $2076701.87   | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4075.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $1794.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-105212.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAPS Trust                                       | MAPS 2026-1 Trust                                                                                                                          | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2857088 | PA      | $2813563.03   | 0.06%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $377.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-31922.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-70342.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending            | Cantor Commercial Real Estate Lending 2019-CF1                                                                                             | CUSIP: 12529MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6733388 | PA      | $150387.52    | 0.00%             | 2052-05-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $4148998.19   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $20933.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    68998000 | PA      | $39867922.33  | 0.89%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2022-3 Ltd                                                                                                         | CUSIP: 05684NAJ0<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |     2250000 | PA      | $2209277.25   | 0.05%             | 2035-07-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $69.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $184555.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-44830.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $82150.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $523.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $-10283.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1196.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-39523.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2026-1                                                                                       | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2940000 | PA      | $2920854.72   | 0.07%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    26106000 | PA      | $15238291.76  | 0.34%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-22837.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D10X4Y6 IRS JPY R F   .90625 99D10X4Y6 CCPOIS / Short: S9D10X4Y6 IRS JPY P V 12MTONAR 99D10X4Z3 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3636001000 | OU      | $-745101.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-199593.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                             | STAR 2025-SFR6 Trust                                                                                                                       | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2729000 | PA      | $2727298.20   | 0.06%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-71474.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-61127.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $108030.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12713.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2018-BNK15                                                                                                                            | CUSIP: 06036FBG5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     2240000 | PA      | $2135919.07   | 0.05%             | 2061-11-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |           1 | NC      | $41344.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |           1 | NC      | $137388.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-68053.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust   | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                                                                                   | CUSIP: 61780XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      947344 | PA      | $940076.65    | 0.02%             | 2070-12-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-6304.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                                                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399844.40    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $64260.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $60293.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $108127.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-12948.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                        | Banijay Entertainment SAS 2025 EUR Term Loan B (2028)                                                                                      | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |      365000 | PA      | $430926.73    | 0.01%             | 2028-03-01      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $8758.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-18853.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $630750.00    | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $43882.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-44266.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $153230.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                         | ROCKIES EXPRESS PIPELINE                                                                                                                   | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1850659.96   | 0.04%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-137633.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $44922.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $77851.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38380KLM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      424046 | PA      | $78195.56     | 0.00%             | 2047-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $24462.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-711312.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-42516.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-823772.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                            | Belron UK Finance PLC                                                                                                                      | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      420000 | PA      | $424217.38    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX 2024-BRVE                                                                                                                               | CUSIP: 05612KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2386230 | PA      | $2393686.94   | 0.05%             | 2041-04-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $21204.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $11614118.45  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-120701.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                       | BINOM Mortgage Loan Trust 2026-NQM1                                                                                                        | CUSIP: 09055CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2826000 | PA      | $2823601.57   | 0.06%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-37686.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $198415.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-49302.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-72793.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes             | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                                                         | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      676515 | PA      | $676293.69    | 0.02%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $114024.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust  | Multifamily Connecticut Avenue Securities Trust 2024-01                                                                                    | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     1567727 | PA      | $1587325.08   | 0.04%             | 2054-07-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1267.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $357334.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     5770000 | PA      | $6070329.31   | 0.14%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $49046.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VineBrook Homes                                  | VINE 2024-SFR1 Trust                                                                                                                       | CUSIP: 92737DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1251179 | PA      | $1220402.31   | 0.03%             | 2041-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $178569.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D13DCS1 IRS CNY R V 00MCNRR 99D13DCT9 CCPNDF / Short: B9D13DCS1 IRS CNY P F  1.55800 99D13DCS1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   119390000 | OU      | $456.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y4AJ1 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     6895000 | NC      | $326336.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $169914.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2026-NQM6 Trust                                                                                                                        | CUSIP: 67124EAJ8<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |     1531000 | PA      | $1526883.14   | 0.03%             | 2066-04-26      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |           1 | NC      | $36342.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $29689.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR7 Trust                                                                                                       | CUSIP: 74333CAG1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      910000 | PA      | $904524.35    | 0.02%             | 2039-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $414486.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-13331.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-4062.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-34803.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753WAE6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2316770 | PA      | $2338376.25   | 0.05%             | 2039-10-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $1361642.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5350.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | SE        |           1 | NC      | $69615.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $4669.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $81205.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $1601248.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |           1 | NC      | $-54603.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-169181.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D0Y40W3 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1034770000 | NC      | $382353.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-17710.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-8026790.02  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |           1 | NC      | $-37352.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-109257.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $54550.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                      | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     4018781 | PA      | $4018781.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-212521.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $152909.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-46728.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-65269.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-65508.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-165780.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $106246.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-30209.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $20155.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $110718.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3707.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                    | CUSIP: 35564KW70<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      845000 | PA      | $931410.80    | 0.02%             | 2043-04-25      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited               | Horizon Aircraft Finance III Ltd                                                                                                           | CUSIP: 44040JAA6<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     1088909 | PA      | $1067875.28   | 0.02%             | 2039-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2026-NPL1 LLC                                                                                                                         | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |     1069617 | PA      | $1059589.72   | 0.02%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                          | Versant Media Group Inc                                                                                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      340000 | PA      | $353009.93    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $-246451.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D102O14 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1104662000 | NC      | $387598.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D1375K9 IRS CNY R V 00MCNRR 99D1375L7 CCPNDF / Short: B9D1375K9 IRS CNY P F  1.65000 99D1375K9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   394546000 | OU      | $-252021.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1396555.54   | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1456686.00   | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $30598.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6146000 | PA      | $6267534.88   | 0.14%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-75609.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $580086.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-78410.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-23773.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                                     | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    81757230 | PA      | $4246993.36   | 0.10%             | 2027-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D10GSL5 IRS USD R V 12MUSCPI 99D10GSM3 CCPINFLATIONZERO / Short: B9D10GSL5 IRS USD P F  2.49000 99D10GSL5 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11954000 | OU      | $133498.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1384.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $-66596.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                             | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1007230.77   | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $520274.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-216289.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NO        |           1 | NC      | $148558.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-25439.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                                      | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      710000 | PA      | $709132.45    | 0.02%             | 2034-01-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-268553.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                                                                                     | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $570253.67    | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $13399.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8775000 | PA      | $8754316.10   | 0.20%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    13485000 | PA      | $12950296.69  | 0.29%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3417.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2732.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-21877.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-426780.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                                                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      800000 | PA      | $620433.37    | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                                                       | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8040000 | PA      | $7936846.80   | 0.18%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-78835.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $40320.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                              | Elmwood CLO VI Ltd                                                                                                                         | CUSIP: 29001VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1700000 | PA      | $1700028.90   | 0.04%             | 2037-07-18      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5142000 | PA      | $5145815.36   | 0.12%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                           | Planet Financial Group LLC                                                                                                                 | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1399556.02   | 0.03%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-878.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      900000 | PA      | $987310.24    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $13717.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D10HDM7 IRS BRL R F 14.74930 99D10HDM7 CCPNDFPREDISWAP / Short: S9D10HDM7 IRS BRL P V 00MBRCDI 99D10HDL9 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10808409 | OU      | $72210.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |           1 | NC      | $9636.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-16331.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                           | Kommuninvest I Sverige AB                                                                                                                  | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   416780000 | PA      | $45535168.84  | 1.02%             | 2029-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $103096.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk               | Freddie Mac Mscr Trust Mn10                                                                                                                | CUSIP: 35563UAA6<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |     3133201 | PA      | $3106294.79   | 0.07%             | 2045-02-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-5                                                                                                          | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |      992315 | PA      | $1001362.58   | 0.02%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $45426.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $89904.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D1279G5 IRS NZD R F  3.71875 99D1279G5 CCPVANILLA / Short: S9D1279G5 IRS NZD P V 03MNZDBB 99D1279E0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    44449000 | OU      | $-417559.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1297.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds           | Morocco Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     9041000 | PA      | $6429943.38   | 0.14%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                        | HUB International Limited 2025 Term Loan B                                                                                                 | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     1710051 | PA      | $1713966.96   | 0.04%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $108076.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | SE        |           1 | NC      | $-111109.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-66342.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $94670.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-6493.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -3943 | NC      | $1536685.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-25192.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D13CBS4 IRS ZAR R F  7.75200 99D13CBS4 CCPVANILLA / Short: S9D13CBS4 IRS ZAR P V 03MJIBAR 99D13CBR6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    49435000 | OU      | $-91824.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $18822.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $106858.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-166195.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-83802.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-90291.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12ZTW6 IRS ZAR R F  7.84550 99D12ZTW6 CCPVANILLA / Short: S9D12ZTW6 IRS ZAR P V 03MJIBAR 99D12ZTV8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    51055000 | OU      | $-75175.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $4371598.16   | 0.10%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      865000 | PA      | $828629.95    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $52576.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |           1 | NC      | $347934.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 11940600000 | PA      | $76244493.07  | 1.71%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-27270.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-66998.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $140095.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2025-HE2                                                                                                         | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-O            | CORP              | US        |     4892121 | PA      | $4896849.52   | 0.11%             | 2065-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1163283.71  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $2345639.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-796856.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-148219.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $39849.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-456388.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $117642.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | Long: 99D0XPOW1 CDS USD R F  5.00000 1 CORPORATE / Short: 99D0XPOW1 CDS USD P V 03MEVENT 2 CORPORATE                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     3270000 | OU      | $114262.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $24578.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AAX91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311022 | PA      | $3492.93      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $955197.50    | 0.02%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38380BUU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      659971 | PA      | $30400.56     | 0.00%             | 2031-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $70576.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $67426.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-78523.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                          | Great Canadian Gaming Corp/Raptor LLC                                                                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     1140000 | PA      | $1111513.05   | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                                                                               | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    11374000 | PA      | $11188945.02  | 0.25%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $72478.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                                                                              | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      730000 | PA      | $844651.23    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $9552.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $70161.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4890000 | PA      | $4914586.92   | 0.11%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1090000 | PA      | $1219522.76   | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $38646.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5535.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IL        |           1 | NC      | $63215.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-50559.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $12355.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                         | Southwick Park CLO LLC                                                                                                                     | CUSIP: 846031BA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2545000 | PA      | $2536548.06   | 0.06%             | 2032-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                   | Blackhawk Network Holdings Inc 2026 Term Loan B                                                                                            | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     1272204 | PA      | $1258349.58   | 0.03%             | 2029-03-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $140657.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-67228.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                  | Ardagh Group SA                                                                                                                            | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     1645000 | PA      | $1476223.00   | 0.03%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |           1 | NC      | $-5547.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $73550.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $404023.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $111471.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-15148.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-96667.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $19073.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-16022.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $4888.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2023-SFR1 Trust                                                                                                       | CUSIP: 74334FAC2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     1355000 | PA      | $1339854.22   | 0.03%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1614157.66   | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ADZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187345 | PA      | $1882.36      | 0.00%             | 2028-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38380XBA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      783394 | PA      | $83143.28     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2026-SFR1 Trust                                                                                                         | CUSIP: 895989AB7<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |      839930 | PA      | $839166.91    | 0.02%             | 2043-02-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                          | Black Pearl Compute LLC                                                                                                                    | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1171848.87   | 0.03%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |           1 | NC      | $37214.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                           | Kommuninvest I Sverige AB                                                                                                                  | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   261360000 | PA      | $28522638.66  | 0.64%             | 2030-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-225700.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NO        |           1 | NC      | $19842.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2013-C16                                                                                                   | CUSIP: 92938EBR3<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      862339 | PA      | $832165.64    | 0.02%             | 2046-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $22473.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-571721.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $276053.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-8817.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | JP        |           1 | NC      | $95527.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-106676.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-243061.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1549007 | PA      | $217404.31    | 0.00%             | 2055-10-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-249384.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      775000 | PA      | $87814.63     | 0.00%             | 2031-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $393035.60    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B9D12WDY6 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D12WDY6 CDS USD P F  1.00000 1 CCPCORPORATE                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8982000 | OU      | $-59317.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                             | Elmwood CLO VIII Ltd                                                                                                                       | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1505584.50   | 0.03%             | 2037-04-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-33879.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    15906000 | PA      | $10673968.83  | 0.24%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $84882.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-273291.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                                                                                    | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   137413000 | PA      | $99814229.65  | 2.24%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-29300.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D0ZU632 IRS USD R V 12MUSCPI 99D0ZU640 CCPINFLATIONZERO / Short: B9D0ZU632 IRS USD P F  2.49000 99D0ZU632 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13939000 | OU      | $181545.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $42062.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN           | FS Commercial Mortgage Trust 2023-4SZN                                                                                                     | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3501000 | PA      | $3530436.76   | 0.08%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                              | HONO 2021-LULU Mortgage Trust                                                                                                              | CUSIP: 40390MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1371744.50   | 0.03%             | 2036-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $2556.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $77503.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $151965.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-112633.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |           1 | NC      | $1593.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D13DH72 IRS NOK R F  4.59000 99D13DH72 CCPVANILLA / Short: S9D13DH72 IRS NOK P V 06MNIBOR 99D13DH64 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35540000 | OU      | $-9687.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-179434.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $117107.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                                                                                    | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   113790000 | PA      | $83312525.27  | 1.87%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $153917.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-349072.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-332258.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-120533.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-62831.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D115OH1 IRS BRL R F 13.66900 99D115OH1 CCPNDFPREDISWAP / Short: S9D115OH1 IRS BRL P V 00MBRCDI 99D115OG3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    19561218 | OU      | $-8947.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ABLD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87393 | PA      | $835.28       | 0.00%             | 2028-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-75521.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-71542.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO V-R LTD                                                                                                                    | CUSIP: 83607EAG7<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |      835000 | PA      | $835019.21    | 0.02%             | 2031-07-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $133016.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                | Japan Government Forty Year Bonds                                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  6294850000 | PA      | $15783867.44  | 0.35%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y4LH3 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     2952000 | NC      | $352065.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $104317.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $483443.99    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                                                  | CUSIP: 64133WAS4<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |     2775000 | PA      | $2777386.50   | 0.06%             | 2036-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-11399.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      240000 | PA      | $250196.64    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                     | Fibercop SpA                                                                                                                               | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      550000 | PA      | $551456.40    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $112638.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |           1 | NC      | $39348.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-381768.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $19072.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $31697.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1808932.63  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA T-BILL                                    | Canadian Treasury Bill                                                                                                                     | CUSIP: 1350Z7EN0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |    52715000 | PA      | $38725451.50  | 0.87%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                 | EP Purchaser LLC 2021 Term Loan B                                                                                                          | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |      773866 | PA      | $542998.51    | 0.01%             | 2028-11-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    68777000 | PA      | $26455833.32  | 0.59%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $63885.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-8138.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                        | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     7820000 | PA      | $7524364.12   | 0.17%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $28256.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-7927.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-39484.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-321980.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $104.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-260122.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1943.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | GB        |           1 | NC      | $339821.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-237314.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |           1 | NC      | $116950.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-43326.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-289250.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2026-SFR1 Trust                                                                                                       | CUSIP: 74334HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1125000 | PA      | $1060970.63   | 0.02%             | 2043-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $57733.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-15001.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $283.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $20435.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-583.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $552887.19    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-9220.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755CAF5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2950000 | PA      | $3076071.20   | 0.07%             | 2043-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                                                                               | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1444700.63   | 0.03%             | 2034-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D12UX51 IRS AUD R V 03MBBSW 99D12UX69 CCPVANILLA / Short: B9D12UX51 IRS AUD P F  4.65625 99D12UX51 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32930000 | OU      | $43415.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $21151.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $96154.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 31423YVK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3715208 | PA      | $579745.06    | 0.01%             | 2052-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-95506.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-90837.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $21960.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-49676.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-80833.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-99443.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D0Y41G7 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1034770000 | NC      | $17678.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $113508.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9290000 | PA      | $9381292.83   | 0.21%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $205468.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-70892.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                   | Constellium SE                                                                                                                             | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1375000 | PA      | $1326056.05   | 0.03%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-18825.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-1418923.61  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $29827.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-6                                                                                                          | CUSIP: 92540JAC6<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      612640 | PA      | $615550.25    | 0.01%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $317074.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                                                                                         | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    14030000 | PA      | $14243806.12  | 0.32%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-82420.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-185874.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $99803.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-180639.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2026-ESH2                                                                                                      | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      775730 | PA      | $777669.76    | 0.02%             | 2043-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -109 | NC      | $14134.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2847.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-26861.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $177649.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                            | PK Alift Loan Funding 8 LP                                                                                                                 | CUSIP: 72585CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2785000 | PA      | $2744419.77   | 0.06%             | 2043-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-413905.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $271409.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $52671.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-28696.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $56812.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |           1 | NC      | $101391.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $104204.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   706457000 | PA      | $69756221.63  | 1.56%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-14681.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                    | Truist Insurance Holdings LLC 2024 Term Loan B                                                                                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      682621 | PA      | $677160.00    | 0.02%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                                 | TSTAT 2022-1 Ltd                                                                                                                           | CUSIP: 872899BN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     3235000 | PA      | $3234948.24   | 0.07%             | 2032-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-427272.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-148872.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-11343844.86 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited               | Horizon Aircraft Finance I Ltd                                                                                                             | CUSIP: 440405AE8<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     2497966 | PA      | $2488723.10   | 0.06%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                          | Eni SpA                                                                                                                                    | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     7570000 | PA      | $7843367.16   | 0.18%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                  | Star Parent Inc                                                                                                                            | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $838043.20    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-81681.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust         | Castlelake Aircraft Structured Trust 2026-2                                                                                                | CUSIP: 14855UAA8<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     2550000 | PA      | $2548702.05   | 0.06%             | 2051-04-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-35114.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | JP        |           1 | NC      | $112469.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      700000 | PA      | $696111.37    | 0.02%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                   | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | ZA        |           1 | NC      | $-30790.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-53487.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |           1 | NC      | $3119.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                                                                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      450000 | PA      | $286964.61    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                      | Home Re 2026-1 Ltd                                                                                                                         | CUSIP: 436956AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     1600000 | PA      | $1603270.88   | 0.04%             | 2036-01-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $123.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         953 | NC      | $-530718.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-94418.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TERAWULF INC                                     | Terawulf Inc                                                                                                                               | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      675000 | PA      | $921240.00    | 0.02%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2025-FL6 Issuer Ltd                                                                                                                   | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1397257.40   | 0.03%             | 2042-09-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136B4MV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1490881 | PA      | $265838.49    | 0.01%             | 2049-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                         | Queensland Treasury Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    23810000 | PA      | $16272913.67  | 0.36%             | 2036-03-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-88803.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-177351.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1346320.83  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                                                                            | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |      900000 | PA      | $935009.10    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-25816.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |           1 | NC      | $30405.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      905000 | PA      | $904685.06    | 0.02%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-54314.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $18396.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $92268.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $22948.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-53808.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137AXJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1058245 | PA      | $85634.81     | 0.00%             | 2033-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                          | Buckhorn Park CLO Ltd                                                                                                                      | CUSIP: 118382BG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2310000 | PA      | $2231178.18   | 0.05%             | 2034-07-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-38709.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-133809.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2023-CRE8 Ltd                                                                                                                        | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      145895 | PA      | $145895.41    | 0.00%             | 2041-08-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $4249.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    19170000 | PA      | $17667117.62  | 0.40%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4054.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $19110.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-6499.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | Long: 99D0XPOZ4 CDS USD R F  5.00000 1 CORPORATE / Short: 99D0XPOZ4 CDS USD P V 03MEVENT 2 CORPORATE                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      980000 | OU      | $34243.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $271.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $8026.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1701628.53   | 0.04%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-4247.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  1364750000 | PA      | $59445336.21  | 1.33%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $52974.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-772382.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-64518.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-17914.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                        | Howden Group Holdings Ltd 2025 USD Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     1068343 | PA      | $1051313.37   | 0.02%             | 2031-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-20007.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      865000 | PA      | $854636.69    | 0.02%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $1104058.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL5 LLC                                                                                                                         | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |     1115000 | PA      | $1122089.17   | 0.03%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2026-NQM6 Trust                                                                                                                        | CUSIP: 67124EAH2<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |      825000 | PA      | $822789.58    | 0.02%             | 2066-04-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-6283.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                 | Bellemeade Re 2023-1 Ltd                                                                                                                   | CUSIP: 07876XAB9<br>LEI: 2549002JVH34IWRT3X93 | Long             | ABS-MBS          | CORP              | BM        |     2453018 | PA      | $2501517.51   | 0.06%             | 2033-10-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4952000 | PA      | $5804241.52   | 0.13%             | 2036-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-242544.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-2 LLC                                                                                                         | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      693589 | PA      | $692518.56    | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-69767.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $32912.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $4731.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |           1 | NC      | $61773.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                                              | CUSIP: 46590MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3281480 | PA      | $2986674.46   | 0.07%             | 2049-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-169520.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-285.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NO        |           1 | NC      | $420035.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-121003.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $10862.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $77845.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      560000 | PA      | $668681.28    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-39423.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-12142.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $466796.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $-457.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-37406.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                   | HPS Loan Management 10-2016 Ltd                                                                                                            | CUSIP: 40436TBJ4<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2985813.00   | 0.07%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-58175.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-12644.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-313.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-47142.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $32653.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |           1 | NC      | $190975.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3308.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      755000 | PA      | $808613.31    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust      | AASET 2024-1                                                                                                                               | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2307490 | PA      | $2324436.11   | 0.05%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $47069.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $555153.50    | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-12032.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   179257000 | PA      | $103280466.37 | 2.31%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                              | Sword Purchaser LLC                                                                                                                        | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |      550000 | PA      | $562736.99    | 0.01%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-24166.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $377009.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $24565.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    70637000 | PA      | $4424014.29   | 0.10%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | SE        |           1 | NC      | $6502.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-20056.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                             | Neptune Bidco US Inc                                                                                                                       | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1095868.77   | 0.02%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-274036.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $34094.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-16718.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-55154.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-77457.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2017-H1                                                                                                     | CUSIP: 61691JAW4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     6877574 | PA      | $66143.70     | 0.00%             | 2050-06-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $8840.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D129GX6 IRS USD R V 12MSOFR 99D129GY4 CCPOIS / Short: B9D129GX6 IRS USD P F  4.13000 99D129GX6 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19839000 | OU      | $32165.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-90316.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-36996.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-72556.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $73781.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $108395.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $65065.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136B2GA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366254 | PA      | $65533.19     | 0.00%             | 2048-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-68899.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $182811.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-166728.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | SHORT EURO-BTP FU JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -164 | NC      | $-13249.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $296666.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                                                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      752000 | PA      | $681108.96    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-591049.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $21188.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                                                                          | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      850000 | PA      | $829878.49    | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-11436.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-69767.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379TGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      408816 | PA      | $59505.23     | 0.00%             | 2045-12-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |           1 | NC      | $-12621.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-RCF1 LLC                                                                                                                         | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      895474 | PA      | $884169.44    | 0.02%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $7604.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $24724.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2021-1 Ltd                                                                                                              | CUSIP: 77341KAE1<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |     2989334 | PA      | $2992562.48   | 0.07%             | 2034-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2026-NPL5 LLC                                                                                                                         | CUSIP: 69384KAA4<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     6470000 | PA      | $6469935.30   | 0.14%             | 2056-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                         | Ionis Pharmaceuticals Inc                                                                                                                  | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      945000 | PA      | $979846.88    | 0.02%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $32710.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $10654.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-190516.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-22855.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                              | Elmwood CLO III Ltd                                                                                                                        | CUSIP: 29002HBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1492857.00   | 0.03%             | 2037-07-18      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                      | Home RE 2023-1 Ltd                                                                                                                         | CUSIP: 43731BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1071288.30   | 0.02%             | 2033-10-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $6084.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-48026.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1132433.05   | 0.03%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4505263 | PA      | $680720.75    | 0.02%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-34836.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                           | IMA Industria Macchine Automatiche SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      645000 | PA      | $762639.61    | 0.02%             | 2029-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                  | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                                  | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     2066109 | PA      | $2070117.44   | 0.05%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-181180.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO II Ltd                                                                                                                     | CUSIP: 83608GAS5<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1499713.50   | 0.03%             | 2031-01-26      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-44855.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | ICE 3MTH SONIA OP JUN26P 96.5                                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         484 | NC      | $819137.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      371000 | PA      | $376140.21    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | Ellington Financial Mortgage Trust 2020-1                                                                                                  | CUSIP: 31574PAD7<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |      975000 | PA      | $967697.74    | 0.02%             | 2065-05-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-200410.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-5834.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-79616.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                         | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      225000 | PA      | $209765.25    | 0.00%             | 2031-03-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D129HM9 IRS AUD R F  5.19000 99D129HM9 CCPVANILLA / Short: S9D129HM9 IRS AUD P V 06MBBSW 99D129HL1 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15749000 | OU      | $-40652.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-39554.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2025-NQM7                                                                                              | CUSIP: 64831YAE6<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |     1770726 | PA      | $1763664.47   | 0.04%             | 2065-10-26      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-43856.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-78925.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $202303.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-17788.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136B54W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1247282 | PA      | $236199.52    | 0.01%             | 2048-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    66959000 | PA      | $34588196.45  | 0.78%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5328.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust         | Castlelake Aircraft Structured Trust 2019-1                                                                                                | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |      222537 | PA      | $218932.80    | 0.00%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $52376.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $33079.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D10GTA8 IRS USD R F  2.52000 99D10GTA8 CCPINFLATIONZERO / Short: S9D10GTA8 IRS USD P V 12MUSCPI 99D10GT91 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11954000 | OU      | $-155359.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $2409.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379M6M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      626262 | PA      | $122303.26    | 0.00%             | 2045-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc              | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     2083920 | PA      | $1983266.59   | 0.04%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-32457.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y4532 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     6900000 | NC      | $824186.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $87664.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $53304.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D12K1P4 IRS SEK R V 03MSTIBO 99D12K1Q2 CCPVANILLA / Short: B9D12K1P4 IRS SEK P F  2.69000 99D12K1P4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    58352475 | OU      | $21389.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FRUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6240000 | PA      | $383365.01    | 0.01%             | 2048-03-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753GAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      998773 | PA      | $997961.30    | 0.02%             | 2044-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2086560.00   | 0.05%             | 2042-01-25      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754UAC3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1805000 | PA      | $1808384.38   | 0.04%             | 2046-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-111525.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $333931.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |           1 | NC      | $43093.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D130GB2 IRS USD R V 12MSOFR 99D130GC0 CCPOIS / Short: B9D130GB2 IRS USD P F  3.50000 99D130GB2 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    30806000 | OU      | $321746.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $96312.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $18322.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D130N08 IRS NOK R V 06MNIBOR 99D130N16 CCPVANILLA / Short: B9D130N08 IRS NOK P F  4.44000 99D130N08 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   684091500 | OU      | $671363.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                               | Subway Funding LLC                                                                                                                         | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2437875 | PA      | $2455600.30   | 0.06%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $10352.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |           1 | NC      | $102497.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-250729.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RLN2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1371771.52   | 0.03%             | 2030-08-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                       | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      684710 | PA      | $687421.30    | 0.02%             | 2028-06-30      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $292838.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-26314.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $48939.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-64845.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-25265.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $86806.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |           1 | NC      | $44410.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D13D3Y8 IRS GBP R F  4.25000 99D13D3Y8 CCPOIS / Short: S9D13D3Y8 IRS GBP P V 12MSONIA 99D13D3X0 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14090000 | OU      | $-46255.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-201489.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y45D0 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     6895000 | NC      | $824143.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-55816.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                         | OZLM XVIII Ltd                                                                                                                             | CUSIP: 67112GAE8<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1505211.00   | 0.03%             | 2031-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      730000 | PA      | $816744.60    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $-67649.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                 | Bellemeade Re 2025-1 Ltd                                                                                                                   | CUSIP: 07876NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830254 | PA      | $830816.20    | 0.02%             | 2035-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $-12710.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3002.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $30330.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        1557 | NC      | $41323.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-586806.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                  | North Macedonia Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     3902000 | PA      | $4671557.39   | 0.10%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | GB        |           1 | NC      | $722433.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1237.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                 | Ziggo Bond Co BV                                                                                                                           | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      725000 | PA      | $741423.03    | 0.02%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-496480.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                                                                 | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     8455000 | PA      | $7377641.24   | 0.17%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $65019.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D1375Q6 IRS CNY R V 00MCNRR 99D1375R4 CCPNDF / Short: B9D1375Q6 IRS CNY P F  1.64100 99D1375Q6 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   838412000 | OU      | $-482842.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $26333.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   101606000 | PA      | $101544619.42 | 2.28%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $-146488.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $55832.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-18927.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $125828.19    | 0.00%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                           | Victoria's Secret & Co                                                                                                                     | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1565490.71   | 0.04%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $-2946104.23  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $-30234.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $799892.16    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137H0GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1038099 | PA      | $49065.02     | 0.00%             | 2028-04-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754YAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1288715 | PA      | $1289477.94   | 0.03%             | 2045-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $619.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-59744.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                                                                          | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1333000 | PA      | $1324236.72   | 0.03%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D10HDF2 IRS BRL R F 14.92080 99D10HDF2 CCPNDFPREDISWAP / Short: S9D10HDF2 IRS BRL P V 00MBRCDI 99D10HDE5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11070541 | OU      | $89748.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 26 Ltd                                                                                                                       | CUSIP: 05876NAJ8<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |     2735000 | PA      | $2740650.51   | 0.06%             | 2037-07-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-28175.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-40183.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                         | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1169433.00   | 0.03%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $1800063.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                            | Qnity Electronics Inc                                                                                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      500000 | PA      | $511563.00    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-83830.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $89561.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-DELC                                                                                                                         | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3300000.00   | 0.07%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CH        |           1 | NC      | $-100.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $1099973.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited/ US LLC       | Thunderbolt II Aircraft Lease Ltd                                                                                                          | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       14528 | PA      | $14534.09     | 0.00%             | 2038-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-151427.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753GAG6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      835000 | PA      | $844322.36    | 0.02%             | 2044-05-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $-28881.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-9579452.92  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $1235.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond                                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1076552610 | PA      | $6854175.39   | 0.15%             | 2033-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                                                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1437126.60   | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $133026.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $564860.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                           | Athenahealth Group Inc 2022 Term Loan B                                                                                                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     1196105 | PA      | $1190770.46   | 0.03%             | 2029-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $19750.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-15620.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $21990.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y4LC4 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |      995000 | NC      | $46875.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-6658.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $109021.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B9D136FY0 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D136FY0 CDS USD P F  5.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4050000 | OU      | $-311649.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FKUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1049932 | PA      | $56561.42     | 0.00%             | 2046-01-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $796428.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $61189.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-28819.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y45I9 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     2952000 | NC      | $138833.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $49059.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $202446.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonepeak                                        | Stonepeak 2021-1 ABS                                                                                                                       | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2110426 | PA      | $2062543.41   | 0.05%             | 2033-02-28      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-55523.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -2643 | NC      | $1561199.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-NQM8                                                                                                                             | CUSIP: 12659FAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1241360 | PA      | $1137396.11   | 0.03%             | 2066-10-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1080073.65   | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D11LLG1 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  1178730000 | NC      | $59100.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $28572.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-11650.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $35436.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $17006.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2021-7                                                                                                            | CUSIP: 03464JAA9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      593785 | PA      | $519850.46    | 0.01%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $175905.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-148491.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $28342.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-6461.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-39405.99    | -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        |     1200000 | PA      | $1142515.80   | 0.03%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2306171.37  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-48702.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-76111.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $-130098.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-7                                                                                                          | CUSIP: 92538QAE0<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |     1305000 | PA      | $1056235.29   | 0.02%             | 2066-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                                                                              | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1259000 | PA      | $1290324.74   | 0.03%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $185539.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                 | VB-S1 Issuer LLC                                                                                                                           | CUSIP: 91825HAA2<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |     1725000 | PA      | $1686643.59   | 0.04%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $3457.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $10357.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                               | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      905000 | PA      | $889122.28    | 0.02%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $81193.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-36776.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D13DU93 IRS CNY R V 00MCNRR 99D13DUA0 CCPNDF / Short: B9D13DU93 IRS CNY P F  1.55650 99D13DU93 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    59700000 | OU      | $853.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D126PM6 IRS NOK R V 06MNIBOR 99D126PN4 CCPVANILLA / Short: B9D126PM6 IRS NOK P F  3.96875 99D126PM6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   225434000 | OU      | $258918.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5596000 | PA      | $4166222.00   | 0.09%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2022-1 Trust                                                                                                      | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2025871 | PA      | $2006396.76   | 0.04%             | 2039-04-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D12IUD4 IRS BRL R F 13.03000 99D12IUD4 CCPNDFPREDISWAP / Short: S9D12IUD4 IRS BRL P V 00MBRCDI 99D12IUC6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    45708528 | OU      | $-233789.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2025-DNA4                                                                                                    | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |     2085000 | PA      | $2090270.88   | 0.05%             | 2045-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $25858.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $342795.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd                      | GS REFT 2026-FL1 Issuer Ltd                                                                                                                | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      770000 | PA      | $771202.43    | 0.02%             | 2043-04-19      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D131CL2 IRS GBP R V 12MSONIA 99D131CM0 CCPOIS / Short: B9D131CL2 IRS GBP P F  4.03125 99D131CL2 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19739000 | OU      | $187368.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | NO        |           1 | NC      | $10121.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $60875.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $2145.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    31304000 | PA      | $21450345.45  | 0.48%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-6 LLC                                                                                                                            | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2176557 | PA      | $2162642.20   | 0.05%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17595.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-51027.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $516219.45    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $8938.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-173862.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-41087.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $19988.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $1287145.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                               | Aaset 2021-2 Trust                                                                                                                         | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1557219 | PA      | $1476470.41   | 0.03%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $360979.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-3043.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                    | VoltaGrid LLC                                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      664000 | PA      | $689180.21    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-31681.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $209.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $237093.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-7500.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-145694.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $60826.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-21153.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-9406.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $66604.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $78498.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                    | JSW Steel Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     9530000 | PA      | $9450396.01   | 0.21%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-48432.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-136392.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-123615.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $48606.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                              | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3735000 | PA      | $3761770.09   | 0.08%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $-39022.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $58172.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $10836.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                  | Ardagh Group SA                                                                                                                            | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      838155 | PA      | $888769.50    | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                               | Cipher Compute LLC                                                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1098699.72   | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         214 | NC      | $-47147.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                           | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1264997.28   | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      428000 | PA      | $410751.60    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D13E3S9 IRS CZK R F  4.55500 99D13E3S9 CCPVANILLA / Short: S9D13E3S9 IRS CZK P V 06MPRIBO 99D13E3R1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   110520000 | OU      | $10075.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-55292.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $4848.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $13128.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                         | JH North America Holdings Inc                                                                                                              | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1002124.00   | 0.02%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y4AE2 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      995000 | NC      | $118689.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $310810.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The BAHA Trust                                   | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2530000 | PA      | $2608546.89   | 0.06%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $25014.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-93506.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $117141.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $242100.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1291272.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3020.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-94426.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-144278.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $7573.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-55186.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $39403.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | ICE 3MTH SONIA OP JUN26P 96.3                                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -967 | NC      | $-978659.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $45982.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NO        |           1 | NC      | $283227.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                   | 280 Park Avenue 2017-280P Mortgage Trust                                                                                                   | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2685000 | PA      | $2679965.63   | 0.06%             | 2034-09-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $112833.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $17759.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                         | Queensland Treasury Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    20620000 | PA      | $13999334.91  | 0.31%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-663451.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      615000 | PA      | $634317.30    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                                                    | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     1709000 | PA      | $1753550.21   | 0.04%             | 2043-06-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $27217.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-48272.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y45O6 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     6900000 | NC      | $326017.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-19443.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-CCRE15 Mortgage Trust                                                                                                            | CUSIP: 12591RBD1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      604120 | PA      | $584478.48    | 0.01%             | 2047-02-10      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $406077.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-565517.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $29306.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA COMMON STOCK                   | UNIFIN FINANCIERA COMMON STOCK                                                                                                             | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | US        |      282999 | NS      | $15674.01     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $78956.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-38147.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                    | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $620340.42    | 0.01%             | 2041-11-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-30802.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2026-SFR1 Trust                                                                                                         | CUSIP: 895989AA9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |     2094893 | PA      | $2095250.82   | 0.05%             | 2043-02-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-18877.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $6461.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D12HT71 IRS COP R F 10.67000 99D12HT71 CCPNDFOIS / Short: S9D12HT71 IRS COP P V 03MCPIBR 99D12HT63 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 24062224000 | OU      | $-296788.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2551366.00   | 0.06%             | 2041-10-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-58394.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                                                                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1217879.75   | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2956.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                 | Barnes Group Inc 2025 Term Loan B                                                                                                          | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |      882420 | PA      | $882235.05    | 0.02%             | 2032-01-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                        | Banijay Entertainment SAS 2025 EUR Term Loan B (2032)                                                                                      | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |      500000 | PA      | $589395.14    | 0.01%             | 2032-02-10      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BTZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6364758 | PA      | $209051.12    | 0.00%             | 2054-12-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                         | JH North America Holdings Inc                                                                                                              | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1274412.48   | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12HSK3 IRS ZAR R F  7.31000 99D12HSK3 CCPVANILLA / Short: S9D12HSK3 IRS ZAR P V 03MJIBAR 99D12HSJ6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    87839000 | OU      | $-302961.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-37197.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $39543.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                               | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      145000 | PA      | $169877.83    | 0.00%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                        | SLG Office Trust 2026-OMA                                                                                                                  | CUSIP: 78451FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1855000 | PA      | $1863260.13   | 0.04%             | 2041-04-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $57170.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      650000 | PA      | $632658.13    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754BAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1715000 | PA      | $1754119.15   | 0.04%             | 2042-01-25      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $978449.82    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-89214.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                                                    | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     3175000 | PA      | $3281648.25   | 0.07%             | 2042-09-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $2513.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $63998.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $58843.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | Long: 99D0XPP00 CDS USD R F  5.00000 1 CORPORATE / Short: 99D0XPP00 CDS USD P V 03MEVENT 2 CORPORATE                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     2285000 | OU      | $79843.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-72479.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1321923 | PA      | $1321518.47   | 0.03%             | 2045-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    40510000 | PA      | $26162043.00  | 0.59%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753GAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3430000 | PA      | $3438561.97   | 0.08%             | 2044-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $-37792.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5690.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $136224.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $8760.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-42371.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                              | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     1355906 | PA      | $1128113.69   | 0.03%             | 2031-06-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                         | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                                            | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |     1864000 | PA      | $1866876.86   | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-151833.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1495487.48   | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $410012.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-65148.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-10698.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $98200.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $169479.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-30941.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-69522.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-98756.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |           1 | NC      | $34329.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $32991.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-8942.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                             | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                             | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      450000 | PA      | $432919.89    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4777.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $157863.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    15506000 | PA      | $15333569.09  | 0.34%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $104355.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                         | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      300000 | PA      | $268471.56    | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| MasOrange Finco Plc                              | MasOrange Finco Plc 2025 EUR Term Loan B                                                                                                   | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |     1265000 | PA      | $1483375.19   | 0.03%             | 2031-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |           1 | NC      | $86076.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                                                                                       | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      725000 | PA      | $727755.00    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      700000 | PA      | $681462.25    | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $889138.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 99D0ZDQH7 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | AD        |     5490000 | NC      | $690513.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2100000.00   | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $-77161.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                        | WBHT Commercial Mortgage Trust 2025-WBM                                                                                                    | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2370000 | PA      | $2368518.75   | 0.05%             | 2042-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-35040.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-55221.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $98952.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |           1 | NC      | $82157.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $32191.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754VAC1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3550000 | PA      | $3590423.50   | 0.08%             | 2045-03-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $3067.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                         | Queensland Treasury Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    12765000 | PA      | $7299195.89   | 0.16%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust  | Multifamily Connecticut Avenue Securities Trust 2025-01                                                                                    | CUSIP: 62549CAA9<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     1373857 | PA      | $1393605.17   | 0.03%             | 2055-05-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4775000 | PA      | $4440727.03   | 0.10%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $46827.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $3124.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-7859.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1809.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $36923.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-168335.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        1977 | NC      | $-1183684.21  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                                   | Azorra Finance Ltd                                                                                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     1300000 | PA      | $1331635.50   | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                  | Durst Commercial Mortgage Trust 2025-151                                                                                                   | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      695000 | PA      | $702385.49    | 0.02%             | 2042-08-10      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-5944696.40  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $1279357.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $564.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $28922.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D10HDN5 IRS BRL R F 14.74430 99D10HDN5 CCPNDFPREDISWAP / Short: S9D10HDN5 IRS BRL P V 00MBRCDI 99D10HDK1 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10810201 | OU      | $71773.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D12JVE9 IRS JPY R V 12MTONAR 99D12JVF6 CCPOIS / Short: B9D12JVE9 IRS JPY P F  1.44000 99D12JVE9 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 35480424000 | OU      | $503943.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $-3743.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $70100.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-150898.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $1614.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         835 | NC      | $-480305.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Capital LLC                                | Sonic Capital LLC                                                                                                                          | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     2197023 | PA      | $2177795.43   | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-8796.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-84695.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |           1 | NC      | $52499.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS3                                                                                                       | CUSIP: 52474XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1705550 | PA      | $1707080.16   | 0.04%             | 2061-07-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $90266.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12055000 | PA      | $11785406.44  | 0.26%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-14678.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-7214.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-276074.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $17634.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-377201.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-132211.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-43086.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk               | Freddie Mac Mscr Trust Mn8                                                                                                                 | CUSIP: 35563RAA3<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |     3189253 | PA      | $3207665.07   | 0.07%             | 2044-05-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $521230.05    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-75382.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $4783.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $947811.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1379000 | PA      | $1382504.04   | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-741277.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     1530000 | PA      | $1796248.04   | 0.04%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $2752.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 84451330000 | PA      | $56851920.78  | 1.27%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $7881.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $-75572.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $14980.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                   | TeamSystem SpA                                                                                                                             | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1680000 | PA      | $1918513.97   | 0.04%             | 2031-07-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11440000 | PA      | $11403834.38  | 0.26%             | 2030-04-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC         | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                                  | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |      740360 | PA      | $641803.22    | 0.01%             | 2028-10-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | 99D13BXG EUR PUT USD CALL                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DE        |   195782000 | OU      | $545266.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $267987.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $123768.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2019-BNK16                                                                                                                            | CUSIP: 065405AJ1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     3191578 | PA      | $62168.74     | 0.00%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1239971.95   | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-11999.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $59055.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-70639.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    59335000 | PA      | $33608712.32  | 0.75%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                              | LBM Acquisition LLC                                                                                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      450000 | PA      | $393743.12    | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-39673.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2024-SFR2 Trust                                                                                                       | CUSIP: 74290XAG6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $943844.00    | 0.02%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-85262.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   562419000 | PA      | $57675158.78  | 1.29%             | 2034-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                 | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     1990000 | PA      | $1921963.49   | 0.04%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-2R Mortgage Loan Trust                                                                                                           | CUSIP: 12656YAE7<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |     2258000 | PA      | $1824384.52   | 0.04%             | 2054-07-27      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | GB        |           1 | NC      | $25443.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-25026.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $35778.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-35919.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-108923.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $85824.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-356.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6347.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $29044.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $168904.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                                                                              | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      700000 | PA      | $695550.38    | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      905000 | PA      | $875889.32    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1672000 | PA      | $1663702.20   | 0.04%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-364142.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $166038.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      900000 | PA      | $910048.50    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $55047.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $-255643.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y4599 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     6900000 | NC      | $825456.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D135T01 IRS EUR R V 06MEURIB 99D135T19 CCPVANILLA / Short: B9D135T01 IRS EUR P F  3.06000 99D135T01 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6318000 | OU      | $17940.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12ZSA5 IRS SEK R F  2.75000 99D12ZSA5 CCPVANILLA / Short: S9D12ZSA5 IRS SEK P V 03MSTIBO 99D12ZS98 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   279610000 | OU      | $-201470.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                                                                                     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $856582.92    | 0.02%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $53683.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $11263.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $355386.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379FN54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95876 | PA      | $16067.63     | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-172001.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA2                                                                                                    | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |     1045000 | PA      | $1080194.66   | 0.02%             | 2042-07-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $-166050.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 10043300000 | PA      | $64091528.57  | 1.44%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-63713.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $80797.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-16021.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust 2021-NQM1                                                                                                  | CUSIP: 10569TAD0<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     1090000 | PA      | $975088.82    | 0.02%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $34894.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $-33698.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-40536.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                      | OLIT 2025-HB2                                                                                                                              | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      737531 | PA      | $708140.12    | 0.02%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                          | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      775000 | PA      | $806485.85    | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-141115.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-17914.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-20006.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | EURIBOR 3M OPT JUN26C 98.25                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         812 | NC      | $5956.27      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-38755.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |           1 | NC      | $450.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1118.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                     | HUT 8 DC LLC                                                                                                                               | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |    11885000 | PA      | $11983366.56  | 0.27%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2026-NQM1                                                                                              | CUSIP: 64832LAF0<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |      343114 | PA      | $339965.31    | 0.01%             | 2065-11-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $25837.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-22315.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S9D12X9N3 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: S9D12X9N3 CDS EUR P V 03MEVENT 2 CCPCORPORATE                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      875000 | OU      | $-177155.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |           1 | NC      | $3125.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-59221.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $10317.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $35176.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1011603.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                              | Canadian Government Bond                                                                                                                   | CUSIP: 135087U44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   123933000 | PA      | $90433180.65  | 2.03%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $37711.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-33912.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-13579.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                                                                                                     | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      947000 | PA      | $981465.59    | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $928600.20    | 0.02%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   130900000 | PA      | $5226508.21   | 0.12%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $-11401.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-89605.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |           1 | NC      | $-357679.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                         | Transocean International Ltd                                                                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      425000 | PA      | $455406.20    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2885000 | PA      | $2924688.89   | 0.07%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                                                    | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |     1190000 | PA      | $1200020.16   | 0.03%             | 2044-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $33951.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2020-3                                                                                                            | CUSIP: 03465LAD7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     1675000 | PA      | $1588327.80   | 0.04%             | 2065-04-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                | Iliad Holding SAS                                                                                                                          | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $402735.60    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FKJF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3742315 | PA      | $198797.76    | 0.00%             | 2045-12-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-164289.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners Clo XXII Ltd                                                                                                       | CUSIP: 08186UAY8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3483774.00   | 0.08%             | 2035-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $483934.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2024-SFR4 Trust                                                                                                       | CUSIP: 74334JAE0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      845000 | PA      | $800355.69    | 0.02%             | 2041-07-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital Clo 28 Ltd                                                                                                               | CUSIP: 03330RAN5<br>LEI: 635400KKB8Y6IYOHUU90 | Long             | ABS-CBDO         | CORP              | KY        |     2135000 | PA      | $2138018.89   | 0.05%             | 2037-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-71990.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-57025.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-305077.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $190315.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $-311881.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                    | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     1074020 | PA      | $1055225.00   | 0.02%             | 2030-11-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2026-1 Mortgage Loan Trust                                                                                                            | CUSIP: 196926AK5<br>LEI: 2138009O96115X8GVT44 | Long             | ABS-MBS          | CORP              | US        |      542870 | PA      | $537634.63    | 0.01%             | 2071-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                                                                                         | CUSIP: 3128HUFQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      396712 | PA      | $58215.45     | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D12W145 IRS BRL R F 13.94000 99D12W145 CCPNDFPREDISWAP / Short: S9D12W145 IRS BRL P V 00MBRCDI 99D12W129 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    22371156 | OU      | $83479.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                                                                                  | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      735000 | PA      | $732362.23    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $84887.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                            | Banijay Entertainment SAS                                                                                                                  | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $361259.85    | 0.01%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-29772.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2020-BNK26                                                                                                                            | CUSIP: 06540JBM3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     9012682 | PA      | $299429.22    | 0.01%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $17150.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1271732 | PA      | $1273352.80   | 0.03%             | 2045-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                                               | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     7645000 | PA      | $7636263.60   | 0.17%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $20807.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-43982.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D11DCB0 IRS BRL R F 13.67000 99D11DCB0 CCPNDFPREDISWAP / Short: S9D11DCB0 IRS BRL P V 00MBRCDI 99D11DCA2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    44796980 | OU      | $-17168.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $70947.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    80797000 | PA      | $45861700.36  | 1.03%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                      | Regatta XXVIII Funding Ltd                                                                                                                 | CUSIP: 75901PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501374.50    | 0.01%             | 2037-04-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $39012.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $41376.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $59246.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $62062.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $6303.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-37643.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-28274.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $102314.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D130HO3 IRS USD R V 12MSOFR 99D130HN5 CCPOIS / Short: B9D130HO3 IRS USD P F  3.78125 99D130HO3 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7661000 | OU      | $117923.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-18903.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      810000 | PA      | $533202.23    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $66306.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-55950.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BJDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1925659 | PA      | $312000.43    | 0.01%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                        | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |      789688 | PA      | $344011.94    | 0.01%             | 2028-12-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                                                       | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4615000 | PA      | $4536545.00   | 0.10%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                           | Kommuninvest I Sverige AB                                                                                                                  | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   608930000 | PA      | $63417867.05  | 1.42%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                                    | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $623243.22    | 0.01%             | 2042-01-25      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $27337.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2025-SFR1 Trust                                                                                                         | CUSIP: 895974AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1525000 | PA      | $1523453.96   | 0.03%             | 2042-03-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-83610.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-37517.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     5182000 | PA      | $5169929.72   | 0.12%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      875000 | PA      | $870809.36    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $100669.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $-6536.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-14505.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D126MY3 IRS NOK R V 06MNIBOR 99D126N06 CCPVANILLA / Short: B9D126MY3 IRS NOK P F  4.03125 99D126MY3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    71270000 | OU      | $258230.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1807.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2977767 | PA      | $3075046.32   | 0.07%             | 2029-04-25      | Floating      | 13.01%                | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    56827000 | PA      | $39045357.38  | 0.87%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |           1 | NC      | $71231.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13458.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $51126.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $116816.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $170890.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $174353.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                                                    | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     2730000 | PA      | $2902754.40   | 0.07%             | 2042-09-25      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $114525.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $90576.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $88155.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $48735.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR INC                                          | KBR Inc                                                                                                                                    | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1278971.20   | 0.03%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $122846.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                          | Howard Midstream Energy Partners LLC                                                                                                       | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1174974.57   | 0.03%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $105183.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $193774.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NO        |           1 | NC      | $287001.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $392.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-137116.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-512425.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $12842.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                          | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1030000 | PA      | $959309.50    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    98880000 | PA      | $63858376.01  | 1.43%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2026-1                                                                                       | CUSIP: 107927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2880000 | PA      | $2880106.27   | 0.06%             | 2028-07-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2025-FL15 LLC                                                                                                                          | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      339000 | PA      | $339818.52    | 0.01%             | 2043-03-19      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $30301.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                     | Fibercop SpA                                                                                                                               | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1296750.00   | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-56309.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-25437.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     1600000 | PA      | $1489096.96   | 0.03%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 99D0ZDQA2 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | AD        |     5490000 | NC      | $690176.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $229726.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-30535.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-8311.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $42793.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |           1 | NC      | $86091.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4136.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                         | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     1400000 | PA      | $1364198.22   | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-39184.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2026-CART                                                                                                                         | CUSIP: 12433MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3615000 | PA      | $3586164.95   | 0.08%             | 2036-02-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $22047.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $35071.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RLJ1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     2880000 | PA      | $2824147.30   | 0.06%             | 2032-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $-266.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-31875.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-14947.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                           | CACI International Inc                                                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      430000 | PA      | $439912.90    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4080.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                               | Stonebriar ABF Issuer LLC                                                                                                                  | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1565157.09   | 0.04%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Corporation          | Triangle Re 2023-1 Ltd                                                                                                                     | CUSIP: 89589AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3147000 | PA      | $3276998.79   | 0.07%             | 2033-11-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-56840.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3790.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -2378 | NC      | $408987.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR FUTR OPTN  JUN26C 108.5 EXP 05/22/2026                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        5089 | NC      | $556609.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $1764812.42   | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $59775.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $589.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-68675.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-213653.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $36160.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $179817.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                                                                                  | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     8071000 | PA      | $8085286.23   | 0.18%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee            | VOLT XCV LLC                                                                                                                               | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39933 | PA      | $39769.15     | 0.00%             | 2051-03-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BANK KB INDONESIA TBK PT                         | Bank KB Indonesia Tbk PT                                                                                                                   | CUSIP: 000000000<br>LEI: 254900AMT6QDVD6GO926 | Long             | DBT              | CORP              | ID        |     5746000 | PA      | $5774982.82   | 0.13%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-231546.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $24999.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-46126.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5069.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-40667.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $-8237.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D0S8209 IRS EUR R V 06MEURIB 99D0S8233 CCPVANILLA / Short: B9D0S8209 IRS EUR P F  1.16000 99D0S8209 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      887500 | OU      | $456094.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-29696.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $13026.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -1940 | NC      | $194758.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | NZ        |           1 | NC      | $46938.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                               | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      510000 | PA      | $598131.19    | 0.01%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $89486.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-24686.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-48609.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D11LKW7 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1178730000 | NC      | $360088.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $-118.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1065.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $32194.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $61735.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-35983.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                             | Falcon 2019-1 Aerospace Ltd                                                                                                                | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      116719 | PA      | $115329.62    | 0.00%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $70717.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-17959.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12HTD8 IRS ZAR R F  7.41550 99D12HTD8 CCPVANILLA / Short: S9D12HTD8 IRS ZAR P V 03MJIBAR 99D12HTC0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    88655000 | OU      | $-266482.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137BQYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7245592 | PA      | $13506.51     | 0.00%             | 2044-06-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $23537.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $51398.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                                                                 | CUSIP: 458140CR9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     4055000 | PA      | $4039159.06   | 0.09%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $23685.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-1 Ltd                                                                                                      | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1645000 | PA      | $1586923.28   | 0.04%             | 2033-02-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $61212.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2019-B9 Mortgage Trust                                                                                                           | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2456964 | PA      | $54224.70     | 0.00%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-61891.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-88794.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-70318.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-398573.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                            | Ontario Gaming GTA LP Term Loan B                                                                                                          | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      951701 | PA      | $901023.32    | 0.02%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |           1 | NC      | $4236.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-77351.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-82285.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $374377.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D129L02 IRS NZD R F  4.81000 99D129L02 CCPVANILLA / Short: S9D129L02 IRS NZD P V 03MNZDBB 99D129KX1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17160000 | OU      | $8680.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-3                                                                                                 | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1195000 | PA      | $1205856.93   | 0.03%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-564752.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $37519.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HFQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4290460 | PA      | $299159.17    | 0.01%             | 2054-10-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $4824.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                         | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    13571000 | PA      | $13577039.10  | 0.30%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |           1 | NC      | $5826.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-94319.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                               | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1288728.43   | 0.03%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5881.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-102589.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortgage-Backed Securities Trust 2026-NQM1                                                                                              | CUSIP: 36276EAG5<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |      478243 | PA      | $476305.54    | 0.01%             | 2066-03-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    10555000 | PA      | $10376563.50  | 0.23%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-50164.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  7005500000 | PA      | $23190574.40  | 0.52%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1100529.51  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $2867.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $90500.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-62380.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $874499.31    | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| LCM INVESTMENTS HOLDINGS                         | LCM Investments Holdings II LLC                                                                                                            | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      530000 | PA      | $555214.75    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $255928.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379VGY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      394518 | PA      | $1966.04      | 0.00%             | 2039-07-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12870000 | PA      | $12564745.48  | 0.28%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-98329.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-49970.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-36244.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $312375.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-56552.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-317112.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-479783.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-27540.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $46060.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $188041.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $101398.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-57558.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 27 Ltd                                                                                                                       | CUSIP: 05874UAJ4<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1252112.50   | 0.03%             | 2037-10-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                         | Columbia Pipelines Holding Co LLC                                                                                                          | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4430000 | PA      | $4444822.25   | 0.10%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-18341.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53445000 | PA      | $53710854.14  | 1.20%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-18178.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-345937.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2026-NQM2 Trust                                                                                                                        | CUSIP: 67123VAK8<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |     1258037 | PA      | $1246443.01   | 0.03%             | 2065-12-01      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee            | VOLT XCVII LLC                                                                                                                             | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           0 | PA      | $0.04         | 0.00%             | 2051-04-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $25245.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-44300.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | ICE 3MTH SONIA OP JUN26P 96.1                                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         484 | NC      | $218162.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-107646.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12140.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NO        |           1 | NC      | $210279.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $100991.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-15261.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-18868.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-44926.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $190073.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-37331.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1321000 | PA      | $1349499.25   | 0.03%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |           1 | NC      | $-48983.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                 | Vista Point Securitization Trust 2020-2                                                                                                    | CUSIP: 92838TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1069000 | PA      | $1032083.05   | 0.02%             | 2065-04-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                           | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |      825000 | PA      | $966508.44    | 0.02%             | 2031-09-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                      | TriMas Corp                                                                                                                                | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1539287.82   | 0.03%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $59123.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                  | Residential Mortgage Loan Trust 2020-2                                                                                                     | CUSIP: 76123MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1553000 | PA      | $1547029.34   | 0.03%             | 2060-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $36664.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $28192.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $27887.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-200397.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $109713.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $136429.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $176906.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $64271.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $92866.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-29599.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-58398.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $55090.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $61188.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $26928.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust 2021-NQM2                                                                                                  | CUSIP: 10569EAD3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      432000 | PA      | $413789.47    | 0.01%             | 2060-03-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-20265.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $4135.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-79449.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $16130.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                 | Ingram Micro Inc                                                                                                                           | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     1628000 | PA      | $1599773.57   | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |           1 | NC      | $116954.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Park Place CLO                          | Franklin Park Place CLO VI LLC                                                                                                             | CUSIP: 35455HAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      865000 | PA      | $865545.82    | 0.02%             | 2038-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                         | Jersey Mike's Funding LLC                                                                                                                  | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1240000 | PA      | $1231331.16   | 0.03%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                 | WULF Compute LLC                                                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $677891.88    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                  | Invesco US CLO 2023-1 Ltd                                                                                                                  | CUSIP: 46146GBE1<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $2002026.00   | 0.04%             | 2037-04-22      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-30841.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $2250.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $255636.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-85333.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $3396.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-31959.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $111455.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | 99D13BXE EUR PUT USD CALL                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DE        |   195783000 | OU      | $545269.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-2960029.12  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-6519.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $675710.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38380BUY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1588401 | PA      | $255824.44    | 0.01%             | 2046-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $80017.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $49542.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |           1 | NC      | $1367708.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2025-NQM6 Trust                                                                                                                       | CUSIP: 36831QAD3<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     1758135 | PA      | $1745088.87   | 0.04%             | 2070-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-60761.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-36962.13    | -0.00%            |  |  |  | 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        |      775000 | PA      | $703903.24    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $17645.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-19778.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $21422.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-142072.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-168971.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $33937.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $312526.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-33755.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $77622.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                               | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $966577.80    | 0.02%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-129906.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D11LLC0 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1414475000 | NC      | $70720.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -421 | NC      | $416980.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                                                                                     | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1637208.56   | 0.04%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-30163.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-55998.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-40874.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-291771.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                                    | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     1650000 | PA      | $1717768.80   | 0.04%             | 2042-04-25      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                              | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      325000 | PA      | $290192.44    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $270042.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                                                    | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     1115000 | PA      | $1117692.17   | 0.03%             | 2045-09-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk               | Freddie Mac Mscr Trust Mn11                                                                                                                | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     2430000 | PA      | $2414037.33   | 0.05%             | 2045-07-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $92726.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2026-ALOHA                                                                                                    | CUSIP: 12434HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1180000 | PA      | $1180739.74   | 0.03%             | 2043-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-22759.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10573000 | PA      | $11703992.71  | 0.26%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                                                                             | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     8895000 | PA      | $8606507.58   | 0.19%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                                                                                           | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1586000 | PA      | $1569172.71   | 0.04%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-313826.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $107705.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $247418.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $31199.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    19498000 | PA      | $11381146.59  | 0.26%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |           1 | NC      | $1309712.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-7939.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $27499.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                               | STL Holding Co LLC                                                                                                                         | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1136248.65   | 0.03%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $154.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  2174010000 | PA      | $94694819.84  | 2.12%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-RPL1 Trust                                                                                                                       | CUSIP: 69392FAB3<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     3430000 | PA      | $3304278.15   | 0.07%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-14390.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-202.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $9543.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-47814.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-18572.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $109045.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $17409.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $1090191.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12O7I6 IRS GBP R F  4.46875 99D12O7I6 CCPOIS / Short: S9D12O7I6 IRS GBP P V 12MSONIA 99D12O7H8 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13159000 | OU      | $-260059.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2024-7                                                                                                            | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-MBS          | CORP              | US        |     1305850 | PA      | $1312721.92   | 0.03%             | 2069-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1443789.20   | 0.03%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                                                    | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     2110000 | PA      | $2215500.00   | 0.05%             | 2042-08-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $53525.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $48513.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $214897.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1286638.82   | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-47910.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                            | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1035765.05   | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9313.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5232.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                                    | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     1490000 | PA      | $1523525.00   | 0.03%             | 2042-05-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-208024.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $316967.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                         | TK Elevator US Newco Inc                                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200049.80    | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    10180000 | PA      | $10327124.52  | 0.23%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2026-1                                                                                                 | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3235000 | PA      | $3202932.74   | 0.07%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $87167.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D131DA5 IRS SEK R F  2.84375 99D131DA5 CCPVANILLA / Short: S9D131DA5 IRS SEK P V 03MSTIBO 99D131D98 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   204481000 | OU      | $-81419.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                         | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      875000 | PA      | $847728.00    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-51320.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $9835.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                                                                                  | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      595000 | PA      | $597208.05    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WW International Inc                             | WW International Inc                                                                                                                       | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |           1 | NS      | $10.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                           | Energizer Gamma Acquisition BV                                                                                                             | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |     1510000 | PA      | $1690838.77   | 0.04%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2025-CRE11                                                                                                                           | CUSIP: 04002DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      475000 | PA      | $476138.43    | 0.01%             | 2043-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |           1 | NC      | $-92793.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $74779.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $49414.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $534689.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XXII Ltd                                                                                                                      | CUSIP: 87167GCP3<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000212.00   | 0.02%             | 2033-04-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2021-4 Ltd                                                                                                               | CUSIP: 69702EAS4<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |     1725000 | PA      | $1727149.35   | 0.04%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $325112.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PE        |           1 | NC      | $-174069.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D12O6G1 IRS AUD R V 06MBBSW 99D12O6I7 CCPVANILLA / Short: B9D12O6G1 IRS AUD P F  4.84375 99D12O6G1 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10426000 | OU      | $162724.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $107235.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2026-NPL1 LLC                                                                                                                         | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4092407 | PA      | $4061713.52   | 0.09%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BKFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3822439 | PA      | $644469.32    | 0.01%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                         | Northriver Midstream Finance LP                                                                                                            | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     1400000 | PA      | $1433425.00   | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                                                                                    | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   154531000 | PA      | $115266576.74 | 2.58%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-324.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-19759.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $126379.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-4841.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $182059.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $701218.03    | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-30925.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -23 | NC      | $134739.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $3079328.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO            | GCRED BSL CLO 1                                                                                                                            | CUSIP: 3615EMAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2890000 | PA      | $2889580.95   | 0.06%             | 2034-01-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $93690.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | GB        |           1 | NC      | $127424.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $53580.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $55430.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-25311.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      235000 | PA      | $244517.03    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $54501.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $39396.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      835000 | PA      | $847962.20    | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $75058.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $5949200.20   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $1345492.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | NZ        |           1 | NC      | $1370631.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $430682.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-146456.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $143463.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $8334.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $27378.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $304725.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL14 LLC                                                                                                                        | CUSIP: 69393CAA1<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     2868259 | PA      | $2849461.86   | 0.06%             | 2055-12-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                                    | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     1490000 | PA      | $1515543.96   | 0.03%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES2                                                                                                        | CUSIP: 89182JAA9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     2070557 | PA      | $2091583.84   | 0.05%             | 2064-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2020-C7                                                                                                               | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4956697 | PA      | $195950.12    | 0.00%             | 2053-04-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-96163.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |           1 | NC      | $-3028.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $34031.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                                                                                   | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2080000 | PA      | $2081300.00   | 0.05%             | 2041-11-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC             | Charter Communications Operating LLC 2023 Term Loan B4                                                                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     1280021 | PA      | $1278241.82   | 0.03%             | 2030-12-07      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                                                                          | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      550000 | PA      | $549017.15    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-R1                                                                                                         | CUSIP: 92538BAE3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1533950.46   | 0.03%             | 2063-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                        | Orange SA                                                                                                                                  | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     3585000 | PA      | $3539677.57   | 0.08%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce               | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $-77850.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1323000 | PA      | $1337207.70   | 0.03%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $182201.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $47468.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38380F2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      808781 | PA      | $154444.59    | 0.00%             | 2047-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BKWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1523212 | PA      | $238401.00    | 0.01%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                                | Riserva Clo Ltd                                                                                                                            | CUSIP: 76761RBL2<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3983212.00   | 0.09%             | 2034-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $10348.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      875000 | PA      | $863968.35    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D12Z6G6 IRS NOK R V 06MNIBOR 99D12Z6I2 CCPVANILLA / Short: B9D12Z6G6 IRS NOK P F  4.40625 99D12Z6G6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   302219000 | OU      | $294849.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $7782.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-15510.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-2 Ltd                                                                                                      | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2995269.00   | 0.07%             | 2033-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-140365.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $18736.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                            | Quikrete Holdings Inc 2025 Term Loan B                                                                                                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     1871100 | PA      | $1871811.02   | 0.04%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                      | FIGRE Trust 2026-HE1                                                                                                                       | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      426167 | PA      | $420671.55    | 0.01%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-29537.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-21395.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-110816.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B9D131KE9 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D131KE9 CDS USD P F  1.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     9111000 | OU      | $241226.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2610.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D0Y41B8 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1034769000 | NC      | $18097.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $32385.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       15000 | NS      | $730050.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY                             | Carpenter Technology Corp                                                                                                                  | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      675000 | PA      | $675406.35    | 0.02%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1308743.83  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $47176.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA                                                                                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1360887 | PA      | $1338481.63   | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-87279.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                                                                                  | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      500000 | PA      | $486272.00    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D137DR5 IRS USD R F  3.24000 99D137DR5 CCPINFLATIONZERO / Short: S9D137DR5 IRS USD P V 12MUSCPI 99D137DQ7 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2398000 | OU      | $-8423.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2024-PMDW                                                                                                                        | CUSIP: 05592VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $465166.54    | 0.01%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-11628.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALA Trust                                        | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3810000 | PA      | $3824287.50   | 0.09%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1362522.91  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $32114.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4740.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2022-NQM5                                                                                                     | CUSIP: 45276QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2925000 | PA      | $2914815.74   | 0.07%             | 2067-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                        | Orange SA                                                                                                                                  | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     2740000 | PA      | $2680507.07   | 0.06%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                            | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1180000 | PA      | $1329118.26   | 0.03%             | 2026-08-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   156460500 | PA      | $7488648.17   | 0.17%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $223714.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $82799.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $37646.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $65649.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-68944.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-58049.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 72 B Ltd                                                                                                        | CUSIP: 381941AC7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |     1555000 | PA      | $1554222.50   | 0.03%             | 2037-04-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                             | Talos Production Inc                                                                                                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     1484000 | PA      | $1548147.38   | 0.03%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $45229.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-17864.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $60272.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $11019.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-147911.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-88707.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA CASH ESCROW                    | UNIFIN FINANCIERA CASH ESCROW                                                                                                              | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | US        |     2085000 | NS      | $208500.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      400000 | PA      | $418637.60    | 0.01%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-7610.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-24588.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-1415.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y44Y5 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     2952000 | NC      | $351963.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D13D2I4 IRS EUR R V 06MEURIB 99D13D2K9 CCPVANILLA / Short: B9D13D2I4 IRS EUR P F  2.93750 99D13D2I4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21249000 | OU      | $-393.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                         | RHP Hotel Properties LP / RHP Finance Corp                                                                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |      730000 | PA      | $751909.49    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D0Y40R4 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1034769000 | NC      | $380174.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BDQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3292689 | PA      | $492277.42    | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12ZGY6 IRS JPY R F  2.15625 99D12ZGY6 CCPOIS / Short: S9D12ZGY6 IRS JPY P V 12MTONAR 99D12ZGX8 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1101660000 | OU      | $-143766.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                         | CompoSecure Holdings LLC                                                                                                                   | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1151723.25   | 0.03%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753AAA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1260000 | PA      | $1317037.18   | 0.03%             | 2043-04-25      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $20808.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $65189.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | RO        |           1 | NC      | $-230865.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-278040.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-76920.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-21958.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $91052.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     7180000 | PA      | $6964444.19   | 0.16%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $36558.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $2788325.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk               | Freddie Mac Mscr Trust Mn9                                                                                                                 | CUSIP: 355917AA3<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |     3181902 | PA      | $3207514.06   | 0.07%             | 2044-10-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |           1 | NC      | $96021.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                            | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     3705000 | PA      | $3651235.71   | 0.08%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $-1392.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    18676000 | PA      | $10389855.35  | 0.23%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-111020.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $-13726.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      810000 | PA      | $540653.84    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-34192.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-17794.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $38822.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-18675.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $61769.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-11155.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-44562.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $23314.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-136184.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $34032.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                                            | CUSIP: 95000GBE3<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1423784.40   | 0.03%             | 2049-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-41538.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $2104.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-98425.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-9369.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $18245.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    18490000 | PA      | $8972073.20   | 0.20%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-518.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-36562.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38380GA61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      368349 | PA      | $71321.45     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379GUD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      612982 | PA      | $25414.92     | 0.00%             | 2029-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137F63D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6905958 | PA      | $813624.70    | 0.02%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $103926.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379HU29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      529263 | PA      | $22303.50     | 0.00%             | 2030-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $838.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-7556.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2253000 | PA      | $1940472.81   | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                    | Radnor RE 2022-1 Ltd                                                                                                                       | CUSIP: 75049XAB8<br>LEI: 254900E0VCENS5C16U77 | Long             | ABS-MBS          | CORP              | US        |     1756853 | PA      | $1818663.99   | 0.04%             | 2032-09-25      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $24236.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $41964.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                              | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1577155.99   | 0.04%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      685000 | PA      | $709680.55    | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $97870.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $196988.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $19987.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $135768.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                      | Wayfair LLC                                                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1426678.12   | 0.03%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1368.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                              | BellRing Brands Inc                                                                                                                        | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1294756.33   | 0.03%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $33139.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      900000 | PA      | $859984.28    | 0.02%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                                                                                       | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      595000 | PA      | $605094.40    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $46931.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $11036.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Capital Group                           | STAR 2026-SFR7 Trust                                                                                                                       | CUSIP: 85520GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      605000 | PA      | $606848.58    | 0.01%             | 2043-05-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-40671.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D0ZU749 IRS USD R F  2.49000 99D0ZU749 CCPINFLATIONZERO / Short: S9D0ZU749 IRS USD P V 12MUSCPI 99D0ZU731 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13939000 | OU      | $-226290.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                             | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     8250000 | PA      | $8091748.50   | 0.18%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-21255.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-12177.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-149824.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Debt Notes 2017-DNA2                                                                                                     | CUSIP: 3137G0PS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1084780 | PA      | $1168846.64   | 0.03%             | 2029-10-25      | Floating      | 15.01%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-638537.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-34381.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $14649.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $167718.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-71395.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-278917.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-36390.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      650000 | PA      | $629090.28    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         209 | NC      | $-52578.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     8455000 | PA      | $7903631.61   | 0.18%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                       | Sixth Street CLO VIII Ltd                                                                                                                  | CUSIP: 83012VAE3<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |     3140000 | PA      | $3138505.36   | 0.07%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $7762.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $3837209.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-16958.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D102NG2 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1104662000 | NC      | $31717.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-116933.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-178129.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $107043.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-58586.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D1311Y6 IRS SEK R F  2.67000 99D1311Y6 CCPVANILLA / Short: S9D1311Y6 IRS SEK P V 03MSTIBO 99D1311X8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   891939000 | OU      | $-798916.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $2850359.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7787871 | PA      | $7770178.67   | 0.17%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $114401.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust         | Castlelake Aircraft Structured Trust 2026-1                                                                                                | CUSIP: 148924AA1<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     3704161 | PA      | $3651572.77   | 0.08%             | 2051-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                          | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      430000 | PA      | $443078.90    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-159635.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $17075.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust        | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                                         | CUSIP: 06054MAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1545000 | PA      | $1338154.47   | 0.03%             | 2049-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $43188.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-12171.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 9 LTD                                                                                                                              | CUSIP: 001207AY5<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1934296.00   | 0.04%             | 2037-04-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $75739.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $23388.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $91369.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-275558.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    60973000 | PA      | $33615486.78  | 0.75%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      620000 | PA      | $618774.88    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-139026.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-33034.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XXIX Ltd                                                                                                                      | CUSIP: 87168GAS8<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3477281.50   | 0.08%             | 2035-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                         | Ziggo BV 2019 EUR Term Loan H                                                                                                              | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |      622009 | PA      | $719588.53    | 0.02%             | 2029-01-31      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $40425.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-121811.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $39003.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-44139.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-71056.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-31163.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $74557.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                         | Endo Finance Holdings LP                                                                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1118352.77   | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee            | VOLT C LLC                                                                                                                                 | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      109634 | PA      | $108581.95    | 0.00%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities Inc                                                                                                                    | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1188999.91   | 0.03%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-883.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $99736.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-40152.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                            | Fortress Intermediate 3 Inc                                                                                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1161480.45   | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   133233000 | PA      | $132501078.93 | 2.97%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $52081.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jol Air                                          | JOL Air Ltd                                                                                                                                | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |     2423254 | PA      | $2420346.59   | 0.05%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: B9D137D04 IRS USD R V 12MUSCPI 99D137CZ8 CCPINFLATIONZERO / Short: B9D137D04 IRS USD P F  2.86000 99D137D04 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2398000 | OU      | $10600.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-53047.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $48419.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5038746.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-88552.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12ELE1 IRS CHF R F   .13000 99D12ELE1 CCPOIS / Short: S9D12ELE1 IRS CHF P V 12MSARON 99D12ELD3 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   100485000 | OU      | $-416543.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-37061.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7318.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $48360.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-20395.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $-53786.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $156340.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         218 | NC      | $-693003.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $25166.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3191.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0Y45V0 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |     6900000 | NC      | $327288.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $9978.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1143.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                                                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4808000 | PA      | $4844968.71   | 0.11%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                             | Townsquare Media Inc 2025 Term Loan                                                                                                        | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     1457857 | PA      | $1056698.74   | 0.02%             | 2030-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-11417.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                                               | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6885000 | PA      | $6905090.43   | 0.15%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -176 | NC      | $198653.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW S WALES TREASURY CRP                         | New South Wales Treasury Corp                                                                                                              | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    45920000 | PA      | $26632234.62  | 0.60%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-6826.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                         | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                                              | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $432076.68    | 0.01%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-73952.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0ZM952 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |   563684000 | NC      | $12757.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $-75652.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                                    | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     2545000 | PA      | $2706470.32   | 0.06%             | 2042-06-25      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $46100.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $61102.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-41111.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-71021.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10632580 | PA      | $10592731.07  | 0.24%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                            | Golden State Food LLC 2026 Term Loan B                                                                                                     | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      686330 | PA      | $688773.12    | 0.02%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    13216000 | PA      | $13707992.03  | 0.31%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $126611.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $263616.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2715000 | PA      | $2027058.28   | 0.05%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2022-INV1 Trust                                                                                                                       | CUSIP: 69377EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1398142 | PA      | $1390770.24   | 0.03%             | 2067-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                                                                          | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      575000 | PA      | $563158.28    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $19613.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-46332.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $40475.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Parent Inc                                  | Star Parent Inc Term Loan B                                                                                                                | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |      575000 | PA      | $575040.25    | 0.01%             | 2030-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $613524.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      765000 | PA      | $776712.15    | 0.02%             | 2042-04-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $3049.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | 99D11LKR8 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | AD        |  1414475000 | NC      | $431905.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $154697.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | 99D0ZM8L8 WELLINGTON                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AD        |   563684000 | NC      | $213925.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                                                                              | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1309523.03   | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                                                                              | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      265000 | PA      | $265066.78    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $126900.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                   | NCR Atleos Corp                                                                                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1037260.58   | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-161199.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FPJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5823080 | PA      | $330640.89    | 0.01%             | 2047-10-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $168052.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-8675.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-40171.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $33466.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $496104.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $2788.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-90341.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-26985.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $1594.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $4139.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |           1 | NC      | $23962.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                          | Hartwick Park CLO Ltd                                                                                                                      | CUSIP: 417403AS1<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |     1040000 | PA      | $1034065.76   | 0.02%             | 2037-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                                                  | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1051059.45   | 0.02%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-259564.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-38313.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-80206.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38380WG78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      364452 | PA      | $57263.39     | 0.00%             | 2046-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $16431.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-429843.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   297704000 | PA      | $164129448.72 | 3.68%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $113948.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-158988.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12XKC4 IRS NZD R F  4.31250 99D12XKC4 CCPVANILLA / Short: S9D12XKC4 IRS NZD P V 03MNZDBB 99D12XKB6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12039000 | OU      | $-95134.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $7598.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $343431.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      590000 | PA      | $593938.84    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5510000 | PA      | $5482966.34   | 0.12%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                      | Staples Inc 2024 Term Loan B                                                                                                               | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     1452875 | PA      | $1357537.34   | 0.03%             | 2029-09-04      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $51219.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $14629.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-98269.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-28848.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2657561 | PA      | $2709323.17   | 0.06%             | 2029-01-25      | Floating      | 14.51%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $9843.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | Colt 2024-7 Mortgage Loan Trust                                                                                                            | CUSIP: 19688YAC8<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |     1889360 | PA      | $1897518.53   | 0.04%             | 2069-12-26      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 18256150000 | PA      | $116554850.69 | 2.61%             | 2026-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $48495.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D12IOE9 IRS BRL R F 13.03750 99D12IOE9 CCPNDFPREDISWAP / Short: S9D12IOE9 IRS BRL P V 00MBRCDI 99D12IOD1 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    45029613 | OU      | $-227154.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $26273.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-3313.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $44547.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3690000 | PA      | $3477548.25   | 0.08%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                             | Range Resources Corp                                                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      595000 | PA      | $583789.78    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                           | AthenaHealth Group Inc                                                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1196199.89   | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $90356.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                               | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1292257.24   | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B9D132SZ2 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D132SZ2 CDS USD P F  1.00000 1 CCPCORPORATE                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8692000 | OU      | $-265386.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NO        |           1 | NC      | $280168.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |           1 | NC      | $78564.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754CAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2356739 | PA      | $2387570.57   | 0.05%             | 2040-01-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | JP        |           1 | NC      | $114940.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $436010.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-68991.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-4                                                                                                 | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2038641.00   | 0.05%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $24953.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-29074.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-75075.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D12HSD9 IRS COP R F 10.77000 99D12HSD9 CCPNDFOIS / Short: S9D12HSD9 IRS COP P V 03MCPIBR 99D12HSC1 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 24062224000 | OU      | $-257730.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -614 | NC      | $196019.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                         | Pebblebrook Hotel LP / PEB Finance Corp                                                                                                    | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1825000 | PA      | $1854537.10   | 0.04%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-71780.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-19662.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $156198.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                               | Sweden Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   379580000 | PA      | $40439347.89  | 0.91%             | 2037-02-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2022-SFR1 Trust                                                                                                         | CUSIP: 89616QAD3<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |      490000 | PA      | $486215.73    | 0.01%             | 2039-04-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3494.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |           1 | NC      | $55964.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-16867.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $9984.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |           1 | NC      | $44235.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC               | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                                         | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     1275325 | PA      | $1272800.13   | 0.03%             | 2031-09-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $29400.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                         | State of North Rhine-Westphalia Germany                                                                                                    | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     6447000 | PA      | $3175439.13   | 0.07%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $-63688.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-285791.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2022-4 Ltd                                                                                                      | CUSIP: 69702YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1910000 | PA      | $1912030.33   | 0.04%             | 2031-07-24      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $13715.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM9 Trust                                                                                                                        | CUSIP: 67119DAC2<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |      520238 | PA      | $523739.09    | 0.01%             | 2064-01-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $136.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-88490.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-27897.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                | Iliad Holding SAS                                                                                                                          | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $406101.60    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA2                                                                                                    | CUSIP: 35564KB65<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |     3195000 | PA      | $3375593.86   | 0.08%             | 2042-07-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                  | RAC Bond Co PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1344733.16   | 0.03%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-68001.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7785000 | PA      | $7830620.33   | 0.18%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $392326.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $3771.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $2349.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                            | Qnity Electronics Inc                                                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      355000 | PA      | $358415.46    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: S9D10X6F5 IRS BRL R F 14.07000 99D10X6F5 CCPNDFPREDISWAP / Short: S9D10X6F5 IRS BRL P V 00MBRCDI 99D10X6D0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    18943753 | OU      | $76881.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                                                                                         | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1124007.18   | 0.03%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $115018.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $26856.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2022-NQM5                                                                                                     | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2872398 | PA      | $2864804.27   | 0.06%             | 2067-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-NRD                                                                                                                         | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1144198.94   | 0.03%             | 2038-12-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                                                                                              | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1658892.43   | 0.04%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2022-2 Ltd                                                                                                         | CUSIP: 05682GAW8<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |     2500000 | PA      | $2482327.50   | 0.06%             | 2035-04-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $6032.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-55448.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $14332.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-48129.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $25995.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $36779.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-36651.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $51376.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-803.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $74238.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                              | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $196094.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | Csmc 2021-Nqm6 Trust                                                                                                                       | CUSIP: 12662KAB5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1378027 | PA      | $1192684.37   | 0.03%             | 2066-07-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-8492.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-372684.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-110494.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-22244.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $56718.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bonds                          | Norway Government Bonds                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   659745000 | PA      | $67852943.49  | 1.52%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $25825.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-81994.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4141.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-947199.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $17712.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $169932.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $52270.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-822.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     3860000 | PA      | $3889154.43   | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $9380.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $43529.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $20397.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $390551.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $276736.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2022-NQM2 Trust                                                                                                                       | CUSIP: 36169KAA4<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     3053688 | PA      | $3044362.82   | 0.07%             | 2067-02-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $36625.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk               | Freddie Mac Mscr Trust Mn3                                                                                                                 | CUSIP: 35563GAA7<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |      278857 | PA      | $279045.73    | 0.01%             | 2051-11-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $148518.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $40401.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $47242.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-494256.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WSTN Trust                                       | WSTN Trust 2023-MAUI                                                                                                                       | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1180000 | PA      | $1197084.04   | 0.03%             | 2037-07-05      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                                                                              | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      424000 | PA      | $390926.47    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1371738 | PA      | $1385029.98   | 0.03%             | 2039-09-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $246921.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-819233.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1436000 | PA      | $1512294.68   | 0.03%             | 2042-04-25      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AKRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      992241 | PA      | $145694.38    | 0.00%             | 2044-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $-119489.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |           1 | NC      | $94989.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-14460.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wave USA                                         | WAVE 2019-1 LLC                                                                                                                            | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      848606 | PA      | $833665.84    | 0.02%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-30563.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | EURIBOR 3M OPT JUN26C 98                                                                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -1624 | NC      | $-11912.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-78363.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $984.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $20388.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    21365000 | PA      | $7604422.44   | 0.17%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-175903.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-55362.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $553317.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-926455.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1300000 | PA      | $1318491.20   | 0.03%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                                                                                 | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     5257000 | PA      | $5328825.87   | 0.12%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      600000 | PA      | $605927.40    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-97450.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce               | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CZ        |           1 | NC      | $-168854.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $48313.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | RO        |           1 | NC      | $86706.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-62753.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                       | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1783407.37   | 0.04%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     9328000 | PA      | $3588118.31   | 0.08%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $103455.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                                 | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $819124.83    | 0.02%             | 2046-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-57988.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-16893.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-37341.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $1320131.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-22097490.06 | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                               | Aaset 2021-2 Trust                                                                                                                         | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      358361 | PA      | $340913.92    | 0.01%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS2                                                                                                       | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353175 | PA      | $349727.53    | 0.01%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-46868.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $847653.24    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2026-1                                                                                                 | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3430000 | PA      | $3429826.44   | 0.08%             | 2028-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-122766.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1241382.00   | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                             | Aramark Services Inc 2025 Repriced Term Loan                                                                                               | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-59385.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-33207.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-14166.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $194502.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                      | Epicor Software Corporation 2024 Term Loan F                                                                                               | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      679650 | PA      | $669883.43    | 0.02%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO 43 Ltd                                                                                                                        | CUSIP: 87170BAN6<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001296.00   | 0.02%             | 2037-04-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |           1 | NC      | $-12710.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                               | Industrial F&B Investments III Inc                                                                                                         | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1717860.47   | 0.04%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $14162.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-85302.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    15275000 | PA      | $15901617.62  | 0.36%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D127BF4 IRS NZD R F  4.03125 99D127BF4 CCPVANILLA / Short: S9D127BF4 IRS NZD P V 03MNZDBB 99D127BE7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35573000 | OU      | $-173787.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FQ3D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5047170 | PA      | $285063.66    | 0.01%             | 2047-11-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $27220.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-6000.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-301265.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1033.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3201.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $744099.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-39314.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: S9D12ZRJ7 IRS EUR R F  2.81250 99D12ZRJ7 CCPVANILLA / Short: S9D12ZRJ7 IRS EUR P V 06MEURIB 99D12ZRI9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13484000 | OU      | $-82768.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $723464.34    | 0.02%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-144922.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2026-LTV1                                                                                                  | CUSIP: 46660YAC3<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $539287.09    | 0.01%             | 2056-09-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-39318.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $139664.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-68818.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                   | BXSC Commercial Mortgage Trust 2022-WSS                                                                                                    | CUSIP: 05610BAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2599093 | PA      | $2599092.99   | 0.06%             | 2035-03-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2026-2                                                                                                 | CUSIP: 30166WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1303000 | PA      | $1311615.96   | 0.03%             | 2032-08-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                         | RD Michigan Property Owner I LLC                                                                                                           | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19550000 | PA      | $19550000.00  | 0.44%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2024-SFR2 Trust                                                                                                         | CUSIP: 89616VAB6<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |     1210000 | PA      | $1212373.42   | 0.03%             | 2040-06-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds          | Bulgaria Government International Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     3518000 | PA      | $3426798.56   | 0.08%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-122.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $53857.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-479549.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-60277.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-874986.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      575000 | PA      | $549613.52    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $861243.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $16857.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2050118 | PA      | $2080084.57   | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                               | Sunrise FinCo I BV                                                                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $816612.00    | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                        | ACREC 2026-FL4 LLC                                                                                                                         | CUSIP: 004970AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      955000 | PA      | $954976.70    | 0.02%             | 2043-01-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer